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 10 0 0 1 43
Credit Scoring by Incorporating Dynamic Networked Information 0 0 0 13 0 1 1 29
Nonlinear reserving and multiple contract modifications in life insurance 0 0 1 11 0 0 3 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 0 20
The Principal-Agent Problem With Time Inconsistent Utility Functions 0 0 0 30 0 0 2 34
Total Working Papers 0 0 2 90 0 1 8 231

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 1 3 17
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 0 1 0 0 0 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
A propagation of chaos result for weakly interacting nonlinear Snell envelopes 0 0 0 0 0 0 0 0
A risk based approach to the principal–agent problem 0 0 1 1 0 1 5 5
Aggregation of 1-year risks in life and disability insurance 0 0 0 11 0 0 2 34
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 0 0 0 0 0
Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market 0 0 0 0 0 0 1 1
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 1 1 1 3 3
Approximation and optimality necessary conditions in relaxed stochastic control problems 0 0 0 1 1 1 4 9
Book Review 0 0 0 0 0 0 1 2
Book Review 0 0 0 0 0 0 0 0
Book Review 0 0 0 0 0 0 0 1
Can stocks help mend the asset and liability mismatch? 0 0 0 0 0 0 0 0
Credit rating analysis based on the network of trading information 0 1 1 1 0 1 1 1
Credit scoring by incorporating dynamic networked information 0 0 0 11 0 1 10 48
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients 0 0 1 1 0 2 4 7
Large Deviations for Hierarchical Systems of Interacting Jump Processes 0 0 1 1 0 0 1 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 1 1 16 0 1 1 42
Limit theorems for multitype epidemics 0 0 0 1 0 0 0 12
Mean-Field Games for Marriage 0 0 0 0 0 0 0 5
Mean-Field-Type Games with Jump and Regime Switching 0 0 1 48 1 3 7 119
Modeling tagged pedestrian motion: A mean-field type game approach 0 0 0 6 0 0 0 25
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization 0 0 1 145 0 0 1 333
Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse 1 2 8 18 1 3 23 47
Nonlinear reserving and multiple contract modifications in life insurance 0 0 1 3 0 1 4 15
Nonlinear reserving in life insurance: Aggregation and mean-field approximation 0 0 1 33 1 1 6 95
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT 0 0 0 2 0 0 2 11
On modelling and pricing weather derivatives 1 4 26 530 1 8 57 1,371
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model 0 0 0 2 1 1 2 4
Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games 0 0 5 15 0 0 6 39
Quantum Support Vector Regression for Disability Insurance 0 0 0 2 1 1 2 22
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 1 1 21
Stochastic modelling of disability insurance in a multi-period framework 0 0 0 1 0 0 0 3
Total Journal Articles 2 8 49 862 9 28 148 2,341

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 2025-08-05