Publications and Manuscripts

Manuscripts

• Ghossoub, M., Ren, Q., & Wang, R. (2024). Counter-monotonic risk sharing with heterogeneous distortion risk measures. arXiv:2412.00655. [arXiv]. (Revise & Resubmit)

• Ghossoub, M., Ren, Q., & Wang, R. (2025). Optimal allocations with distortion risk measures and mixed risk attitudes. arXiv:2510.18236. [arXiv]. (Submitted)

Publications

• Ghossoub, M., Ren, Q., & Wang, R. (2025). Counter-monotonic risk allocations and distortion risk measures. Scandinavian Actuarial Journal, 1–24.

• Teng, B., Wang, S., Ren, Q. et al. (2023). The cross-interval price impact model and its empirical analysis on cryptocurrency order book. Pers Ubiquit Comput, 27(4), 1585-1593.

Academic Presentations

• Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures, 60th Actuarial Research Conference, Toronto, Canada. (Jul 2025)

• Counter-monotonic risk allocations and distortion risk measures, Waterloo 5th Student Conference in Statistics, Actuarial Science, and Finance, Waterloo, Canada. (Oct 2024)