Boualem Djehiche
Names
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Boualem |
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Djehiche |
Identifer
Contact
Affiliations
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Kungliga Tekniska Högskolan
- http://www.math.kth.se
- location: Sweden, Stockholm
Research profile
author of:
- Optimal stopping of expected profit and cost yields in an investment under uncertainty (RePEc:arx:papers:1001.3289)
by Boualem Djehiche & Said Hamad`ene & Marie Am'elie Morlais - Risk aggregation and stochastic claims reserving in disability insurance (RePEc:arx:papers:1401.3589)
by Boualem Djehiche & Bjorn Lofdahl - A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control (RePEc:arx:papers:1404.1441)
by Boualem Djehiche & Hamidou Tembine & Raul Tempone - Risk-Sensitive Mean-Field Type Control under Partial Observation (RePEc:arx:papers:1411.7231)
by Boualem Djehiche & Hamidou Tembine - The Principal-Agent Problem With Time Inconsistent Utility Functions (RePEc:arx:papers:1503.05416)
by Boualem Djehiche & Peter Helgesson - Credit Scoring by Incorporating Dynamic Networked Information (RePEc:arx:papers:1905.11795)
by Yibei Li & Ximei Wang & Boualem Djehiche & Xiaoming Hu - Nonlinear reserving and multiple contract modifications in life insurance (RePEc:arx:papers:1911.06159)
by Marcus C. Christiansen & Boualem Djehiche - Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization (RePEc:bpj:sndecm:v:13:y:2009:i:3:n:4)
by Dermoune Azzouz & Djehiche Boualem & Rahmania Nadji - Aggregation of 1-year risks in life and disability insurance (RePEc:cup:anacsi:v:10:y:2016:i:02:p:203-221_00)
by Djehiche, Boualem & Löfdahl, Björn - Credit scoring by incorporating dynamic networked information (RePEc:eee:ejores:v:286:y:2020:i:3:p:1103-1112)
by Li, Yibei & Wang, Ximei & Djehiche, Boualem & Hu, Xiaoming - Risk aggregation and stochastic claims reserving in disability insurance (RePEc:eee:insuma:v:59:y:2014:i:c:p:100-108)
by Djehiche, Boualem & Löfdahl, Björn - Nonlinear reserving in life insurance: Aggregation and mean-field approximation (RePEc:eee:insuma:v:69:y:2016:i:c:p:1-13)
by Djehiche, Boualem & Löfdahl, Björn - Nonlinear reserving and multiple contract modifications in life insurance (RePEc:eee:insuma:v:93:y:2020:i:c:p:187-195)
by Christiansen, Marcus C. & Djehiche, Boualem - Optimal portfolio choice with path dependent benchmarked labor income: A mean field model (RePEc:eee:spapps:v:145:y:2022:i:c:p:48-85)
by Djehiche, Boualem & Gozzi, Fausto & Zanco, Giovanni & Zanella, Margherita - Limit theorems for multitype epidemics (RePEc:eee:spapps:v:56:y:1995:i:1:p:57-75)
by Andersson, Håkan & Djehiche, Boualem - Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space (RePEc:eee:spapps:v:81:y:1999:i:1:p:39-72)
by Djehiche, Boualem & Eddahbi, M'hamed - Large deviations for heavy-tailed factor models (RePEc:eee:stapro:v:79:y:2009:i:3:p:304-311)
by Svensson, Jens & Djehiche, Boualem - Modeling tagged pedestrian motion: A mean-field type game approach (RePEc:eee:transb:v:121:y:2019:i:c:p:168-183)
by Aurell, Alexander & Djehiche, Boualem - Quantum Support Vector Regression for Disability Insurance (RePEc:gam:jrisks:v:9:y:2021:i:12:p:216-:d:693148)
by Boualem Djehiche & Björn Löfdahl - Approximation and optimality necessary conditions in relaxed stochastic control problems (RePEc:hin:jnijsa:072762)
by Seïd Bahlali & Brahim Mezerdi & Boualem Djehiche - A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet (RePEc:hin:jnijsa:159519)
by Boualem Djehiche & Ali Hamdi - Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (RePEc:inm:ormoor:v:47:y:2022:i:1:p:665-689)
by Boualem Djehiche & Said Hamadène & Ibtissem Hdhiri & Helmi Zaatra - Mean-Field Games for Marriage (RePEc:plo:pone00:0094933)
by Dario Bauso & Ben Mansour Dia & Boualem Djehiche & Hamidou Tembine & Raul Tempone - Mean-Field-Type Games with Jump and Regime Switching (RePEc:spr:dyngam:v:10:y:2020:i:1:d:10.1007_s13235-019-00306-2)
by Alain Bensoussan & Boualem Djehiche & Hamidou Tembine & Sheung Chi Phillip Yam - Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games (RePEc:spr:dyngam:v:10:y:2020:i:4:d:10.1007_s13235-020-00367-8)
by Boualem Djehiche & Julian Barreiro-Gomez & Hamidou Tembine - A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type (RePEc:spr:dyngam:v:6:y:2016:i:1:d:10.1007_s13235-015-0140-8)
by Boualem Djehiche & Minyi Huang - Quenched Mass Transport of Particles Toward a Target (RePEc:spr:joptap:v:186:y:2020:i:2:d:10.1007_s10957-020-01704-y)
by Bruno Bouchard & Boualem Djehiche & Idris Kharroubi - Large Deviations for Hierarchical Systems of Interacting Jump Processes (RePEc:spr:jotpro:v:11:y:1998:i:1:d:10.1023_a:1021690707556)
by Boualem Djehiche & Alexander Schied - A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (RePEc:spr:mathme:v:72:y:2010:i:2:p:273-310)
by Daniel Andersson & Boualem Djehiche - On modelling and pricing weather derivatives (RePEc:taf:apmtfi:v:9:y:2002:i:1:p:1-20)
by Peter Alaton & Boualem Djehiche & David Stillberger - Scandinavian Actuarial Journal (RePEc:taf:sactxx)
from Taylor & Francis Journals as editor - Book Review (RePEc:taf:sactxx:v:2001:y:2001:i:2:p:188-189)
by Boualem Djehiche - Book Review (RePEc:taf:sactxx:v:2008:y:2008:i:4:p:316-316)
by Boualem Djehiche - Book Review (RePEc:taf:sactxx:v:2009:y:2009:i:2:p:168-168)
by Boualem Djehiche - Can stocks help mend the asset and liability mismatch? (RePEc:taf:sactxx:v:2010:y:2010:i:2:p:148-160)
by Boualem Djehiche & Jonas Rinné - Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse (RePEc:taf:sactxx:v:2011:y:2011:i:4:p:319-320)
by Boualem Djehiche - Stochastic modelling of disability insurance in a multi-period framework (RePEc:taf:sactxx:v:2015:y:2015:i:1:p:88-106)
by Helena Aro & Boualem Djehiche & Björn Löfdahl - A Hidden Markov Approach to Disability Insurance (RePEc:taf:uaajxx:v:22:y:2018:i:1:p:119-136)
by Boualem Djehiche & Björn Löfdahl - On A Finite Horizon Starting And Stopping Problem With Risk Of Abandonment (RePEc:wsi:ijtafx:v:12:y:2009:i:04:n:s0219024909005312)
by Boualem Djehiche & Said Hamadène