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Mario Ghossoub
Mario Ghossoub
University of Waterloo - Dept. of Statistics & Actuarial Science
Verified email at uwaterloo.ca - Homepage
Title
Cited by
Cited by
Year
Static portfolio choice under cumulative prospect theory
C Bernard, M Ghossoub
Mathematics and financial economics 2, 277-306, 2010
1962010
Arrow's theorem of the deductible with heterogeneous beliefs
M Ghossoub
North American Actuarial Journal 21 (1), 15-35, 2017
482017
Optimal insurance under rank-dependent expected utility
M Ghossoub
Insurance: Mathematics and Economics 87, 51-66, 2019
352019
Ambiguity on the insurer’s side: The demand for insurance
M Amarante, M Ghossoub, E Phelps
Journal of Mathematical Economics 58, 61-78, 2015
272015
Budget-constrained optimal insurance with belief heterogeneity
M Ghossoub
Insurance: Mathematics and Economics 89, 79-91, 2019
262019
On the existence of a representative reinsurer under heterogeneous beliefs
TJ Boonen, M Ghossoub
Insurance: Mathematics and Economics 88, 209-225, 2019
262019
Equimeasurable rearrangements with capacities
M Ghossoub
Mathematics of Operations Research 40 (2), 429-445, 2015
232015
Bowley vs. Pareto optima in reinsurance contracting
TJ Boonen, M Ghossoub
European Journal of Operational Research 307 (1), 382-391, 2023
182023
Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs
TJ Boonen, M Ghossoub
Insurance: Mathematics and Economics 101, 23-37, 2021
152021
Optimal Insurance with Heterogeneous Beliefs and Disagreement About Zero-Probability Events
M Ghossoub
Available at SSRN, 2015
142015
The entrepreneurial economy i: Contracting under knightian uncertainty
M Amarante, M Ghossoub, ES Phelps
Center on Capitalism and Society, Columbia University, 2011
132011
Optimal insurance under maxmin expected utility
C Birghila, TJ Boonen, M Ghossoub
Finance and Stochastics 27 (2), 467-501, 2023
122023
Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
M Ghossoub, XD He
Insurance: Mathematics and Economics 101, 6-22, 2021
122021
Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
M Ghossoub
Insurance: Mathematics and Economics 84, 22-39, 2019
122019
Optimal insurance for a minimal expected retention: the case of an ambiguity-seeking insurer
M Amarante, M Ghossoub
Risks 4 (1), 8, 2016
112016
Maximum spectral measures of risk with given risk factor marginal distributions
M Ghossoub, J Hall, D Saunders
Mathematics of Operations Research 48 (2), 1158-1182, 2023
92023
On the continuity of the feasible set mapping in optimal transport
M Ghossoub, D Saunders
Economic Theory Bulletin 9, 113-117, 2021
82021
Bilateral risk sharing with heterogeneous beliefs and exposure constraints
TJ Boonen, M Ghossoub
ASTIN Bulletin: The Journal of the IAA 50 (1), 293-323, 2020
82020
Equilibria and efficiency in a reinsurance market
MB Zhu, M Ghossoub, TJ Boonen
Insurance: Mathematics and Economics 113, 24-49, 2023
72023
Contracting on ambiguous prospects
M Amarante, M Ghossoub, E Phelps
The Economic Journal 127 (606), 2241-2262, 2017
72017
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