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Accepted
Ghossoub, M., Zhu, M. B., & Chong, W. F.. (Accepted). Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures . ASTIN Bulletin.
Ghossoub, M., & Zhu, M. B.. (Accepted). Risk-Constrained Portfolio Choice under Rank-Dependent Utility . Finance and Stochastics.
Hu, H., Charpentier, A., Ghossoub, M., & Schied, A.. (Accepted). The Multiarmed Bandit Problem Under the Mean-Variance Setting . European Journal of Operational Research.
2025
Ghossoub, M., Li, B., & Shi, B.. (2025). Bowley-Optimal Convex-Loaded Premium Principles . Insurance: Mathematics and Economics, 121(1), 157-180.
Denuit, M., Dhaene, J., Ghossoub, M., & Robert, C.. (2025). Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance . Insurance: Mathematics and Economics, 120(1), 1-16.
2024
Boonen, T. J., & Chong, A.. (2024). Pareto-Efficient Risk Sharing in Centralized Insurance Markets with Application to Flood Risk. Journal of Risk and Insurance, 91(2), 449-488.
Ghossoub, M., & Zhu, M. B.. (2024). Stackelberg Equilibria with Multiple Policyholders. Insurance: Mathematics and Economics, 116(1), 189-201.
Ghossoub, M., Saunders, D., & Zhang, K. S.. (2024). Bounds on Choquet Risk Measures in Finite Product Spaces with Ambiguous Marginals. Statistics & Risk Modeling, 41(1-2), 49-72.
Coke, O., Ghossoub, M., & Zhu, M.. (2024). Pareto-Optimal Insurance with an Upper Limit on the Insurer's Exposure. Scandinavian Actuarial Journal, 2024(3), 227-251.
Beissner, P., Boonen, T., & Ghossoub, M.. (2024). (No-)Betting Pareto Optima under Rank-Dependent Utility. Mathematics of Operations Research, 49(3), 1452-1471.
2023
Zhu, M. B., Ghossoub, M., & Boonen, T. J.. (2023). Equilibria and Efficiency in a Reinsurance Market. Insurance: Mathematics and Economics, 113(1), 24-49.
Birghila, C., Boonen, T. J., & Ghossoub, M.. (2023). Optimal Insurance under Maxmin-Expected-Utility. Finance and Stochastics, 27(2), 467-501. Retrieved from https://link.springer.com/article/10.1007/s00780-023-00497-y
Ghossoub, M., Jiang, W., & Ren, J.. (2023). Optimal Insurance for a Prudent Decision-Maker under Heterogeneous Beliefs. European Actuarial Journal, 13(2), 703-730.
Boonen, T. J., & Ghossoub, M.. (2023). Bowley vs. Pareto Optima in Reinsurance Contracting. European Journal of Operational Research, 307(1), 382-391. Retrieved from https://www.sciencedirect.com/science/article/abs/pii/S0377221722006476?via%3Dihub
Ghossoub, M., Hall, J., & Saunders, D.. (2023). Maximum Spectral Measures of Risk with given Risk Factor Marginal Distributions. Mathematics of Operations Research, 48(2), 1158-1182.
2022
Ghossoub, M., Jiang, W., & Ren, J.. (2022). Pareto-Optimal Reinsurance under Individual Risk Constraints. Insurance: Mathematics and Economics, 107, 307-325.
2021
Amarante, M., & Ghossoub, M.. (2021). Aggregation of Opinions and Risk Measures. Journal of Economic Theory, 196. Retrieved from https://www.sciencedirect.com/science/article/abs/pii/S0022053121001277
Ghossoub, M., & Saunders, D.. (2021). On the Continuity of the Feasible Set Mapping in Optimal Transport. Economic Theory Bulletin. Retrieved from https://link.springer.com/article/10.1007/s40505-021-00199-8
Ghossoub, M., & He, X.. (2021). Comparative Risk Aversion in RDEU with Applications to Optimal Underwriting of Securities Issuance. Insurance: Mathematics and Economics, 101(1), 6-22. Retrieved from https://www.sciencedirect.com/science/article/abs/pii/S0167668720300871
Boonen, T., & Ghossoub, M.. (2021). Optimal Reinsurance with Multiple Reinsurers: Distortion Risk Measures, Distortion Premium Principles, and Heterogeneous Beliefs. Insurance: Mathematics and Economics, 101(1), 23-37. Retrieved from https://www.sciencedirect.com/science/article/abs/pii/S0167668720300883

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