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 10 0 0 1 43
Credit Scoring by Incorporating Dynamic Networked Information 0 0 0 13 1 1 2 30
Nonlinear reserving and multiple contract modifications in life insurance 0 0 1 11 0 0 2 22
Optimal stopping of expected profit and cost yields in an investment under uncertainty 0 0 0 13 0 0 0 64
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 8 0 0 1 19
Risk-Sensitive Mean-Field Type Control under Partial Observation 0 0 0 5 1 1 1 21
The Principal-Agent Problem With Time Inconsistent Utility Functions 0 0 0 30 0 0 2 34
Total Working Papers 0 0 2 90 2 2 9 233

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 1 4 18
A Hidden Markov Approach to Disability Insurance 0 1 1 2 0 1 1 8
A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet 0 0 0 1 0 0 0 1
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization 0 0 0 0 0 0 1 12
A propagation of chaos result for weakly interacting nonlinear Snell envelopes 0 0 0 0 0 3 3 3
A risk based approach to the principal–agent problem 1 1 2 2 2 2 7 7
Aggregation of 1-year risks in life and disability insurance 0 0 0 11 2 2 3 36
An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications 1 1 1 1 1 1 1 1
Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market 0 0 0 0 0 0 1 1
Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications 0 1 2 2 2 3 6 6
Approximation and optimality necessary conditions in relaxed stochastic control problems 0 0 0 1 1 1 3 10
As-if-Markov reserves for reserve-dependent payments 0 0 0 0 0 0 0 0
Book Review 0 0 0 0 0 0 1 2
Book Review 0 0 0 0 0 0 0 0
Book Review 0 0 0 0 0 1 1 2
Can stocks help mend the asset and liability mismatch? 0 0 0 0 0 0 0 0
Credit rating analysis based on the network of trading information 0 2 3 3 0 3 4 4
Credit scoring by incorporating dynamic networked information 0 0 0 11 0 0 7 48
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients 0 0 0 1 0 0 3 7
Large Deviations for Hierarchical Systems of Interacting Jump Processes 0 0 1 1 0 0 1 2
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space 0 0 0 7 1 1 1 23
Large deviations for heavy-tailed factor models 0 0 1 16 0 0 1 42
Limit theorems for multitype epidemics 0 0 0 1 2 3 3 15
Mean-Field Games for Marriage 0 0 0 0 1 1 1 6
Mean-Field-Type Games with Jump and Regime Switching 0 0 1 48 0 1 7 120
Modeling tagged pedestrian motion: A mean-field type game approach 0 0 0 6 1 1 1 26
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization 0 0 1 145 2 2 3 335
Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse 0 0 5 18 2 5 23 52
Nonlinear reserving and multiple contract modifications in life insurance 1 1 1 4 1 2 5 17
Nonlinear reserving in life insurance: Aggregation and mean-field approximation 1 2 3 35 2 3 9 98
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT 0 0 0 2 0 0 2 11
On modelling and pricing weather derivatives 1 1 20 531 14 14 55 1,385
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model 0 0 0 2 2 2 3 6
Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games 1 1 5 16 2 2 7 41
Quantum Support Vector Regression for Disability Insurance 1 1 1 3 2 3 5 25
Quenched Mass Transport of Particles Toward a Target 0 0 0 0 0 0 0 5
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 3 0 0 1 21
Stochastic modelling of disability insurance in a multi-period framework 0 0 0 1 0 0 0 3
Total Journal Articles 7 12 48 874 40 58 174 2,399

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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