2
H index
1
i10 index
103
Citations
Boualem Djehiche : Citation Profile
| RESEARCH PRODUCTION: 12 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1995 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Boualem Djehiche. | Is cited by:
| Cites to:
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Main data
Where Boualem Djehiche has published?
| Journals with more than one article published | # docs |
|---|---|
| Insurance: Mathematics and Economics | 2 |
| Stochastic Processes and their Applications | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 5 |
Recent works citing Boualem Djehiche (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Regime-Switching Temperature Dynamics Model for Weather Derivatives. (2018). Ikpe, Dennis ; Ngare, Philip ; Gyamerah, Samuel Asante. In: Papers. RePEc:arx:papers:1808.04710. Full description at Econpapers || Download paper | |
| 2020 | A martingale concept for non-monotone information in a jump process framework. (2018). Christiansen, Marcus C. In: Papers. RePEc:arx:papers:1811.00952. Full description at Econpapers || Download paper | |
| 2019 | Nonlinear reserving and multiple contract modifications in life insurance. (2019). Djehiche, Boualem ; Christiansen, Marcus C. In: Papers. RePEc:arx:papers:1911.06159. Full description at Econpapers || Download paper | |
| 2019 | Hedging of crop harvest with derivatives on temperature. (2019). Hainaut, Donatien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:98-114. Full description at Econpapers || Download paper | |
| 2017 | Parametrizations, fixed and random effects. (2017). Dermoune, Azzouz ; Preda, Cristian . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:162-176. Full description at Econpapers || Download paper | |
| 2019 | Is temperature-index derivative suitable for China?. (2019). Lu, Xunfa ; Tang, Yinshan ; Dzandu, Michael D ; Zhou, Ying ; Cui, Hairong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305576. Full description at Econpapers || Download paper | |
| 2018 | Opción climática para la producción de café en México. (Climate Option of Coffee Production in Mexico).. (2018). Alfonse, Allou Allou ; Martinez, Miguel Angel ; Trejo, Jose Carlos. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxvii:y:2018:i:2:p:135-154. Full description at Econpapers || Download paper | |
| 2018 | Linear–Quadratic Mean-Field-Type Games: A Direct Method. (2018). Duncan, Tyrone E ; Tembine, Hamidou . In: Games. RePEc:gam:jgames:v:9:y:2018:i:1:p:7-:d:131464. Full description at Econpapers || Download paper | |
| 2018 | Mean-Field Type Games between Two Players Driven by Backward Stochastic Differential Equations. (2018). Aurell, Alexander. In: Games. RePEc:gam:jgames:v:9:y:2018:i:4:p:88-:d:179975. Full description at Econpapers || Download paper | |
| 2019 | Modeling and pricing of space weather derivatives. (2019). Unger, Stephan ; Lemmerer, Birgit. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-019-00052-0. Full description at Econpapers || Download paper | |
| 2018 | A Levy Regime-Switching Temperature Dynamics Model for Weather Derivatives. (2018). Gyamerah, Samuel Asante ; Ikpe, Dennis ; Ngare, Philip. In: MPRA Paper. RePEc:pra:mprapa:89680. Full description at Econpapers || Download paper | |
| 2019 | Погодные деривативы в России: страхование фермеров от колебаний температуры // Weather Derivatives in Russia: Farmers’ Insurance aga. (2019). Trier, M ; В. Трубников, ; Strelnikova, A ; М. Трир, ; Secrieru, V ; А. Стрельникова, ; Li, C ; В. Секриеру, ; Johnston, C ; К. Ли, ; Echimova, A ; К. Джонстон, ; Chekirov, S ; А. Екимова, ; Carkin, E ; С. Чекиров, ; Э. Каркин, ; Trubnikov, V. In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2018:i:1:p:29-42. Full description at2018 | Putting a price tag on temperature. (2018). Xiong, Heng ; Mamon, Rogemar. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:2:d:10.1007_s10287-017-0291-8. Full description at Econpapers || Download paper |
| 2018 | Pricing weather index insurance based on artificial controlled experiment: a case study of cold temperature for early rice in Jiangxi, China. (2018). Sun, Qing ; Xiao, Fang ; Zhang, Fangmin ; Che, Xianghong ; Yang, Zaiqiang. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:91:y:2018:i:1:d:10.1007_s11069-017-3109-7. Full description at Econpapers || Download paper | |
| 2018 | PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS. (2018). Hess, Markus. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:05:n:s0219024918500310. Full description at Econpapers || Download paper |
Works by Boualem Djehiche:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Optimal stopping of expected profit and cost yields in an investment under uncertainty In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Risk aggregation and stochastic claims reserving in disability insurance In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Risk aggregation and stochastic claims reserving in disability insurance.(2014) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Risk-Sensitive Mean-Field Type Control under Partial Observation In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Principal-Agent Problem With Time Inconsistent Utility Functions In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2016 | Aggregation of 1-year risks in life and disability insurance In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 0 |
| 2016 | Nonlinear reserving in life insurance: Aggregation and mean-field approximation In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 1995 | Limit theorems for multitype epidemics In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 0 |
| 1999 | Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 1 |
| 2009 | Large deviations for heavy-tailed factor models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2019 | Modeling tagged pedestrian motion: A mean-field type game approach In: Transportation Research Part B: Methodological. [Full Text][Citation analysis] | article | 1 |
| 2010 | A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2002 | On modelling and pricing weather derivatives In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 90 |
| 2018 | A Hidden Markov Approach to Disability Insurance In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2009 | ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2020. Contact: CitEc Team