IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this author

Boualem Djehiche

This is information that was supplied by Boualem Djehiche in registering through RePEc. If you are Boualem Djehiche, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Boualem
Middle Name:
Last Name:Djehiche
RePEc Short-ID:pdj9
in new window
  1. Boualem Djehiche & Peter Helgesson, 2015. "The Principal-Agent Problem With Time Inconsistent Utility Functions," Papers 1503.05416,
  2. Boualem Djehiche & Hamidou Tembine, 2014. "Risk-Sensitive Mean-Field Type Control under Partial Observation," Papers 1411.7231,
  3. Boualem Djehiche & Bj\"orn L\"ofdahl, 2014. "Risk aggregation and stochastic claims reserving in disability insurance," Papers 1401.3589,, revised Aug 2014.
  4. Boualem Djehiche & Hamidou Tembine & Raul Tempone, 2014. "A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control," Papers 1404.1441,
  5. 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. Djehiche, Boualem & Löfdahl, Björn, 2016. "Nonlinear reserving in life insurance: Aggregation and mean-field approximation," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 1-13.
  2. Djehiche, Boualem & Löfdahl, Björn, 2016. "Aggregation of 1-year risks in life and disability insurance," Annals of Actuarial Science, Cambridge University Press, vol. 10(02), pages 203-221, September.
  3. Boualem Djehiche & Minyi Huang, 2016. "A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type," Dynamic Games and Applications, Springer, vol. 6(1), pages 55-81, March.
  4. Djehiche, Boualem & Löfdahl, Björn, 2014. "Risk aggregation and stochastic claims reserving in disability insurance," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 100-108.
  5. Daniel Andersson & Boualem Djehiche, 2010. "A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 72(2), pages 273-310, October.
  6. 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.
  7. Svensson, Jens & Djehiche, Boualem, 2009. "Large deviations for heavy-tailed factor models," Statistics & Probability Letters, Elsevier, vol. 79(3), pages 304-311, February.
  8. 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.
  9. 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.
  10. 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.
  11. Andersson, Håkan & Djehiche, Boualem, 1995. "Limit theorems for multitype epidemics," Stochastic Processes and their Applications, Elsevier, vol. 56(1), pages 57-75, March.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CTA: Contract Theory & Applications (1) 2015-03-22
  2. NEP-GER: German Papers (1) 2014-04-11
  3. NEP-IAS: Insurance Economics (1) 2014-01-24
  4. NEP-MIC: Microeconomics (1) 2015-03-22
  5. NEP-RMG: Risk Management (1) 2014-01-24
  6. NEP-UPT: Utility Models & Prospect Theory (1) 2015-03-22

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

All material on this site has been provided by the respective publishers and uathors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Boualem Djehiche should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.