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	0	0	0	28
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	1	20
The Principal-Agent Problem With Time Inconsistent Utility Functions	0	0	1	30	0	0	3	34
Total Working Papers	0	0	3	90	0	0	10	230

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	1	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	1	1	0	0	1	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	1	2	34
Approximation and optimality necessary conditions in relaxed stochastic control problems	0	0	1	1	0	0	4	8
Book Review	0	0	0	0	0	1	1	2
Book Review	0	0	0	0	0	0	0	1
Book Review	0	0	0	0	0	0	0	0
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	3	5	11	47
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients	0	0	1	1	0	0	2	5
Large Deviations for Hierarchical Systems of Interacting Jump Processes	0	0	1	1	0	0	2	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	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	1	5
Mean-Field-Type Games with Jump and Regime Switching	0	1	7	48	1	3	11	116
Modeling tagged pedestrian motion: A mean-field type game approach	0	0	1	6	0	0	1	25
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization	0	1	1	145	0	1	2	333
Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse	0	0	7	16	1	2	25	44
Nonlinear reserving and multiple contract modifications in life insurance	0	0	1	3	0	0	4	14
Nonlinear reserving in life insurance: Aggregation and mean-field approximation	0	0	1	33	3	4	5	94
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT	0	0	0	2	1	2	2	11
On modelling and pricing weather derivatives	3	8	30	526	8	17	67	1,363
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model	0	0	1	2	0	0	2	3
Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games	0	3	6	15	0	4	8	39
Quantum Support Vector Regression for Disability Insurance	0	0	1	2	0	1	4	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	0	1	20
Stochastic modelling of disability insurance in a multi-period framework	0	0	0	1	0	0	0	3
Total Journal Articles	3	13	60	852	17	42	159	2,306

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Statistics updated 2025-05-12