Mario Ghossoub
Scholar

Mario Ghossoub

Google Scholar ID: 9OE9xVkAAAAJ
University of Waterloo - Dept. of Statistics & Actuarial Science
Decision TheoryGame TheoryInsuranceQuantitative FinanceRisk Sharing
Citations & Impact
All-time
Citations
510
 
H-index
12
 
i10-index
18
 
Publications
20
 
Co-authors
8
list available
Contact
No contact links provided.
Resume (English only)
Background
  • Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo
  • Sun Life Fellow in International Actuarial Science
  • Research focuses on equilibria and efficient allocations in risk-sharing markets
  • Studies the impact of non-standard agent preferences (e.g., ambiguity, probability weighting), non-linear pricing (e.g., Choquet pricing), and market frictions (e.g., transaction costs) on Pareto optima and equilibrium structures
  • Applies research to centralized insurance markets and decentralized risk-sharing markets (e.g., peer-to-peer insurance)