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Author [ Title(Asc)] Type Year
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Ghossoub, M. . (2015). Vigilant Measures of Risk and the Demand for Contingent Claims. Insurance: Mathematics and Economics, 61(1), 27-35. Retrieved from http://www.sciencedirect.com/science/article/pii/S0167668714001619
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Ghossoub, M. . (2006). On Subsidies, Tariffs, and Wholesale Madness. In Debating Globalization: International Perspectives on the Global Economic and Social Order (pp. 61-80). J.M. Balonze (ed.) - GYAN France, Editions Biliki.
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
Ghossoub, M. , & Zhu, M. B. . (2024). Stackelberg Equilibria with Multiple Policyholders. Insurance: Mathematics and Economics, 116(1), 189-201.
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Ghossoub, M. , Jiang, W. , & Ren, J. . (2022). Pareto-Optimal Reinsurance under Individual Risk Constraints. Insurance: Mathematics and Economics, 107, 307-325.
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.
Boonen, T. J. , & Chong, A. . (Accepted). Pareto-Efficient Risk Sharing in Centralized Insurance Markets with Application to Flood Risk. Journal of Risk and Insurance.
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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
Ghossoub, M. . (2016). Optimal Insurance with Heterogeneous Beliefs and Disagreement about Zero-Probability Events. Risks, 4, 29. Retrieved from http://www.mdpi.com/2227-9091/4/3/29
Ghossoub, M. . (2019). Optimal Insurance under Rank-Dependent Expected Utility. Insurance: Mathematics and Economics, 87(1), 51-66. Retrieved from https://www.sciencedirect.com/science/article/pii/S0167668718302531?via%3Dihub
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.
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
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Beissner, P. , Boonen, T. , & Ghossoub, M. . (Accepted). (No-)Betting Pareto Optima under Rank-Dependent Utility. Mathematics of Operations Research.
Ghossoub, M. . (2018). A Neyman-Pearson Problem with Ambiguity and Nonlinear Pricing. Mathematics and Financial Economics, 12(3), 365-385. Retrieved from https://link.springer.com/article/10.1007%2Fs11579-017-0207-y
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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.
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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
Ghossoub, M. . (2015). Equimeasurable Rearrangements with Capacities. Mathematics of Operations Research, 40(2), 429-445. Retrieved from http://pubsonline.informs.org/doi/abs/10.1287/moor.2014.0677
Zhu, M. B. , Ghossoub, M. , & Boonen, T. J. . (2023). Equilibria and Efficiency in a Reinsurance Market. Insurance: Mathematics and Economics, 113(1), 24-49.
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Ghossoub, M. . (2016). Cost-Efficient Contingent Claims with Market Frictions. Mathematics and Financial Economics, 10(1), 87-111. Retrieved from https://link.springer.com/article/10.1007/s11579-015-0151-7

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