Accueil › Annuaire des chercheurs › Farid Chighoub

Farid Chighoub

Affiliation : University of Biskra

• 16Publications (affiliation algérienne)
• 28Publications au total
• 115Citations
• 7Indice h

ORCIDOpenAlex

Domaines de recherche

• Stochastic processes and financial applications
• Optimization and Variational Analysis
• Nonlinear Differential Equations Analysis
• Risk and Portfolio Optimization
• Economic theories and models

Publications (16)

• Time-consistent consumption, investment, and proportional reinsurance in market models with Markovian regime switching
  2025 · International Journal of Control
• Consumption–Investment and Reinsurance Problem Under Markovian Regime Switching: Time-Consistent Solution
  2025 · Communications in Mathematics and Statistics
• A general time-inconsistent stochastic optimal control problem with delay
  2024 · STUDIES IN ENGINEERING AND EXACT SCIENCES · cité 1 fois
• Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps
  2022 · Modern Stochastics Theory and Applications · cité 4 fois
• Time-Consistent Investment and Consumption Strategies under a General Discount Function
  2021 · Journal of risk and financial management · cité 10 fois
• The co-movement of Bitcoin and some African currencies – A wavelet analysis
  2021 · Journal of Research in Emerging Markets · cité 5 fois
• Continuous-time mean-variance portfolio selection with regime-switching financial market: Time-consistent solution
  2021 · Random Operators and Stochastic Equations · cité 1 fois
• Spectral analysis of the stochastic time-fractional-KdV equation
  2017 · Alexandria Engineering Journal · cité 4 fois
• Time-consistent investment and consumption strategies under a general discount function
  2017 · arXiv (Cornell University)
• A characterization of equilibrium strategies in continuous-time mean–variance problems for insurers
  2016 · Insurance Mathematics and Economics · cité 18 fois
• The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump Diffusions
  2014 · International Journal of Stochastic Analysis · cité 6 fois
• A stochastic maximum principle in mean-field optimal control problems for jump diffusions
  2013 · Arab Journal of Mathematical Sciences · cité 7 fois
• Near optimality conditions in stochastic control of jump diffusion processes
  2011 · Systems & Control Letters · cité 20 fois
• On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control†
  2011 · Stochastics · cité 12 fois
• Optimality necessary conditions in singular stochastic control problems with nonsmooth data
  2009 · Journal of Mathematical Analysis and Applications · cité 17 fois
• The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients
  2009 · Random Operators and Stochastic Equations · cité 8 fois

Co-auteurs

• Brahim Mezerdi
• Ishak Alia
• Nour El Houda Bouaicha
• Nabil Khelfallah
• Dounia Bahlali
• Abhishek Pal Majumder

Données bibliographiques issues d’OpenAlex (base ouverte).