4
H index
1
i10 index
174
Citations
Boualem Djehiche : Citation Profile
| RESEARCH PRODUCTION: 22 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1995 - 2021). 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 |
|---|---|
| Dynamic Games and Applications | 3 |
| Insurance: Mathematics and Economics | 3 |
| Stochastic Processes and their Applications | 2 |
| International Journal of Stochastic Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 7 |
Recent works citing Boualem Djehiche (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Transaction time models in multi-state life insurance. (2022). Sandqvist, Oliver Lunding ; Furrer, Christian ; Buchardt, Kristian. In: Papers. RePEc:arx:papers:2209.06902. Full description at Econpapers || Download paper |
| 2023 | Equilibrium Pricing of Securities in the Co-presence of Cooperative and Non-cooperative Populations. (2022). Fujii, Masaaki. In: Papers. RePEc:arx:papers:2209.12639. Full description at Econpapers || Download paper |
| 2023 | Time-inconsistent contract theory. (2023). Possamai, Dylan ; Hern, Camilo. In: Papers. RePEc:arx:papers:2303.01601. Full description at Econpapers || Download paper |
| 2023 | Risk valuation of quanto derivatives on temperature and electricity. (2023). Vadillo, Nerea ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2310.07692. Full description at Econpapers || Download paper |
| 2023 | Multi-stage Euler-Maruyama methods for backward stochastic differential equations driven by continuous-time Markov chains. (2023). Kaneko, Akihiro. In: Papers. RePEc:arx:papers:2311.08826. Full description at Econpapers || Download paper |
| 2023 | Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version). (2023). Tzouanas, Ioannis ; Ferrari, Giorgio ; Dianetti, Jodi. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:681. Full description at Econpapers || Download paper |
| 2023 | A stochastic time-series model for solar irradiation. (2023). Benth, Fred Espen ; Green, Rikard ; Larsson, Karl. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005503. Full description at Econpapers || Download paper |
| 2023 | Renegotiation and dynamic inconsistency: Contracting with non-exponential discounting. (2023). Urgun, Can ; Feng, Felix Zhiyu ; Cetemen, Doruk. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000029. Full description at Econpapers || Download paper |
| 2023 | Parametric heat wave insurance. (2023). Larsson, Karl. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000351. Full description at Econpapers || Download paper |
| 2023 | Robust building evacuation planning in a dynamic network flow model under collapsible nodes and arcs. (2023). Moon, Ilkyeong ; Shin, Youngchul. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:86:y:2023:i:c:s0038012122002567. Full description at Econpapers || Download paper |
| 2023 | Construction of Mixed Derivatives Strategy for Wind Power Producers. (2023). Matsumoto, Takuji ; Yamada, Yuji. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3809-:d:1136007. Full description at Econpapers || Download paper |
| 2023 | How credible are Okun coefficients? The gap version of Okun’s law for G7 economies. (2023). Povaanova, Mariana ; Boa, Martin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09438-9. 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 nother 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 | 1 |
| 2015 | The Principal-Agent Problem With Time Inconsistent Utility Functions In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2019 | Credit Scoring by Incorporating Dynamic Networked Information In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Credit scoring by incorporating dynamic networked information.(2020) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | Nonlinear reserving and multiple contract modifications in life insurance In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Nonlinear reserving and multiple contract modifications in life insurance.(2020) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2009 | Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 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 | 6 |
| 1995 | Limit theorems for multitype epidemics In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 1 |
| 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 | 2 |
| 2021 | Quantum Support Vector Regression for Disability Insurance In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2006 | Approximation and optimality necessary conditions in relaxed stochastic control problems In: International Journal of Stochastic Analysis. [Full Text][Citation analysis] | article | 1 |
| 2014 | A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet In: International Journal of Stochastic Analysis. [Full Text][Citation analysis] | article | 0 |
| 2014 | Mean-Field Games for Marriage In: PLOS ONE. [Full Text][Citation analysis] | article | 1 |
| 2020 | Mean-Field-Type Games with Jump and Regime Switching In: Dynamic Games and Applications. [Full Text][Citation analysis] | article | 5 |
| 2020 | Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games In: Dynamic Games and Applications. [Full Text][Citation analysis] | article | 4 |
| 2016 | A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type In: Dynamic Games and Applications. [Full Text][Citation analysis] | article | 2 |
| 2020 | Quenched Mass Transport of Particles Toward a Target In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 4 |
| 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 | 123 |
| 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 | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team