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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.

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First Name:Boualem
Middle Name:
Last Name:Djehiche
RePEc Short-ID:pdj9
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  1. Boualem Djehiche & Peter Helgesson, 2015. "The Principal-Agent Problem With Time Inconsistent Utility Functions," Papers 1503.05416,
  2. Boualem Djehiche & Hamidou Tembine & Raul Tempone, 2014. "A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control," Papers 1404.1441,
  3. Boualem Djehiche & Hamidou Tembine, 2014. "Risk-Sensitive Mean-Field Type Control under Partial Observation," Papers 1411.7231,
  4. Boualem Djehiche & Bj\"orn L\"ofdahl, 2014. "Risk aggregation and stochastic claims reserving in disability insurance," Papers 1401.3589,, revised Aug 2014.
  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, 2014. "Risk aggregation and stochastic claims reserving in disability insurance," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 100-108.
  2. 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.
  3. Svensson, Jens & Djehiche, Boualem, 2009. "Large deviations for heavy-tailed factor models," Statistics & Probability Letters, Elsevier, vol. 79(3), pages 304-311, February.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Andersson, Håkan & Djehiche, Boualem, 1995. "Limit theorems for multitype epidemics," Stochastic Processes and their Applications, Elsevier, vol. 56(1), pages 57-75, March.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CTA: Contract Theory & Applications (1) 2015-03-22. Author is listed
  2. NEP-GER: German Papers (1) 2014-04-11. Author is listed
  3. NEP-IAS: Insurance Economics (1) 2014-01-24. Author is listed
  4. NEP-MIC: Microeconomics (1) 2015-03-22. Author is listed
  5. NEP-RMG: Risk Management (1) 2014-01-24. Author is listed
  6. NEP-UPT: Utility Models & Prospect Theory (1) 2015-03-22. Author is listed

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