A. Tsanakas

From MaRDI portal
Person:362044

Available identifiers

zbMath Open tsanakas.andreasMaRDI QIDQ362044

List of research outcomes





PublicationDate of PublicationType
What is fair? Proxy discrimination vs. demographic disparities in insurance pricing2024-11-04Paper
A multi-task network approach for calculating discrimination-free insurance prices2024-08-26Paper
An impossibility theorem on capital allocation2023-04-18Paper
SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION2022-11-04Paper
Interpreting deep learning models with marginal attribution by conditioning on quantiles2022-09-16Paper
Efficient evaluation of alternative reinsurance strategies using control variates2022-07-27Paper
DISCRIMINATION-FREE INSURANCE PRICING2022-04-04Paper
INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH2022-04-04Paper
Sensitivity analysis with \(\chi^2\)-divergences2021-10-19Paper
Reverse sensitivity testing: what does it take to break the model?2018-12-18Paper
Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018)2018-11-19Paper
Capital allocation for portfolios with non-linear risk aggregation2017-01-31Paper
Robustness regions for measures of risk aggregation2016-12-20Paper
How Superadditive Can a Risk Measure Be?2015-10-21Paper
Optimal capital allocation in a hierarchical corporate structure2015-01-28Paper
MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING2014-02-27Paper
Parameter uncertainty in exponential family tail estimation2013-12-12Paper
Optimal risk transfers in insurance groups2013-08-20Paper
Risk margin for a non-life insurance run-off2011-12-23Paper
Risk Exchange with Distorted Probabilities2009-06-15Paper
To split or not to split: Capital allocation with convex risk measures2009-05-12Paper
Risk measurement in the presence of background risk2009-01-28Paper
Stochastic ordering of bivariate elliptical distributions2006-04-28Paper
Dynamic capital allocation with distortion risk measures2005-01-13Paper
Risk capital allocation and cooperative pricing of insurance liabilities.2004-02-14Paper

Research outcomes over time

This page was built for person: A. Tsanakas