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Accepted
Ghossoub, M. , Zhu, M. B. , & Chong, W. F. . (Accepted). Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures . ´¡³§°Õ±õ±·Ìýµþ³Ü±ô±ô±ð³Ù¾±²Ô.
Ghossoub, M. , & Zhu, M. B. . (Accepted). Risk-Constrained Portfolio Choice under Rank-Dependent Utility . Finance and Stochastics.
Hu, H. , Charpentier, A. , Ghossoub, M. , & Schied, A. . (Accepted). The Multiarmed Bandit Problem Under the Mean-Variance Setting . European Journal of Operational Research.
2025
Ghossoub, M. , Li, B. , & Shi, B. . (2025). Bowley-Optimal Convex-Loaded Premium Principles . Insurance: Mathematics and Economics, 121(1), 157-180.
Denuit, M. , Dhaene, J. , Ghossoub, M. , & Robert, C. . (2025). Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance . Insurance: Mathematics and Economics, 120(1), 1-16.
2024
Boonen, T. J. , & Chong, A. . (2024). Pareto-Efficient Risk Sharing in Centralized Insurance Markets with Application to Flood Risk. Journal of Risk and Insurance, 91(2), 449-488.
Ghossoub, M. , & Zhu, M. B. . (2024). Stackelberg Equilibria with Multiple Policyholders. Insurance: Mathematics and Economics, 116(1), 189-201.
Ghossoub, M. , Saunders, D. , & Zhang, K. S. . (2024). Bounds on Choquet Risk Measures in Finite Product Spaces with Ambiguous Marginals. Statistics & Risk Modeling, 41(1-2), 49-72.
Coke, O. , Ghossoub, M. , & Zhu, M. . (2024). Pareto-Optimal Insurance with an Upper Limit on the Insurer's Exposure. Scandinavian Actuarial Journal, 2024(3), 227-251.
Beissner, P. , Boonen, T. , & Ghossoub, M. . (2024). (No-)Betting Pareto Optima under Rank-Dependent Utility. Mathematics of Operations Research, 49(3), 1452-1471.
2023
Zhu, M. B. , Ghossoub, M. , & Boonen, T. J. . (2023). Equilibria and Efficiency in a Reinsurance Market. Insurance: Mathematics and Economics, 113(1), 24-49.
Birghila, C. , Boonen, T. J. , & Ghossoub, M. . (2023). Optimal Insurance under Maxmin-Expected-Utility. Finance and Stochastics, 27(2), 467-501. Retrieved from
Ghossoub, M. , Jiang, W. , & Ren, J. . (2023). Optimal Insurance for a Prudent Decision-Maker under Heterogeneous Beliefs. European Actuarial Journal, 13(2), 703-730.
Boonen, T. J. , & Ghossoub, M. . (2023). Bowley vs. Pareto Optima in Reinsurance Contracting. European Journal of Operational Research, 307(1), 382-391. Retrieved from
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.
2022
Ghossoub, M. , Jiang, W. , & Ren, J. . (2022). Pareto-Optimal Reinsurance under Individual Risk Constraints. Insurance: Mathematics and Economics, 107, 307-325.
2021
Amarante, M. , & Ghossoub, M. . (2021). Aggregation of Opinions and Risk Measures. Journal of Economic Theory, 196. Retrieved from
Ghossoub, M. , & Saunders, D. . (2021). On the Continuity of the Feasible Set Mapping in Optimal Transport. Economic Theory Bulletin. Retrieved from
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
Boonen, T. , & Ghossoub, M. . (2021). Optimal Reinsurance with Multiple Reinsurers: Distortion Risk Measures, Distortion Premium Principles, and Heterogeneous Beliefs. Insurance: Mathematics and Economics, 101(1), 23-37. Retrieved from

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