Mario Ghossoub

Available identifiers

zbMath Open ghossoub.marioMaRDI QIDQ253118

List of research outcomes

Publication	Date of Publication	Type
Pareto-optimal insurance with an upper limit on the insurer's exposure	2024-04-10	Paper
Optimal insurance for a prudent decision maker under heterogeneous beliefs	2024-02-21	Paper
Equilibria and efficiency in a reinsurance market	2024-02-13	Paper
Bowley vs. Pareto optima in reinsurance contracting	2023-07-03	Paper
Optimal insurance under maxmin expected utility	2023-04-12	Paper
A Nonlinear Sandwich Theorem	2023-04-05	Paper
Pareto-optimal reinsurance under individual risk constraints	2023-02-01	Paper
Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance	2021-11-19	Paper
Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs	2021-11-19	Paper
Aggregation of opinions and risk measures	2021-09-29	Paper
Budget-constrained optimal retention with an upper limit on the retained loss	2020-04-07	Paper
BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS	2020-02-03	Paper
Budget-constrained optimal insurance with belief heterogeneity	2019-11-28	Paper
On the existence of a representative reinsurer under heterogeneous beliefs	2019-09-19	Paper
Optimal insurance under rank-dependent expected utility	2019-06-17	Paper
Arrow's Theorem of the Deductible with Heterogeneous Beliefs	2019-05-28	Paper
Budget-constrained optimal insurance without the nonnegativity constraint on indemnities	2019-01-15	Paper
A Neyman-Pearson problem with ambiguity and nonlinear pricing	2018-07-05	Paper
Cost-efficient contingent claims with market frictions	2016-03-08	Paper
Ambiguity on the insurer's side: the demand for insurance	2015-06-10	Paper
Equimeasurable Rearrangements with Capacities	2015-05-29	Paper
Vigilant measures of risk and the demand for contingent claims	2015-05-26	Paper
Static portfolio choice under cumulative prospect theory	2013-01-20	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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