Andreas Tsanakas
Andreas Tsanakas
Reader in Actuarial Science, Cass Business School, City University London
Verified email at city.ac.uk - Homepage
Title
Cited by
Cited by
Year
Optimal capital allocation principles
J Dhaene, A Tsanakas, EA Valdez, S Vanduffel
Journal of Risk and Insurance 79 (1), 1-28, 2012
2192012
To split or not to split: Capital allocation with convex risk measures
A Tsanakas
Insurance: Mathematics and Economics 44 (2), 268-277, 2009
1012009
Dynamic capital allocation with distortion risk measures
A Tsanakas
Insurance: Mathematics and Economics 35 (2), 223-243, 2004
692004
Risk capital allocation and cooperative pricing of insurance liabilities
A Tsanakas, C Barnett
Insurance: Mathematics and Economics 33 (2), 239-254, 2003
662003
Risk measures and theories of choice
A Tsanakas, E Desli
British Actuarial Journal 9 (4), 959-991, 2003
642003
Measurement and pricing of risk in insurance markets
A Tsanakas, E Desli
Risk Analysis: An International Journal 25 (6), 1653-1668, 2005
502005
Risk exchange with distorted probabilities
A Tsanakas, N Christofides
Astin Bulletin 36 (1), 219, 2006
392006
Optimal risk transfers in insurance groups
AV Asimit, AM Badescu, A Tsanakas
European Actuarial Journal 3 (1), 159-190, 2013
362013
Risk measurement in the presence of background risk
A Tsanakas
Insurance: Mathematics and Economics 42 (2), 520-528, 2008
332008
Stochastic ordering of bivariate elliptical distributions
Z Landsman, A Tsanakas
Statistics & probability letters 76 (5), 488-494, 2006
262006
Sensitivity analysis using risk measures
A Tsanakas, P Millossovich
Risk Analysis 36 (1), 30-48, 2016
252016
How superadditive can a risk measure be?
R Wang, V Bignozzi, A Tsanakas
SIAM Journal on Financial Mathematics 6 (1), 776-803, 2015
232015
Failure probability under parameter uncertainty
R Gerrard, A Tsanakas
Risk Analysis: An International Journal 31 (5), 727-744, 2011
232011
Parameter uncertainty and residual estimation risk
V Bignozzi, A Tsanakas
Journal of Risk and Insurance 83 (4), 949-978, 2016
212016
Probabilistic power flow methodology for the modeling of horizontally-operated power systems
G Papaefthymiou, A Tsanakas, D Kurowicka, PH Schavemaker, ...
2005 International Conference on Future Power Systems, 7 pp.-7, 2005
192005
Optimal capital allocation in a hierarchical corporate structure
Y Zaks, A Tsanakas
Insurance: Mathematics and Economics 56, 48-55, 2014
162014
Model risk–daring to open up the black box
A Aggarwal, MB Beck, M Cann, T Ford, D Georgescu, N Morjaria, A Smith, ...
British Actuarial Journal 21 (2), 229-296, 2016
152016
Risk margin for a non-life insurance run-off
MV Wüthrich, P Embrechts, A Tsanakas
Statistics & Risk Modeling 28 (4), 299-317, 2011
152011
Design of distributed energy systems based on probabilistic analysis
G Papaefthymiou, A Tsanakas, PH Schavemaker, L van der Sluis
2004 International Conference on Probabilistic Methods Applied to Power …, 2004
152004
Model uncertainty in risk capital measurement
V Bignozzi, A Tsanakas
Journal of Risk, Forthcoming, 2014
142014
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Articles 1–20