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language:"eng"
~person:"Ghossoub, Mario"
~subject:"Ambiguity"
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Ambiguity
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Ghossoub, Mario
Eichberger, Jürgen
10
Kelsey, David
10
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9
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7
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6
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Kit, Pong Wong
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Seo, Kyoungwon
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3
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1
Optimal insurance under maxmin expected utility
Birghila, Corina
;
Boonen, Tim J.
;
Ghossoub, Mario
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 467-501
Persistent link: https://www.econbiz.de/10014253653
Saved in:
2
Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
Ghossoub, Mario
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 22-39
Persistent link: https://www.econbiz.de/10011990429
Saved in:
3
A Neyman-Pearson problem with ambiguity and nonlinear pricing
Ghossoub, Mario
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 365-385
Persistent link: https://www.econbiz.de/10011963863
Saved in:
4
Contracting for innovation under knightian uncertainty
Amarante, Massimiliano
;
Ghossoub, Mario
;
Phelps, Edmund S.
-
2012
Persistent link: https://www.econbiz.de/10009710189
Saved in:
5
Cost-efficient contingent claims with market frictions
Ghossoub, Mario
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10011446032
Saved in:
6
Ambiguity on the insurer's side : the demand for insurance
Amarante, Massimiliano
;
Ghossoub, Mario
;
Phelps, Edmund S.
- In:
Journal of mathematical economics
58
(
2015
),
pp. 61-78
Persistent link: https://www.econbiz.de/10011573392
Saved in:
7
Contracting under Knightian uncertainty
Amarante, Massimiliano
;
Ghossoub, Mario
;
Phelps, Edmund S.
-
2011
Persistent link: https://www.econbiz.de/10009305377
Saved in:
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