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Boualem Djehiche


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Personal Details

First Name: Boualem
Middle Name:
Last Name: Djehiche

RePEc Short-ID: pdj9

Postal Address:


Kungliga Tekniska Högskolan (Royal Institute of Technology)
Location: Sweden, Stockholm


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Working papers

  1. Boualem Djehiche & Bj\"orn L\"ofdahl, 2014. "Risk aggregation and stochastic claims reserving in disability insurance," Papers 1401.3589,
  2. Boualem Djehiche & Said Hamad\`ene & Marie Am\'elie Morlais, 2010. "Optimal stopping of expected profit and cost yields in an investment under uncertainty," Papers 1001.3289,


  1. Boualem Djehiche & Said Hamadène, 2009. "On A Finite Horizon Starting And Stopping Problem With Risk Of Abandonment," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 523-543.
  2. Svensson, Jens & Djehiche, Boualem, 2009. "Large deviations for heavy-tailed factor models," Statistics & Probability Letters, Elsevier, vol. 79(3), pages 304-311, February.
  3. Dermoune Azzouz & Djehiche Boualem & Rahmania Nadji, 2009. "Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(3), pages 1-35, May.
  4. Peter Alaton & Boualem Djehiche & David Stillberger, 2002. "On modelling and pricing weather derivatives," Applied Mathematical Finance, Taylor & Francis Journals, vol. 9(1), pages 1-20.
  5. Djehiche, Boualem & Eddahbi, M'hamed, 1999. "Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space," Stochastic Processes and their Applications, Elsevier, vol. 81(1), pages 39-72, May.
  6. Andersson, Håkan & Djehiche, Boualem, 1995. "Limit theorems for multitype epidemics," Stochastic Processes and their Applications, Elsevier, vol. 56(1), pages 57-75, March.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-IAS: Insurance Economics (1) 2014-01-24. Author is listed
  2. NEP-RMG: Risk Management (1) 2014-01-24. Author is listed


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