Access Statistics for Boualem Djehiche

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control 0 0 1 11 1 9 18 61
Credit Scoring by Incorporating Dynamic Networked Information 0 0 0 13 0 7 15 44
Nonlinear reserving and multiple contract modifications in life insurance 0 0 0 11 0 2 5 27
Optimal stopping of expected profit and cost yields in an investment under uncertainty 0 0 0 13 0 1 7 71
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 8 1 6 10 29
Risk-Sensitive Mean-Field Type Control under Partial Observation 1 1 2 7 1 4 10 30
The Principal-Agent Problem With Time Inconsistent Utility Functions 0 0 0 30 0 2 10 44
Total Working Papers 1 1 3 93 3 31 75 306

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type 0 0 0 0 0 2 14 30
A Hidden Markov Approach to Disability Insurance 0 0 1 2 0 0 8 15
A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet 0 0 0 1 0 0 3 4
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization 0 1 1 1 0 2 4 16
A propagation of chaos result for weakly interacting nonlinear Snell envelopes 0 0 1 1 0 2 19 19
A risk based approach to the principal–agent problem 0 0 1 2 0 4 11 16
Aggregation of 1-year risks in life and disability insurance 0 0 0 11 0 1 5 39
An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications 0 0 1 1 1 4 8 8
Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market 0 0 1 1 0 2 7 8
Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications 0 0 1 2 0 6 25 27
Approximation and optimality necessary conditions in relaxed stochastic control problems 0 0 0 1 0 1 7 15
As-if-Markov reserves for reserve-dependent payments 0 0 1 1 1 3 10 10
Asymptotic stabilization for stochastic generalized Burgers–KdV equations with Lévy noise 0 0 0 0 0 2 3 3
Book Review 0 0 0 0 0 1 6 8
Book Review 0 0 0 0 0 3 10 11
Book Review 0 0 0 0 0 1 7 7
Can stocks help mend the asset and liability mismatch? 0 1 1 1 0 3 8 8
Credit rating analysis based on the network of trading information 0 0 2 3 0 2 8 9
Credit scoring by incorporating dynamic networked information 0 0 1 12 1 2 13 61
Finite-Series Solutions of Hybrid PDE Systems for Conditional Moments of Regime-Switching Extended CEV Processes with Applications in Finance 0 0 0 0 0 2 2 2
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients 0 1 1 2 0 1 5 12
Large Deviations for Hierarchical Systems of Interacting Jump Processes 0 0 2 3 0 1 4 6
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space 0 0 0 7 0 0 4 26
Large deviations for heavy-tailed factor models 0 0 0 16 0 1 3 45
Limit theorems for multitype epidemics 0 0 0 1 0 4 9 21
Mean-Field Games for Marriage 0 0 0 0 0 2 6 11
Mean-Field-Type Games with Jump and Regime Switching 1 1 4 52 2 5 21 139
Modeling tagged pedestrian motion: A mean-field type game approach 0 0 0 6 0 4 13 38
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization 0 0 1 146 0 1 12 345
Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse 1 4 8 25 1 8 27 73
Nonlinear reserving and multiple contract modifications in life insurance 0 0 1 4 0 3 6 21
Nonlinear reserving in life insurance: Aggregation and mean-field approximation 0 0 2 35 0 1 13 107
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT 0 0 0 2 0 2 4 15
On modelling and pricing weather derivatives 3 6 16 545 5 13 57 1,427
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model 0 0 0 2 1 3 10 13
Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games 0 1 2 17 0 5 12 51
Quantum Support Vector Regression for Disability Insurance 0 0 1 3 0 5 14 35
Quenched Mass Transport of Particles Toward a Target 0 0 0 0 0 2 7 12
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 3 0 2 6 27
Stochastic modelling of disability insurance in a multi-period framework 0 0 0 1 0 4 7 10
Zero-Sum Mean-Field Dynkin Games: Characterization and Convergence 0 0 0 0 1 1 1 1
Total Journal Articles 5 15 50 910 13 111 419 2,751

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Total Books 0 0 0 0 0 0 0 0
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