Publications

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[ Author(Asc)] Title Type Year
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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
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
Boonen, T. , & Ghossoub, M. . (2020). Bilateral Risk Sharing with Heterogeneous Beliefs and Exposure Constraints. ASTIN Bulletin, 50(1), 293-323. Retrieved from https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/article/bilateral-risk-sharing-with-heterogeneous-beliefs-and-exposure-constraints/96919FC90D5D9091B1592464720A1E16
Boonen, T. , & Ghossoub, M. . (2019). On the Existence of a Representative Reinsurer under Heterogeneous Beliefs. Insurance: Mathematics and Economics, 88, 209-225. Retrieved from https://www.sciencedirect.com/science/article/pii/S0167668718305365
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
Bernard, C. , & Ghossoub, M. . (2010). Static Portfolio Choice under Cumulative Prospect Theory. Mathematics and Financial Economics, 2(4), 277-306. Retrieved from https://link.springer.com/article/10.1007%2Fs11579-009-0021-2
Beissner, P. , Boonen, T. , & Ghossoub, M. . (Accepted). (No-)Betting Pareto Optima under Rank-Dependent Utility. Mathematics of Operations Research.
A
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
Amarante, M. , Ghossoub, M. , & Phelps, E. S. . (2017). Contracting on Ambiguous Prospects. Economic Journal, 127(606), 2241-2262. Retrieved from http://onlinelibrary.wiley.com/doi/10.1111/ecoj.12381/abstract
Amarante, M. , & Ghossoub, M. . (2016). Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer. Risks, 4, 8. Retrieved from http://www.mdpi.com/2227-9091/4/1/8
Amarante, M. , Ghossoub, M. , & Phelps, E. S. . (2015). Ambiguity on the Insurer's Side: The Demand for Insurance. Journal of Mathematical Economics, 58, 61-78. Retrieved from http://www.sciencedirect.com/science/article/pii/S0304406815000336

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