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Author [ Title(Desc)] Type Year
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. . (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
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
B
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
Ghossoub, M. , Saunders, D. , & Zhang, K. S. . (Accepted). Bounds on Choquet Risk Measures in Finite Product Spaces with Ambiguous Marginals. Statistics & Risk Modeling.
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
Budget-Constrained Optimal Insurance with Belief Heterogeneity. (2019). Insurance: Mathematics and Economics, 89(1), 79-91. Retrieved from https://www.sciencedirect.com/science/article/pii/S0167668719303907
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. . (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
C
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
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
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
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
E
Zhu, M. B. , Ghossoub, M. , & Boonen, T. J. . (2023). Equilibria and Efficiency in a Reinsurance Market. Insurance: Mathematics and Economics, 113(1), 24-49.
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
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
M
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.
N
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
Beissner, P. , Boonen, T. , & Ghossoub, M. . (Accepted). (No-)Betting Pareto Optima under Rank-Dependent Utility. Mathematics of Operations Research.
O
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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