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Mario Ghossoub
Mario Ghossoub
University of Waterloo - Dept. of Statistics & Actuarial Science
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Static portfolio choice under cumulative prospect theory
C Bernard, M Ghossoub
Mathematics and financial economics 2, 277-306, 2010
2032010
Arrow's theorem of the deductible with heterogeneous beliefs
M Ghossoub
North American Actuarial Journal 21 (1), 15-35, 2017
492017
Optimal insurance under rank-dependent expected utility
M Ghossoub
Insurance: Mathematics and Economics 87, 51-66, 2019
372019
Ambiguity on the insurer’s side: The demand for insurance
M Amarante, M Ghossoub, E Phelps
Journal of Mathematical Economics 58, 61-78, 2015
302015
Budget-constrained optimal insurance with belief heterogeneity
M Ghossoub
Insurance: Mathematics and Economics 89, 79-91, 2019
282019
On the existence of a representative reinsurer under heterogeneous beliefs
TJ Boonen, M Ghossoub
Insurance: Mathematics and Economics 88, 209-225, 2019
272019
Bowley vs. Pareto optima in reinsurance contracting
TJ Boonen, M Ghossoub
European Journal of Operational Research 307 (1), 382-391, 2023
242023
Equimeasurable rearrangements with capacities
M Ghossoub
Mathematics of Operations Research 40 (2), 429-445, 2015
242015
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
192021
Optimal Insurance with Heterogeneous Beliefs and Disagreement About Zero-Probability Events
M Ghossoub
Available at SSRN, 2015
152015
Optimal insurance under maxmin expected utility
C Birghila, TJ Boonen, M Ghossoub
Finance and Stochastics 27 (2), 467-501, 2023
142023
Comonotonicity and Pareto optimality, with application to collaborative insurance
M Denuit, J Dhaene, M Ghossoub, CY Robert
Insurance: Mathematics and Economics, 2024
132024
The entrepreneurial economy i: Contracting under knightian uncertainty
M Amarante, M Ghossoub, ES Phelps
Center on Capitalism and Society, Columbia University, 2011
132011
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
122020
Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
M Ghossoub
Insurance: Mathematics and Economics 84, 22-39, 2019
122019
Optimal insurance for a minimal expected retention: the case of an ambiguity-seeking insurer
M Amarante, M Ghossoub
Risks 4 (1), 8, 2016
122016
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
112023
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
112021
On the continuity of the feasible set mapping in optimal transport
M Ghossoub, D Saunders
Economic Theory Bulletin 9, 113-117, 2021
112021
Equilibria and efficiency in a reinsurance market
MB Zhu, M Ghossoub, TJ Boonen
Insurance: Mathematics and Economics 113, 24-49, 2023
92023
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