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 1 1 9 0 1 1 42
Credit Scoring by Incorporating Dynamic Networked Information 0 0 1 13 0 0 1 27
Nonlinear reserving and multiple contract modifications in life insurance 0 0 2 10 0 0 3 17
Optimal stopping of expected profit and cost yields in an investment under uncertainty 0 0 1 13 0 0 1 63
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 8 0 0 0 17
Risk-Sensitive Mean-Field Type Control under Partial Observation 0 1 1 5 0 2 2 18
The Principal-Agent Problem With Time Inconsistent Utility Functions 0 0 0 28 0 0 0 30
Total Working Papers 0 2 6 86 0 3 8 214


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 0 0 13
A Hidden Markov Approach to Disability Insurance 1 1 1 1 1 1 2 6
A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet 0 0 0 0 0 0 0 0
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization 0 0 0 0 0 0 0 11
Aggregation of 1-year risks in life and disability insurance 0 0 0 11 0 0 0 32
Approximation and optimality necessary conditions in relaxed stochastic control problems 0 0 0 0 0 0 1 2
Credit scoring by incorporating dynamic networked information 0 0 1 9 2 2 5 28
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space 0 0 1 6 0 0 1 19
Large deviations for heavy-tailed factor models 0 0 0 15 0 0 0 41
Limit theorems for multitype epidemics 0 0 0 1 0 0 0 12
Mean-Field Games for Marriage 0 0 0 0 0 0 0 4
Mean-Field-Type Games with Jump and Regime Switching 0 1 8 35 0 2 21 86
Modeling tagged pedestrian motion: A mean-field type game approach 0 1 1 5 0 1 4 24
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization 1 1 3 143 1 1 4 328
Nonlinear reserving and multiple contract modifications in life insurance 0 0 0 2 0 0 1 6
Nonlinear reserving in life insurance: Aggregation and mean-field approximation 1 2 5 32 1 2 5 86
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT 0 0 0 2 0 0 0 8
On modelling and pricing weather derivatives 3 10 32 466 6 21 78 1,229
Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games 0 0 1 6 1 2 6 25
Quantum Support Vector Regression for Disability Insurance 0 0 0 0 0 0 1 13
Quenched Mass Transport of Particles Toward a Target 0 0 0 0 0 0 1 5
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 2 0 0 0 17
Total Journal Articles 6 16 53 736 12 32 130 1,995


Statistics updated 2023-06-05