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 11 8 11 17 60
Credit Scoring by Incorporating Dynamic Networked Information 0 0 0 13 4 7 13 41
Nonlinear reserving and multiple contract modifications in life insurance 0 0 0 11 2 3 5 27
Optimal stopping of expected profit and cost yields in an investment under uncertainty 0 0 0 13 1 3 7 71
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 8 3 4 7 26
Risk-Sensitive Mean-Field Type Control under Partial Observation 0 0 1 6 3 3 9 29
The Principal-Agent Problem With Time Inconsistent Utility Functions 0 0 0 30 2 3 10 44
Total Working Papers 0 1 2 92 23 34 68 298

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 2 4 14 30
A Hidden Markov Approach to Disability Insurance 0 0 1 2 0 3 8 15
A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet 0 0 0 1 0 0 3 4
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization 1 1 1 1 2 2 4 16
A propagation of chaos result for weakly interacting nonlinear Snell envelopes 0 0 1 1 1 2 18 18
A risk based approach to the principal–agent problem 0 0 1 2 3 5 11 15
Aggregation of 1-year risks in life and disability insurance 0 0 0 11 0 0 4 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 1 1 5 5
Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market 0 0 1 1 2 2 7 8
Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications 0 0 1 2 6 7 25 27
Approximation and optimality necessary conditions in relaxed stochastic control problems 0 0 0 1 1 2 7 15
As-if-Markov reserves for reserve-dependent payments 0 0 1 1 1 6 8 8
Asymptotic stabilization for stochastic generalized Burgers–KdV equations with Lévy noise 0 0 0 0 1 2 2 2
Book Review 0 0 0 0 1 1 6 8
Book Review 0 0 0 0 1 5 7 7
Book Review 0 0 0 0 3 6 10 11
Can stocks help mend the asset and liability mismatch? 0 0 0 0 1 2 6 6
Credit rating analysis based on the network of trading information 0 0 3 3 1 2 8 8
Credit scoring by incorporating dynamic networked information 0 0 1 12 1 2 13 60
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients 1 1 1 2 1 3 7 12
Large Deviations for Hierarchical Systems of Interacting Jump Processes 0 0 2 3 1 1 4 6
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space 0 0 0 7 0 0 4 26
Large deviations for heavy-tailed factor models 0 0 1 16 1 3 4 45
Limit theorems for multitype epidemics 0 0 0 1 4 4 9 21
Mean-Field Games for Marriage 0 0 0 0 1 3 5 10
Mean-Field-Type Games with Jump and Regime Switching 0 1 3 51 3 8 21 137
Modeling tagged pedestrian motion: A mean-field type game approach 0 0 0 6 2 4 11 36
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization 0 0 1 146 1 2 12 345
Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse 1 1 6 22 4 6 25 69
Nonlinear reserving and multiple contract modifications in life insurance 0 0 1 4 3 4 7 21
Nonlinear reserving in life insurance: Aggregation and mean-field approximation 0 0 2 35 1 1 13 107
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT 0 0 0 2 1 1 3 14
On modelling and pricing weather derivatives 0 2 13 539 2 10 53 1,416
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model 0 0 0 2 2 3 9 12
Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games 0 0 1 16 3 3 10 49
Quantum Support Vector Regression for Disability Insurance 0 0 1 3 4 5 13 34
Quenched Mass Transport of Particles Toward a Target 0 0 0 0 2 2 7 12
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 3 2 3 7 27
Stochastic modelling of disability insurance in a multi-period framework 0 0 0 1 2 3 5 8
Total Journal Articles 3 6 44 898 68 123 395 2,708

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 2026-05-06