Boualem Djehiche : Citation Profile


Are you Boualem Djehiche?

2

H index

1

i10 index

103

Citations

RESEARCH PRODUCTION:

12

Articles

5

Papers

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 4
   Journals where Boualem Djehiche has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 3 (2.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdj9
   Updated: 2020-03-21    RAS profile: 2019-04-20    
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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:

Härdle, Wolfgang (7)

Musshoff, Oliver (6)

van Kooten, Gerrit (5)

López Cabrera, Brenda (5)

Xu, Wei (5)

Odening, Martin (5)

Goncu, Ahmet (4)

Osipenko, Maria (3)

Hurn, Stan (2)

Turvey, Calum (2)

Loisel, Stéphane (2)

Cites to:

Duffie, Darrell (3)

Epstein, Larry (2)

Schlicht, Ekkehart (2)

Hyndman, Rob (2)

White, Alan (1)

Proietti, Tommaso (1)

Trimbur, Thomas (1)

White, Alan (1)

Holmstrom, Bengt (1)

Razzak, Weshah (1)

Prescott, Edward (1)

Main data


Where Boualem Djehiche has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics2
Stochastic Processes and their Applications2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org5

Recent works citing Boualem Djehiche (2019 and 2018)


YearTitle of citing document
2018Regime-Switching Temperature Dynamics Model for Weather Derivatives. (2018). Ikpe, Dennis ; Ngare, Philip ; Gyamerah, Samuel Asante. In: Papers. RePEc:arx:papers:1808.04710.

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2020A martingale concept for non-monotone information in a jump process framework. (2018). Christiansen, Marcus C. In: Papers. RePEc:arx:papers:1811.00952.

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2019Nonlinear reserving and multiple contract modifications in life insurance. (2019). Djehiche, Boualem ; Christiansen, Marcus C. In: Papers. RePEc:arx:papers:1911.06159.

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2019Hedging 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.

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2017Parametrizations, 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.

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2019Is 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.

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2018Opción 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.

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2018Linear–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.

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2018Mean-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.

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2019Modeling 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.

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2018A Levy Regime-Switching Temperature Dynamics Model for Weather Derivatives. (2018). Gyamerah, Samuel Asante ; Ikpe, Dennis ; Ngare, Philip. In: MPRA Paper. RePEc:pra:mprapa:89680.

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2019Погодные 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.

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2018Pricing 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.

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2018PRICING 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.

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Works by Boualem Djehiche:


YearTitleTypeCited
2010Optimal stopping of expected profit and cost yields in an investment under uncertainty In: Papers.
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2014Risk aggregation and stochastic claims reserving in disability insurance In: Papers.
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2014Risk aggregation and stochastic claims reserving in disability insurance.(2014) In: Insurance: Mathematics and Economics.
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article
2014A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control In: Papers.
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2014Risk-Sensitive Mean-Field Type Control under Partial Observation In: Papers.
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2015The Principal-Agent Problem With Time Inconsistent Utility Functions In: Papers.
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paper2
2009Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2016Aggregation of 1-year risks in life and disability insurance In: Annals of Actuarial Science.
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article0
2016Nonlinear reserving in life insurance: Aggregation and mean-field approximation In: Insurance: Mathematics and Economics.
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article3
1995Limit theorems for multitype epidemics In: Stochastic Processes and their Applications.
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article0
1999Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space In: Stochastic Processes and their Applications.
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article1
2009Large deviations for heavy-tailed factor models In: Statistics & Probability Letters.
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2019Modeling tagged pedestrian motion: A mean-field type game approach In: Transportation Research Part B: Methodological.
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article1
2010A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization In: Mathematical Methods of Operations Research.
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article1
2002On modelling and pricing weather derivatives In: Applied Mathematical Finance.
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2018A Hidden Markov Approach to Disability Insurance In: North American Actuarial Journal.
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article0
2009ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT In: International Journal of Theoretical and Applied Finance (IJTAF).
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article1

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