Email: boualem@math.kth.se Address: Department of Mathematics, KTH, 100 44 Stockholm Phone: +46 8 790 78 75 Fax: +46 8 723 17 88

I am at the Division of Mathematical Statistics of the Department
of mathematics, KTH, Stockholm,
Sweden. You find me at the Mathematics Department room 3536 Lindstedtsvägen 25. Map.

My research interests are in the area of Stochastic Analysis and include the Theory of Large Deviations, Superprocesses and Interacting Particle Systems, with applications in Euclidean Quantum Mechanics, Insurance Mathematics, Mathematical finance and Mathematical Epidemiology.

- B. Djehiche and B. Lofdhal (2018): A hidden Markov approach to disability insurance. North American Actuarial Journal,22:1, 119-136, DOI: 10.1080/10920277.2017.1387570.

- A. Aurell and B. Djehiche (2018): Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics. SIAM J. Control and Optimization 56(1), 434-455.

- B. Djehiche and S. Hamadene (2018): Optimal control and zero-sum stochastic differential game problems of mean-field type. Applied Math. and Optimization, 1-28, https://doi.org/10.1007/s00245-018-9525-6.

- B. Djehiche, J. Barriero-Gomez, H. Tembine (2019): Price dynamics for electricity in smart grid via mean-field-type games. Chapter 3 (pp. 45-64) in: Beyond Traditional Probabilistic Methods in Economics. Editors: Vladik Kreinovich, Nguyen Duc Trung, and Nguyen Ngoc Thach. Series Title: Studies in Computational Intelligence (809), Springer (2019).

- S. Choutri, B. Djehiche and H. Tembine (2019): Optimal Control and Zero-Sum Games for Markov Chains of Mean-Field Type (Preprint: arXiv:1606.04244). Mathematical Control & Related Fields vol.9(3), September 2019.

- S. Choutri and B. Djehiche (2019): Mean-field risk sensitive control and zero-sum games for Markov chains. Bull. Sci. math. 152 (2019) 1-39.

- A. Aurell and B. Djehiche (2019): Modeling tagged pedestrian motion: a mean-field type game approach. Transportation Research Part B: Methodological, 121, pp 168-183.

- A. Bensoussan, B. Djehiche, H. Tembine and P. Yam (2019): Mean-Field-Type games with jump and regime switching. To appear in Dynamic Games and Applications (DGAA).

- J. Barreiro-Gomez, B. Djehiche and H. Tembine (2019): Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games. To appear in Dynamic Games and Applications (DGAA), special issue on Dynamic Games for Smart Energy Systems.

- X. Wang, B. Djehiche, X. Hu (2019): Credit rating analysis based on the network of trading information". To appear in Journal of Network Theory in Finance (Risk journals).

- B. Bouchard, B. Djehiche and I. Kharroubi (2017): Quenched mass transport of particles towards a target (preprint: arXiv:1707.07869, July 2017).

- M-K. Dao and B. Djehiche (2019): Hamilton-Jacobi equations for optimal control on multidimensional junctions with entry costs (preprint: arXiv:1903.08400, March 2019).

- B. Djehiche and S. Hamadene (2019): Mean-field backward-forward stochastic differential equations and nonzero sum stochastic differential games. (preprint: arXiv:1904.06193, April 2019).

- B. Djehiche S. Hamadene, I. Hdhiri and H. Zaatra (2019): Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (preprint: arXiv:1904.11924, May 2019).

- Y. Li, X. Wang, B. Djehiche, X. Hu (2019): Credit Scoring by Incorporating Dynamic Network Information (preprint: arXiv:1905.11795, May 2019).

- Editor-in-Chief of Scandinavian Actuarial Journal.

- Associate Editor of Finance and Stochastics.

- Co-editor of European Actuarial Journal.

Links to some Mathematical Statistics sites can be found at the Mathematical Statistics home page.