معرفی
Mario Ghossoub is an Associate Professor and Sun Life Research Fellow at the University of Waterloo, specializing in Actuarial Science. His research focuses on optimal risk-sharing mechanisms, reinsurance markets, game-theoretic models of insurance, and behavioral economics. He investigates topics such as Pareto optimality, distortion risk measures, and decision-making under uncertainty, particularly in contexts involving heterogeneous beliefs and risk preferences.
Key research areas include multi-armed bandit problems under mean-variance frameworks, Nash equilibria in large reinsurance markets, and the design of efficient peer-to-peer insurance systems. His work bridges actuarial science with economics, finance, and decision theory to address challenges in risk management, contractual design, and market efficiency.
Recent contributions analyze counter-monotonic risk allocations, robust distortion risk measures, and Stackelberg equilibria in multi-agent systems. His articles often explore the interplay between behavioral biases (e.g., rank-dependent utility) and traditional actuarial principles, with applications to flood risk management and decentralized exchange markets.
While no specific scientific awards are listed, his extensive publication record reflects significant contributions to theoretical and applied aspects of risk and insurance. His work is characterized by rigorous mathematical modeling and relevance to practical policy design in financial and insurance sectors.
