Mario Ghossoub

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Person:253118

Available identifiers

zbMath Open ghossoub.marioMaRDI QIDQ253118

List of research outcomes





PublicationDate of PublicationType
(No-)betting Pareto optima under rank-dependent utility2024-11-07Paper
Stackelberg equilibria with multiple policyholders2024-05-24Paper
Pareto-optimal insurance with an upper limit on the insurer's exposure2024-04-10Paper
Optimal insurance for a prudent decision maker under heterogeneous beliefs2024-02-21Paper
Equilibria and efficiency in a reinsurance market2024-02-13Paper
Bowley vs. Pareto optima in reinsurance contracting2023-07-03Paper
Optimal insurance under maxmin expected utility2023-04-12Paper
A Nonlinear Sandwich Theorem2023-04-05Paper
Pareto-optimal reinsurance under individual risk constraints2023-02-01Paper
Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance2021-11-19Paper
Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs2021-11-19Paper
Aggregation of opinions and risk measures2021-09-29Paper
Budget-constrained optimal retention with an upper limit on the retained loss2020-04-07Paper
BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS2020-02-03Paper
Budget-constrained optimal insurance with belief heterogeneity2019-11-28Paper
On the existence of a representative reinsurer under heterogeneous beliefs2019-09-19Paper
Optimal insurance under rank-dependent expected utility2019-06-17Paper
Arrow's Theorem of the Deductible with Heterogeneous Beliefs2019-05-28Paper
Budget-constrained optimal insurance without the nonnegativity constraint on indemnities2019-01-15Paper
A Neyman-Pearson problem with ambiguity and nonlinear pricing2018-07-05Paper
Cost-efficient contingent claims with market frictions2016-03-08Paper
Ambiguity on the insurer's side: the demand for insurance2015-06-10Paper
Equimeasurable Rearrangements with Capacities2015-05-29Paper
Vigilant measures of risk and the demand for contingent claims2015-05-26Paper
Static portfolio choice under cumulative prospect theory2013-01-20Paper
Allocation Mechanisms in Decentralized Exchange Markets with FrictionsN/APaper

Research outcomes over time

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