Static portfolio choice under cumulative prospect theory C Bernard, M Ghossoub Mathematics and financial economics 2, 277-306, 2010 | 203 | 2010 |
Arrow's theorem of the deductible with heterogeneous beliefs M Ghossoub North American Actuarial Journal 21 (1), 15-35, 2017 | 49 | 2017 |
Optimal insurance under rank-dependent expected utility M Ghossoub Insurance: Mathematics and Economics 87, 51-66, 2019 | 37 | 2019 |
Ambiguity on the insurer’s side: The demand for insurance M Amarante, M Ghossoub, E Phelps Journal of Mathematical Economics 58, 61-78, 2015 | 30 | 2015 |
Budget-constrained optimal insurance with belief heterogeneity M Ghossoub Insurance: Mathematics and Economics 89, 79-91, 2019 | 28 | 2019 |
On the existence of a representative reinsurer under heterogeneous beliefs TJ Boonen, M Ghossoub Insurance: Mathematics and Economics 88, 209-225, 2019 | 27 | 2019 |
Bowley vs. Pareto optima in reinsurance contracting TJ Boonen, M Ghossoub European Journal of Operational Research 307 (1), 382-391, 2023 | 24 | 2023 |
Equimeasurable rearrangements with capacities M Ghossoub Mathematics of Operations Research 40 (2), 429-445, 2015 | 24 | 2015 |
Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs TJ Boonen, M Ghossoub Insurance: Mathematics and Economics 101, 23-37, 2021 | 19 | 2021 |
Optimal Insurance with Heterogeneous Beliefs and Disagreement About Zero-Probability Events M Ghossoub Available at SSRN, 2015 | 15 | 2015 |
Optimal insurance under maxmin expected utility C Birghila, TJ Boonen, M Ghossoub Finance and Stochastics 27 (2), 467-501, 2023 | 14 | 2023 |
Comonotonicity and Pareto optimality, with application to collaborative insurance M Denuit, J Dhaene, M Ghossoub, CY Robert Insurance: Mathematics and Economics, 2024 | 13 | 2024 |
The entrepreneurial economy i: Contracting under knightian uncertainty M Amarante, M Ghossoub, ES Phelps Center on Capitalism and Society, Columbia University, 2011 | 13 | 2011 |
Bilateral risk sharing with heterogeneous beliefs and exposure constraints TJ Boonen, M Ghossoub ASTIN Bulletin: The Journal of the IAA 50 (1), 293-323, 2020 | 12 | 2020 |
Budget-constrained optimal insurance without the nonnegativity constraint on indemnities M Ghossoub Insurance: Mathematics and Economics 84, 22-39, 2019 | 12 | 2019 |
Optimal insurance for a minimal expected retention: the case of an ambiguity-seeking insurer M Amarante, M Ghossoub Risks 4 (1), 8, 2016 | 12 | 2016 |
Maximum spectral measures of risk with given risk factor marginal distributions M Ghossoub, J Hall, D Saunders Mathematics of Operations Research 48 (2), 1158-1182, 2023 | 11 | 2023 |
Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance M Ghossoub, XD He Insurance: Mathematics and Economics 101, 6-22, 2021 | 11 | 2021 |
On the continuity of the feasible set mapping in optimal transport M Ghossoub, D Saunders Economic Theory Bulletin 9, 113-117, 2021 | 11 | 2021 |
Equilibria and efficiency in a reinsurance market MB Zhu, M Ghossoub, TJ Boonen Insurance: Mathematics and Economics 113, 24-49, 2023 | 9 | 2023 |