The following pages link to Mario Ghossoub (Q253118):
Displaying 24 items.
- Cost-efficient contingent claims with market frictions (Q253119) (← links)
- A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
- Static portfolio choice under cumulative prospect theory (Q1932528) (← links)
- Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
- Aggregation of opinions and risk measures (Q2231390) (← links)
- On the existence of a representative reinsurer under heterogeneous beliefs (Q2273989) (← links)
- Vigilant measures of risk and the demand for contingent claims (Q2347093) (← links)
- Ambiguity on the insurer's side: the demand for insurance (Q2348006) (← links)
- Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
- Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs (Q2665838) (← links)
- Pareto-optimal reinsurance under individual risk constraints (Q2682992) (← links)
- Optimal insurance under maxmin expected utility (Q2697500) (← links)
- Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772) (← links)
- BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS (Q5213448) (← links)
- Equimeasurable Rearrangements with Capacities (Q5252228) (← links)
- Arrow's Theorem of the Deductible with Heterogeneous Beliefs (Q5379205) (← links)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
- Equilibria and efficiency in a reinsurance market (Q6193112) (← links)
- Optimal insurance for a prudent decision maker under heterogeneous beliefs (Q6201521) (← links)
- Allocation Mechanisms in Decentralized Exchange Markets with Frictions (Q6530875) (← links)
- Stackelberg equilibria with multiple policyholders (Q6543156) (← links)
- (No-)betting Pareto optima under rank-dependent utility (Q6634239) (← links)
