Andreas Tsanakas - Publications, H-index & Citations

Andreas Tsanakas

University of London

18H指数

109论文数

1.3K被引数

收录论文 9

发表时间

Sensitivity-based measures of discrimination in insurance pricing 基于敏感性的保险定价歧视衡量指标

European Journal of Operational Research

IF6

2026-01-15

OAAI

Mathias Lindholm; Ronald Richman; Andreas Tsanakas; Mario V. Wüthrich

Differential quantile-based sensitivity in discontinuous models

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2025-04-01

OAAI

Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas

A theory of multivariate stress testing

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2024-11-01

OAAI

Millossovich, Pietro; Tsanakas, Andreas; Wang, Ruodu

Cascade Sensitivity Measures

RISK ANALYSIS

IF3.3

2021-06-02

OAAI

Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas

CATASTROPHE MODELING AND METAPHORS IN FINANCIAL MARKETS: A REPLY TO ETZION, KYPRAIOS, AND FORGUES COMMENT

ACADEMY OF MANAGEMENT DISCOVERIES

IF4.8

2020-12-01

OAAI

Tsanakas, Andreas; Cabantous, Laure

Reverse sensitivity testing: What does it take to break the model?

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2019-04-01

OAAI

Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas

Sensitivity Analysis Using Risk Measures

RISK ANALYSIS

IF3.3

2015-11-09

OAAI

Tsanakas, Andreas; Millossovich, Pietro

Failure Probability Under Parameter Uncertainty

RISK ANALYSIS

IF3.3

2010-12-22

OAAI

Gerrard, R.; Tsanakas, A.

Measurement and pricing of risk in insurance markets

RISK ANALYSIS

IF3.3

2005-11-15

OAAI

Tsanakas, A; Desli, E

研究方向