Access Statistics for Boualem Djehiche

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	29
Nonlinear reserving and multiple contract modifications in life insurance	0	0	1	11	0	0	4	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	0	0	0	20
The Principal-Agent Problem With Time Inconsistent Utility Functions	0	0	0	30	0	0	2	34
Total Working Papers	0	0	2	90	1	1	9	231

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	16
A Hidden Markov Approach to Disability Insurance	0	0	0	1	0	0	0	7
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
Aggregation of 1-year risks in life and disability insurance	0	0	0	11	0	0	2	34
Approximation and optimality necessary conditions in relaxed stochastic control problems	0	0	0	1	0	0	3	8
Book Review	0	0	0	0	0	0	0	1
Book Review	0	0	0	0	0	0	0	0
Book Review	0	0	0	0	0	0	1	2
Can stocks help mend the asset and liability mismatch?	0	0	0	0	0	0	0	0
Credit scoring by incorporating dynamic networked information	0	0	0	11	1	4	11	48
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients	0	0	1	1	1	2	4	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	0	0	0	22
Large deviations for heavy-tailed factor models	1	1	1	16	1	1	1	42
Limit theorems for multitype epidemics	0	0	0	1	0	0	0	12
Mean-Field Games for Marriage	0	0	0	0	0	0	1	5
Mean-Field-Type Games with Jump and Regime Switching	0	0	2	48	2	3	7	118
Modeling tagged pedestrian motion: A mean-field type game approach	0	0	0	6	0	0	0	25
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization	0	0	1	145	0	0	1	333
Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse	0	1	7	17	0	3	22	46
Nonlinear reserving and multiple contract modifications in life insurance	0	0	1	3	0	1	5	15
Nonlinear reserving in life insurance: Aggregation and mean-field approximation	0	0	1	33	0	3	5	94
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT	0	0	0	2	0	1	2	11
On modelling and pricing weather derivatives	1	6	26	529	3	15	59	1,370
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model	0	0	0	2	0	0	1	3
Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games	0	0	5	15	0	0	6	39
Quantum Support Vector Regression for Disability Insurance	0	0	0	2	0	0	1	21
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	1	1	21
Stochastic modelling of disability insurance in a multi-period framework	0	0	0	1	0	0	0	3
Total Journal Articles	2	8	46	857	8	34	137	2,323

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

LogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04