Publications

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[ Author(Desc)] Title Type Year
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Ghossoub, M. . (2020). Budget-Constrained Optimal Retention With an Upper Limit on the Retained Loss. Scandinavian Actuarial Journal, 2020(3), 245-271. Retrieved from https://www.tandfonline.com/doi/full/10.1080/03461238.2019.1659177
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
Ghossoub, M. . (2019). Budget-Constrained Optimal Insurance Without the Nonnegativity Constraint on Indemnities. Insurance: Mathematics and Economics, 84(1), 22-39. Jan 2019. Retrieved from https://www.sciencedirect.com/science/article/pii/S016766871730389X?via%3Dihub
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
Ghossoub, M. . (2017). Arrow's Theorem of the Deducible with Heterogeneous Beliefs. North American Actuarial Journal, 21(1), 15-35. Retrieved from http://www.tandfonline.com/doi/full/10.1080/10920277.2016.1192477
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
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. . (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
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
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.
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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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