Boualem Djehiche : Citation Profile

5

H index

1

i10 index

202

Citations

RESEARCH PRODUCTION:

31

Articles

7

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 7
   Journals where Boualem Djehiche has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 8 (3.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdj9
   Updated: 2025-03-22    RAS profile: 2024-07-05    
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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 (11)

López Cabrera, Brenda (9)

Musshoff, Oliver (7)

Odening, Martin (6)

van Kooten, Gerrit (5)

Xu, Wei (5)

Goncu, Ahmet (4)

Osipenko, Maria (4)

Ritter, Matthias (3)

Martínez-Salgueiro, Andrea (3)

Loisel, Stéphane (2)

Cites to:

Gozzi, Fausto (4)

Dhaene, Jan (4)

Groshen, Erica (3)

Messina, Julian (3)

Holden, Steinar (3)

Goette, Lorenz (3)

Turunen, Jarkko (3)

Schweitzer, Mark (3)

Duffie, Darrell (3)

Hyndman, Rob (2)

Jovanovic, Boyan (2)

Main data

Production by document typearticlepaper199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202202.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents1234567050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Boualem Djehiche has published?

Journals with more than one article published# docs
Scandinavian Actuarial Journal6
Stochastic Processes and their Applications3
Dynamic Games and Applications3
Insurance: Mathematics and Economics3
International Journal of Stochastic Analysis2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org7

Recent works citing Boualem Djehiche (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Risk valuation of quanto derivatives on temperature and electricity. (2023). Vadillo, Nerea ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2310.07692.

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2024Canonical insurance models: stochastic equations and comparison theorems. (2024). Furrer, Christian ; Christiansen, Marcus C. In: Papers. RePEc:arx:papers:2411.12522.

Full description at Econpapers || Download paper

2025Loss of earning capacity in Denmark -- an actuarial perspective. (2025). Sandqvist, O L ; Furrer, C. In: Papers. RePEc:arx:papers:2501.11578.

Full description at Econpapers || Download paper

2024.

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2025Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011.

Full description at Econpapers || Download paper

2024Improved credit risk prediction based on an integrated graph representation learning approach with graph transformation. (2024). Wang, Yunong ; Mi, Yunlong ; Chen, Zhensong ; Qu, YI ; Shi, Yong. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:2:p:786-801.

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2024Stochastic control/stopping problem with expectation constraints. (2024). Bayraktar, Erhan ; Yao, Song. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001364.

Full description at Econpapers || Download paper

Boualem Djehiche is editor of

Journal  ↓  ↓
Scandinavian Actuarial Journal

Works by Boualem Djehiche:

Year  ↓Title  ↓Type  ↓Cited  ↓
2010Optimal stopping of expected profit and cost yields in an investment under uncertainty In: Papers.
[Full Text][Citation analysis]		paper0
2014Risk aggregation and stochastic claims reserving in disability insurance In: Papers.
[Full Text][Citation analysis]		paper1
2014Risk 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: 1		article
2014A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control In: Papers.
[Full Text][Citation analysis]		paper2
2014Risk-Sensitive Mean-Field Type Control under Partial Observation In: Papers.
[Full Text][Citation analysis]		paper1
2015The Principal-Agent Problem With Time Inconsistent Utility Functions In: Papers.
[Full Text][Citation analysis]		paper5
2019Credit Scoring by Incorporating Dynamic Networked Information In: Papers.
[Full Text][Citation analysis]		paper7
2020Credit scoring by incorporating dynamic networked information.(2020) In: European Journal of Operational Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2020Nonlinear reserving and multiple contract modifications in life insurance In: Papers.
[Full Text][Citation analysis]		paper7
2020Nonlinear 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: 7		article
2009Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2016Aggregation of 1-year risks in life and disability insurance In: Annals of Actuarial Science.
[Full Text][Citation analysis]		article0
2016Nonlinear reserving in life insurance: Aggregation and mean-field approximation In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article6
2022Optimal portfolio choice with path dependent benchmarked labor income: A mean field model In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article4
1995Limit theorems for multitype epidemics In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article2
1999Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article1
2009Large deviations for heavy-tailed factor models In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2019Modeling tagged pedestrian motion: A mean-field type game approach In: Transportation Research Part B: Methodological.
[Full Text][Citation analysis]		article2
2021Quantum Support Vector Regression for Disability Insurance In: Risks.
[Full Text][Citation analysis]		article0
2006Approximation and optimality necessary conditions in relaxed stochastic control problems In: International Journal of Stochastic Analysis.
[Full Text][Citation analysis]		article1
2014A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet In: International Journal of Stochastic Analysis.
[Full Text][Citation analysis]		article0
2022Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article0
2014Mean-Field Games for Marriage In: PLOS ONE.
[Full Text][Citation analysis]		article1
2020Mean-Field-Type Games with Jump and Regime Switching In: Dynamic Games and Applications.
[Full Text][Citation analysis]		article5
2020Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games In: Dynamic Games and Applications.
[Full Text][Citation analysis]		article4
2016A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type In: Dynamic Games and Applications.
[Full Text][Citation analysis]		article2
2020Quenched Mass Transport of Particles Toward a Target In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]		article6
In: .
[Full Text][Citation analysis]		article0
2010A 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]		article2
2002On modelling and pricing weather derivatives In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article135
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article1
2018A Hidden Markov Approach to Disability Insurance In: North American Actuarial Journal.
[Full Text][Citation analysis]		article1
2009ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team