Publications

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Author [ Title(Desc)] Type Year
P
Boonen, T. J. , & Chong, A. . (Accepted). Pareto-Efficient Risk Sharing in Centralized Insurance Markets with Application to Flood Risk. Journal of Risk and Insurance.
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.
Ghossoub, M. , Jiang, W. , & Ren, J. . (2022). Pareto-Optimal Reinsurance under Individual Risk Constraints. Insurance: Mathematics and Economics, 107, 307-325.
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Ghossoub, M. , & Zhu, M. B. . (2024). Stackelberg Equilibria with Multiple Policyholders. Insurance: Mathematics and Economics, 116(1), 189-201.
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. . (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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