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Mario Ghossoub

Observed names: Ghossoub, M, Ghossoub, Mario
ORCID: 0000-0002-6718-783X
Observed ORCID: 0000-0002-6718-783X
OpenAlex ID: A5043008282
Arrow's Theorem of the Deductible with Heterogeneous Beliefs
2016 · Mario Ghossoub · North American Actuarial Journal · 48
On the existence of a representative reinsurer under heterogeneous beliefs
2019 · Tim J. Boonen, Mario Ghossoub · Insurance Mathematics and Economics · 36
Static portfolio choice under Cumulative Prospect Theory
2009 · Carole Bernard, Mario Ghossoub · Mathematics and Financial Economics · 35
Optimal Insurance Under Rank-Dependent Expected Utility
2018 · Mario Ghossoub · Insurance Mathematics and Economics · 33
Ambiguity on the insurer’s side: The demand for insurance
2015 · Massimiliano Amarante, Mario Ghossoub, et al. · Journal of Mathematical Economics · 31
Budget-constrained optimal insurance with belief heterogeneity
2019 · Mario Ghossoub · Insurance Mathematics and Economics · 28
Bowley vs. Pareto optima in reinsurance contracting
2022 · Tim J. Boonen, Mario Ghossoub · European Journal of Operational Research · 26
Optimal Reinsurance with Multiple Reinsurers: Distortion Risk Measures, Distortion Premium Principles, and Heterogeneous Beliefs
2019 · Tim J. Boonen, Mario Ghossoub · Insurance Mathematics and Economics · 26
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Equimeasurable Rearrangements with Capacities
2014 · Mario Ghossoub · Mathematics of Operations Research · 20
Optimal insurance under maxmin expected utility
2023 · Corina Birghila, Tim J. Boonen, et al. · Finance and Stochastics · 14
Optimal Insurance with Heterogeneous Beliefs and Disagreement about Zero-Probability Events
2016 · Mario Ghossoub · Risks · 14
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Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
2018 · Mario Ghossoub · Insurance Mathematics and Economics · 13
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Comonotonicity and Pareto optimality, with application to collaborative insurance
2024 · Michel Denuit, Jan Dhaene, et al. · Insurance Mathematics and Economics · 12
Equilibria and efficiency in a reinsurance market
2023 · Michael B. Zhu, Mario Ghossoub, et al. · Insurance Mathematics and Economics · 12
Bilateral Risk Sharing With Heterogeneous Beliefs and Exposure Constraints
2020 · Tim J. Boonen, Mario Ghossoub · Astin Bulletin · 12
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Optimal insurance for a prudent decision maker under heterogeneous beliefs
2022 · Mario Ghossoub, Wenjun Jiang, et al. · European Actuarial Journal · 11
Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer
2016 · Massimiliano Amarante, Mario Ghossoub · Risks · 11
Contracting under Heterogeneous Beliefs
2011 · Mario Ghossoub · UWSpace (University of Waterloo) · 11
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Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions
2022 · Mario Ghossoub, Jesse Hall, et al. · Mathematics of Operations Research · 10
Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
2020 · Mario Ghossoub, Xue Dong He · Insurance Mathematics and Economics · 10
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Arrow's Theorem of the Deductible with Heterogeneous Beliefs
2012 · Mario Ghossoub · SSRN Electronic Journal · 10
Pareto‐efficient risk sharing in centralized insurance markets with application to flood risk
2024 · Tim J. Boonen, Wing Fung Chong, et al. · Journal of Risk & Insurance · 9
On the Continuity of the Feasible Set Mapping in Optimal Transport
2020 · Mario Ghossoub, David Saunders · Economic Theory Bulletin · 8
Stackelberg equilibria with multiple policyholders
2024 · Mario Ghossoub, Michael B. Zhu · Insurance Mathematics and Economics · 7
Aggregation of opinions and risk measures
2021 · Massimiliano Amarante, Mario Ghossoub · Journal of Economic Theory · 7
Works count: 78
Citation count: 535
H-index: 12
I10-index: 21
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