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 8 0 0 1 38
Optimal stopping of expected profit and cost yields in an investment under uncertainty 0 0 0 12 0 0 1 61
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 8 0 0 1 15
Risk-Sensitive Mean-Field Type Control under Partial Observation 0 0 1 4 0 0 1 12
The Principal-Agent Problem With Time Inconsistent Utility Functions 0 0 0 28 1 1 2 27
Total Working Papers 0 0 1 60 1 1 6 153


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Hidden Markov Approach to Disability Insurance 0 0 0 0 0 0 1 2
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization 0 0 0 0 0 0 1 10
Aggregation of 1-year risks in life and disability insurance 0 0 0 10 0 1 1 27
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space 0 0 0 5 0 0 0 14
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 1 12
Modeling tagged pedestrian motion: A mean-field type game approach 0 0 1 1 0 0 9 11
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization 0 0 0 137 0 0 2 316
Nonlinear reserving in life insurance: Aggregation and mean-field approximation 1 1 5 23 1 1 14 61
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT 0 0 1 1 0 0 2 5
On modelling and pricing weather derivatives 2 10 29 386 5 35 79 1,012
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 2 0 0 2 15
Total Journal Articles 3 11 36 581 6 37 112 1,526


Statistics updated 2020-09-04