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 10 2 3 3 46
Credit Scoring by Incorporating Dynamic Networked Information 0 0 0 13 0 4 5 33
Nonlinear reserving and multiple contract modifications in life insurance 0 0 1 11 1 1 2 23
Optimal stopping of expected profit and cost yields in an investment under uncertainty 0 0 0 13 2 2 2 66
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 8 0 0 0 19
Risk-Sensitive Mean-Field Type Control under Partial Observation 0 0 0 5 1 3 3 23
The Principal-Agent Problem With Time Inconsistent Utility Functions 0 0 0 30 2 2 3 36
Total Working Papers 0 0 1 90 8 15 18 246

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 4 4 8 22
A Hidden Markov Approach to Disability Insurance 0 0 1 2 1 2 3 10
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 1 1 1 13
A propagation of chaos result for weakly interacting nonlinear Snell envelopes 0 1 1 1 6 8 11 11
A risk based approach to the principal–agent problem 0 1 2 2 2 4 8 9
Aggregation of 1-year risks in life and disability insurance 0 0 0 11 1 3 4 37
An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications 0 1 1 1 1 2 2 2
Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market 1 1 1 1 5 5 6 6
Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications 0 0 2 2 4 7 10 11
Approximation and optimality necessary conditions in relaxed stochastic control problems 0 0 0 1 1 3 4 12
As-if-Markov reserves for reserve-dependent payments 0 1 1 1 0 1 1 1
Book Review 0 0 0 0 1 2 2 2
Book Review 0 0 0 0 0 0 1 2
Book Review 0 0 0 0 0 0 1 2
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 0 3 3 0 0 4 4
Credit scoring by incorporating dynamic networked information 0 1 1 12 2 6 13 54
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients 0 0 0 1 1 2 4 9
Large Deviations for Hierarchical Systems of Interacting Jump Processes 0 1 1 2 0 1 1 3
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space 0 0 0 7 0 1 1 23
Large deviations for heavy-tailed factor models 0 0 1 16 0 0 1 42
Limit theorems for multitype epidemics 0 0 0 1 1 3 4 16
Mean-Field Games for Marriage 0 0 0 0 0 1 1 6
Mean-Field-Type Games with Jump and Regime Switching 1 1 2 49 2 4 11 124
Modeling tagged pedestrian motion: A mean-field type game approach 0 0 0 6 1 3 3 28
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization 0 1 2 146 2 6 7 339
Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse 0 2 7 20 2 7 28 57
Nonlinear reserving and multiple contract modifications in life insurance 0 1 1 4 0 1 4 17
Nonlinear reserving in life insurance: Aggregation and mean-field approximation 0 1 2 35 0 2 8 98
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT 0 0 0 2 1 1 3 12
On modelling and pricing weather derivatives 1 7 22 537 4 29 59 1,400
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model 0 0 0 2 0 2 3 6
Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games 0 1 4 16 2 4 8 43
Quantum Support Vector Regression for Disability Insurance 0 1 1 3 1 3 6 26
Quenched Mass Transport of Particles Toward a Target 0 0 0 0 2 2 2 7
Risk aggregation and stochastic claims reserving in disability insurance 0 0 0 3 1 1 2 22
Stochastic modelling of disability insurance in a multi-period framework 0 0 0 1 1 1 1 4
Total Journal Articles 3 22 56 889 50 122 236 2,481

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 2026-01-09