Publications

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Author Title Type [ Year(Desc)]
2006
Ghossoub, M. . (2006). On Subsidies, Tariffs, and Wholesale Madness. In Debating Globalization: International Perspectives on the Global Economic and Social Order (pp. 61-80). J.M. Balonze (ed.) - GYAN France, Editions Biliki.
2010
Bernard, C. , & Ghossoub, M. . (2010). Static Portfolio Choice under Cumulative Prospect Theory. Mathematics and Financial Economics, 2(4), 277-306. Retrieved from
2015
Amarante, M. , Ghossoub, M. , & Phelps, E. S. . (2015). Ambiguity on the Insurer's Side: The Demand for Insurance. Journal of Mathematical Economics, 58, 61-78. Retrieved from
Ghossoub, M. . (2015). Equimeasurable Rearrangements with Capacities. Mathematics of Operations Research, 40(2), 429-445. Retrieved from
Ghossoub, M. . (2015). Vigilant Measures of Risk and the Demand for Contingent Claims. Insurance: Mathematics and Economics, 61(1), 27-35. Retrieved from
2016
Ghossoub, M. . (2016). Cost-Efficient Contingent Claims with Market Frictions. Mathematics and Financial Economics, 10(1), 87-111. Retrieved from
Amarante, M. , & Ghossoub, M. . (2016). Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer. Risks, 4, 8. Retrieved from
Ghossoub, M. . (2016). Optimal Insurance with Heterogeneous Beliefs and Disagreement about Zero-Probability Events. Risks, 4, 29. Retrieved from
2017
Ghossoub, M. . (2017). Arrow's Theorem of the Deducible with Heterogeneous Beliefs. North American Actuarial Journal, 21(1), 15-35. Retrieved from
Amarante, M. , Ghossoub, M. , & Phelps, E. S. . (2017). Contracting on Ambiguous Prospects. Economic Journal, 127(606), 2241-2262. Retrieved from
2018
Ghossoub, M. . (2018). A Neyman-Pearson Problem with Ambiguity and Nonlinear Pricing. Mathematics and Financial Economics, 12(3), 365-385. Retrieved from
2019
Budget-Constrained Optimal Insurance with Belief Heterogeneity. (2019). Insurance: Mathematics and Economics, 89(1), 79-91. Retrieved from
Boonen, T. , & Ghossoub, M. . (2019). On the Existence of a Representative Reinsurer under Heterogeneous Beliefs. Insurance: Mathematics and Economics, 88, 209-225. Retrieved from
Ghossoub, M. . (2019). Optimal Insurance under Rank-Dependent Expected Utility. Insurance: Mathematics and Economics, 87(1), 51-66. Retrieved from
Ghossoub, M. . (2019). Budget-Constrained Optimal Insurance Without the Nonnegativity Constraint on Indemnities. Insurance: Mathematics and Economics, 84(1), 22-39. Jan 2019. Retrieved from
2020
Boonen, T. , & Ghossoub, M. . (2020). Bilateral Risk Sharing with Heterogeneous Beliefs and Exposure Constraints. ASTIN Bulletin, 50(1), 293-323. Retrieved from
Ghossoub, M. . (2020). Budget-Constrained Optimal Retention With an Upper Limit on the Retained Loss. Scandinavian Actuarial Journal, 2020(3), 245-271. Retrieved from
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

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