Research

Peer-Reviewed Journal Articles

1. Ghossoub, M., and Zhu, M.B. (2024). Stackelberg Equilibria with Multiple Policyholders. Insurance: Mathematics and Economics, 116(1):189-201.
2. Coke, O., Ghossoub, M., and Zhu, M.B. (2024). Pareto-Optimal Insurance with an Upper Limit on the Insurer’s Exposure. Scandinavian Actuarial Journal, 2024(3):227-251.
3. Zhu, M.B., Boonen, T.J., and Ghossoub, M. (2023). Equilibria and Efficiency in a Reinsurance Market. Insurance: Mathematics and Economics, 113(1):24-49.

Pre-publication Manuscripts and Working Papers

1. Ghossoub, M., and Zhu, M.B. Risk-Constrained Portfolio Choice via Quantiles. Under review. [SSRN]
2. Ghossoub, M., and Zhu, M.B. Efficiency in Pure-Exchange Economies with Schur-Concave Utilities. Working paper.
3. Chong, W.F., Ghossoub, M., and Zhu, M.B. Pareto-Optimal Peer-to-Peer Risk Sharing with Distortion Risk Measures. Working paper.
4. Ghossoub, M., and Zhu, M.B. Loss Aversion for Decision under Risk. Working paper.

Academic Presentations

1. Equilibria and Efficiency in a Reinsurance Market. 26th International Congress on Insurance: Mathematics and Economics (Jul. 2023).
2. Insurance with Heterogeneous Beliefs: A Sequential Game Model. Waterloo 3rd Student Conference in Statistics, Actuarial Science, and Finance (Oct. 2022).
3. Risk Sharing with Heterogeneous Beliefs. University of Amsterdam (Jun. 2022).
4. Risk-Constrained Portfolio Choice via Quantiles. Waterloo 2nd Student Conference in Statistics, Actuarial Science, and Finance (Nov. 2021), 56th Actuarial Research Conference (Aug. 2021), 24th International Congress on Insurance: Mathematics and Economics (Jul. 2021).
5. Cost-Efficient Contingent Claims with Choquet Pricing. Canadian Operational Research Society Annual Conference (Jun. 2021), University of Waterloo Statistics and Actuarial Science Presentation Day (Feb. 2021).

Links

• Google Scholar.
• SSRN.