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 1 11 1 3 21 64
Credit Scoring by Incorporating Dynamic Networked Information 0 1 2 15 1 2 19 49
Nonlinear reserving and multiple contract modifications in life insurance 0 0 0 11 3 4 9 31
Optimal stopping of expected profit and cost yields in an investment under uncertainty 0 0 0 13 0 0 7 71
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 8 2 5 15 34
Risk-Sensitive Mean-Field Type Control under Partial Observation 0 0 2 7 1 2 12 33
The Principal-Agent Problem With Time Inconsistent Utility Functions 0 0 0 30 1 2 12 46
Total Working Papers 0 1 5 95 9 18 95 328

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 0 0 12 30
A Hidden Markov Approach to Disability Insurance 0 0 0 2 1 1 8 16
A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet 0 1 1 2 2 4 8 9
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization 0 0 1 1 1 1 5 17
A propagation of chaos result for weakly interacting nonlinear Snell envelopes 0 0 1 1 2 2 18 21
A risk based approach to the principal–agent problem 0 0 1 3 3 7 17 24
Aggregation of 1-year risks in life and disability insurance 0 0 0 11 3 3 8 44
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 0 1 2 3 10 11
Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market 0 1 2 2 0 1 8 9
Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications 0 0 0 2 5 5 28 34
Approximation and optimality necessary conditions in relaxed stochastic control problems 0 0 0 1 2 3 8 18
As-if-Markov reserves for reserve-dependent payments 0 0 1 1 0 0 10 10
Asymptotic stabilization for stochastic generalized Burgers–KdV equations with Lévy noise 0 0 0 0 2 2 5 5
Book Review 0 0 0 0 1 1 10 10
Book Review 0 0 0 0 1 1 10 12
Book Review 0 0 0 0 0 0 6 8
Can stocks help mend the asset and liability mismatch? 0 0 1 1 1 2 10 10
Credit rating analysis based on the network of trading information 0 0 0 3 1 1 6 10
Credit scoring by incorporating dynamic networked information 0 0 2 13 0 1 15 63
Finite-Series Solutions of Hybrid PDE Systems for Conditional Moments of Regime-Switching Extended CEV Processes with Applications in Finance 0 0 0 0 1 2 4 4
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients 0 0 1 2 2 2 8 15
Large Deviations for Hierarchical Systems of Interacting Jump Processes 0 0 2 3 1 1 5 7
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space 0 0 0 7 0 0 3 26
Large deviations for heavy-tailed factor models 0 0 0 16 2 2 5 47
Limit theorems for multitype epidemics 0 0 0 1 0 0 8 23
Mean-Field Games for Marriage 0 0 0 0 1 1 6 12
Mean-Field-Type Games with Jump and Regime Switching 1 2 6 54 1 8 27 147
Modeling tagged pedestrian motion: A mean-field type game approach 0 0 0 6 1 1 14 40
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization 0 0 1 146 4 4 14 349
Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse 1 1 8 26 4 5 27 79
Nonlinear reserving and multiple contract modifications in life insurance 0 0 0 4 2 2 7 24
Nonlinear reserving in life insurance: Aggregation and mean-field approximation 0 0 0 35 1 1 10 108
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT 0 0 0 2 0 0 4 15
On modelling and pricing weather derivatives 1 3 17 548 5 14 58 1,443
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model 0 1 1 3 3 4 11 17
Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games 0 0 1 17 1 2 12 53
Quantum Support Vector Regression for Disability Insurance 0 0 0 3 2 2 12 37
Quenched Mass Transport of Particles Toward a Target 1 1 1 1 3 3 10 15
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 3 1 2 8 29
Stochastic modelling of disability insurance in a multi-period framework 0 0 0 1 4 4 11 14
Zero-Sum Mean-Field Dynkin Games: Characterization and Convergence 0 0 0 0 2 2 3 3
Total Journal Articles 4 10 48 922 68 100 469 2,868

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 2026-11-12