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 0 10 0 5 6 49
Credit Scoring by Incorporating Dynamic Networked Information 0 0 0 13 1 2 7 35
Nonlinear reserving and multiple contract modifications in life insurance 0 0 0 11 0 2 2 24
Optimal stopping of expected profit and cost yields in an investment under uncertainty 0 0 0 13 0 4 4 68
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 8 0 3 3 22
Risk-Sensitive Mean-Field Type Control under Partial Observation 0 1 1 6 0 4 6 26
The Principal-Agent Problem With Time Inconsistent Utility Functions 0 0 0 30 1 8 8 42
Total Working Papers 0 1 1 91 2 28 36 266

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 1 9 11 27
A Hidden Markov Approach to Disability Insurance 0 0 1 2 1 4 6 13
A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet 0 0 0 1 0 3 3 4
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization 0 0 0 0 0 2 2 14
A propagation of chaos result for weakly interacting nonlinear Snell envelopes 0 0 1 1 1 12 17 17
A risk based approach to the principal–agent problem 0 0 1 2 1 4 7 11
Aggregation of 1-year risks in life and disability insurance 0 0 0 11 0 2 5 38
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 0 3 4 4
Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market 0 1 1 1 0 5 5 6
Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications 0 0 2 2 1 14 20 21
Approximation and optimality necessary conditions in relaxed stochastic control problems 0 0 0 1 1 3 6 14
As-if-Markov reserves for reserve-dependent payments 0 0 1 1 4 5 6 6
Book Review 0 0 0 0 0 5 5 7
Book Review 0 0 0 0 4 5 6 6
Book Review 0 0 0 0 3 6 7 8
Can stocks help mend the asset and liability mismatch? 0 0 0 0 1 5 5 5
Credit rating analysis based on the network of trading information 0 0 3 3 1 3 7 7
Credit scoring by incorporating dynamic networked information 0 0 1 12 0 6 14 58
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients 0 0 0 1 1 2 5 10
Large Deviations for Hierarchical Systems of Interacting Jump Processes 0 1 2 3 0 2 3 5
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space 0 0 0 7 0 3 4 26
Large deviations for heavy-tailed factor models 0 0 1 16 2 2 3 44
Limit theorems for multitype epidemics 0 0 0 1 0 2 5 17
Mean-Field Games for Marriage 0 0 0 0 2 3 4 9
Mean-Field-Type Games with Jump and Regime Switching 0 2 2 50 2 9 17 131
Modeling tagged pedestrian motion: A mean-field type game approach 0 0 0 6 0 5 7 32
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization 0 0 1 146 1 7 11 344
Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse 0 1 5 21 2 10 22 65
Nonlinear reserving and multiple contract modifications in life insurance 0 0 1 4 1 1 4 18
Nonlinear reserving in life insurance: Aggregation and mean-field approximation 0 0 2 35 0 8 15 106
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT 0 0 0 2 0 2 3 13
On modelling and pricing weather derivatives 1 2 17 538 5 15 58 1,411
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model 0 0 0 2 0 3 6 9
Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games 0 0 1 16 0 5 8 46
Quantum Support Vector Regression for Disability Insurance 0 0 1 3 1 5 10 30
Quenched Mass Transport of Particles Toward a Target 0 0 0 0 0 5 5 10
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 3 1 4 5 25
Stochastic modelling of disability insurance in a multi-period framework 0 0 0 1 1 3 3 6
Total Journal Articles 1 7 45 893 38 192 334 2,623

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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Statistics updated 2026-03-04