Idris Kharroubi

736 total citations
28 papers, 353 citations indexed

About

Idris Kharroubi is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Idris Kharroubi has authored 28 papers receiving a total of 353 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 7 papers in Economics and Econometrics and 6 papers in Management Science and Operations Research. Recurrent topics in Idris Kharroubi's work include Stochastic processes and financial applications (21 papers), Financial Risk and Volatility Modeling (6 papers) and Insurance, Mortality, Demography, Risk Management (6 papers). Idris Kharroubi is often cited by papers focused on Stochastic processes and financial applications (21 papers), Financial Risk and Volatility Modeling (6 papers) and Insurance, Mortality, Demography, Risk Management (6 papers). Idris Kharroubi collaborates with scholars based in France, Italy and Tunisia. Idris Kharroubi's co-authors include Huyên Pham, Romuald Élie, Thomas Lim, Nicolas Langrené, Huyên Pham, Ying Jiao, Huyên Pham, Jianfeng Zhang, Jin Ma and Fausto Gozzi and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Transactions of the American Mathematical Society and SIAM Journal on Control and Optimization.

In The Last Decade

Idris Kharroubi

27 papers receiving 332 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Idris Kharroubi France 13 283 89 85 82 42 28 353
Thomas Kruse Germany 10 235 0.8× 84 0.9× 82 1.0× 35 0.4× 34 0.8× 43 381
Samuel N. Cohen United Kingdom 10 308 1.1× 143 1.6× 105 1.2× 100 1.2× 30 0.7× 42 416
Romuald Élie France 13 381 1.3× 141 1.6× 170 2.0× 117 1.4× 36 0.9× 38 517
Adrien Richou France 10 252 0.9× 58 0.7× 41 0.5× 58 0.7× 38 0.9× 18 269
Qingshuo Song United States 14 244 0.9× 86 1.0× 79 0.9× 56 0.7× 31 0.7× 48 420
Christian Bender Germany 13 528 1.9× 95 1.1× 209 2.5× 81 1.0× 50 1.2× 43 630
Mihai Ŝırbu United States 11 331 1.2× 104 1.2× 190 2.2× 37 0.5× 22 0.5× 22 372
Xiaolu Tan France 13 310 1.1× 80 0.9× 92 1.1× 40 0.5× 66 1.6× 35 388
Erik Ekström Sweden 13 384 1.4× 92 1.0× 176 2.1× 50 0.6× 21 0.5× 54 441
Jean-François Chassagneux France 11 256 0.9× 41 0.5× 42 0.5× 51 0.6× 44 1.0× 27 304

Countries citing papers authored by Idris Kharroubi

Since Specialization
Citations

This map shows the geographic impact of Idris Kharroubi's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Idris Kharroubi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Idris Kharroubi more than expected).

Fields of papers citing papers by Idris Kharroubi

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Idris Kharroubi. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Idris Kharroubi. The network helps show where Idris Kharroubi may publish in the future.

Co-authorship network of co-authors of Idris Kharroubi

This figure shows the co-authorship network connecting the top 25 collaborators of Idris Kharroubi. A scholar is included among the top collaborators of Idris Kharroubi based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Idris Kharroubi. Idris Kharroubi is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Kharroubi, Idris, et al.. (2023). A stochastic target problem for branching diffusion processes. Stochastic Processes and their Applications. 170. 104278–104278. 1 indexed citations
2.
Cosso, Andrea, et al.. (2023). Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions. Transactions of the American Mathematical Society. 15 indexed citations
3.
Kharroubi, Idris, et al.. (2023). Discrete-Time Mean-Field Stochastic Control with Partial Observations. Applied Mathematics & Optimization. 88(3). 1 indexed citations
4.
Cosso, Andrea, et al.. (2023). Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension. The Annals of Applied Probability. 33(4). 14 indexed citations
5.
Bouchard, Bruno, Boualem Djehiche, & Idris Kharroubi. (2020). Quenched Mass Transport of Particles Toward a Target. Journal of Optimization Theory and Applications. 186(2). 345–374. 8 indexed citations
6.
Goutte, Stéphane, et al.. (2019). Optimal risk management problem of natural resources: application to oil drilling. Annals of Operations Research. 297(1-2). 147–166. 4 indexed citations
7.
Kharroubi, Idris, Thomas Lim, & Vathana Ly Vath. (2019). Optimal exploitation of a resource with stochastic population dynamics and delayed renewal. Journal of Mathematical Analysis and Applications. 477(1). 627–656. 4 indexed citations
8.
Blanchet‐Scalliet, Christophette, et al.. (2015). MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING. International Journal of Theoretical and Applied Finance. 18(8). 1550053–1550053. 3 indexed citations
9.
Chassagneux, Jean-François, Romuald Élie, & Idris Kharroubi. (2015). When terminal facelift enforces delta constraints. Finance and Stochastics. 19(2). 329–362. 2 indexed citations
10.
Kharroubi, Idris, Nicolas Langrené, & Huyên Pham. (2015). Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps. The Annals of Applied Probability. 25(4). 23 indexed citations
11.
Kharroubi, Idris, Nicolas Langrené, & Huyên Pham. (2014). A numerical algorithm for fully nonlinear HJB equations:An approach by control randomization. Monte Carlo Methods and Applications. 20(2). 145–165. 42 indexed citations
12.
Élie, Romuald & Idris Kharroubi. (2013). BSDE representations for optimal switching problems with controlled volatility. Stochastics and Dynamics. 14(3). 1450003–1450003. 6 indexed citations
13.
Jiao, Ying, Idris Kharroubi, & Huyên Pham. (2013). Optimal investment under multiple defaults risk: A BSDE-decomposition approach. The Annals of Applied Probability. 23(2). 33 indexed citations
14.
Kharroubi, Idris, et al.. (2012). Time discretization and quantization methods for optimal multiple switching problem. Stochastic Processes and their Applications. 122(5). 2019–2052. 2 indexed citations
15.
Kharroubi, Idris & Thomas Lim. (2012). Progressive Enlargement of Filtrations and Backward Stochastic Differential Equations with Jumps. Journal of Theoretical Probability. 27(3). 683–724. 24 indexed citations
16.
Élie, Romuald, et al.. (2012). Discrete-time approximation of multidimensional BSDEs with oblique reflections. The Annals of Applied Probability. 22(3). 12 indexed citations
17.
Kharroubi, Idris. (2011). Comparison theorem for Brownian multidimensional BSDEs via jump processes. Comptes Rendus Mathématique. 349(7-8). 463–468. 1 indexed citations
18.
Élie, Romuald, et al.. (2011). A note on existence and uniqueness for solutions of multidimensional reflected BSDEs. Electronic Communications in Probability. 16(none). 21 indexed citations
19.
Zhang, Jianfeng, Huyên Pham, Jin Ma, & Idris Kharroubi. (2010). Backward SDEs with constrained jumps and quasi-variational inequalities. Base Institutionnelle de Recherche de l'université Paris-Dauphine (BIRD) (University Paris-Dauphine). 32 indexed citations
20.
Élie, Romuald & Idris Kharroubi. (2009). Constrained Backward SDEs with Jumps: Application to Optimal Switching. Base Institutionnelle de Recherche de l'université Paris-Dauphine (BIRD) (University Paris-Dauphine). 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Thomas Kruse Breakdown of academic impact, for papers by Samuel N. Cohen Breakdown of academic impact, for papers by Romuald Élie Breakdown of academic impact, for papers by Adrien Richou Breakdown of academic impact, for papers by Qingshuo Song Breakdown of academic impact, for papers by Christian Bender Breakdown of academic impact, for papers by Mihai Ŝırbu Breakdown of academic impact, for papers by Xiaolu Tan Breakdown of academic impact, for papers by Erik Ekström Breakdown of academic impact, for papers by Jean-François Chassagneux
Rankless by CCL
2026