Andreas Tsanakas

Available identifiers

zbMath Open tsanakas.andreasMaRDI QIDQ362044

List of research outcomes

Publication	Date of Publication	Type
An impossibility theorem on capital allocation	2023-04-18	Paper
SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION	2022-11-04	Paper
Interpreting deep learning models with marginal attribution by conditioning on quantiles	2022-09-16	Paper
Efficient evaluation of alternative reinsurance strategies using control variates	2022-07-27	Paper
DISCRIMINATION-FREE INSURANCE PRICING	2022-04-04	Paper
INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH	2022-04-04	Paper
Sensitivity analysis with \(\chi^2\)-divergences	2021-10-19	Paper
Reverse sensitivity testing: what does it take to break the model?	2018-12-18	Paper
Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018)	2018-11-19	Paper
Capital allocation for portfolios with non-linear risk aggregation	2017-01-31	Paper
Robustness regions for measures of risk aggregation	2016-12-20	Paper
How Superadditive Can a Risk Measure Be?	2015-10-21	Paper
Optimal capital allocation in a hierarchical corporate structure	2015-01-28	Paper
MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING	2014-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q2866003	2013-12-12	Paper
Optimal risk transfers in insurance groups	2013-08-20	Paper
Risk margin for a non-life insurance run-off	2011-12-23	Paper
Risk Exchange with Distorted Probabilities	2009-06-15	Paper
To split or not to split: Capital allocation with convex risk measures	2009-05-12	Paper
Risk measurement in the presence of background risk	2009-01-28	Paper
Stochastic ordering of bivariate elliptical distributions	2006-04-28	Paper
Dynamic capital allocation with distortion risk measures	2005-01-13	Paper
Risk capital allocation and cooperative pricing of insurance liabilities.	2004-02-14	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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