Andreas Tsanakas
City University
H-index: 19
Asia-Lebanon
Top articles of Andreas Tsanakas
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Shared exposures or management fashions? Drivers of cross-industry convergence of textual risk disclosures | Drivers of cross-industry convergence of textual risk disclosures (February 19, 2024) | Lei Fang Gianvito Lanzolla Andreas Tsanakas | 2024/2/19 |
A multi-task network approach for calculating discrimination-free insurance prices | European Actuarial Journal | Mathias Lindholm Ronald Richman Andreas Tsanakas Mario V Wüthrich | 2023/11/8 |
Differential Sensitivity in Discontinuous Models | arXiv preprint arXiv:2310.06151 | Silvana M Pesenti Pietro Millossovich Andreas Tsanakas | 2023/10/9 |
What is fair? Proxy discrimination vs. demographic disparities in insurance pricing | Proxy Discrimination vs. Demographic Disparities in Insurance Pricing (May 2, 2023) | Mathias Lindholm Ronald Richman Andreas Tsanakas Mario V Wuthrich | 2023/5/2 |
An impossibility theorem on capital allocation | Scandinavian Actuarial Journal | Yuanying Guan Andreas Tsanakas Ruodu Wang | 2023/3/16 |
Discrimination-free insurance pricing | ASTIN Bulletin: The Journal of the IAA | Mathias Lindholm Ronald Richman Andreas Tsanakas Mario V Wüthrich | 2022/1 |
A discussion of discrimination and fairness in insurance pricing | arXiv preprint arXiv:2209.00858 | Mathias Lindholm Ronald Richman Andreas Tsanakas Mario V Wüthrich | 2022/9/2 |
Interpreting deep learning models with marginal attribution by conditioning on quantiles | Data Mining and Knowledge Discovery | Michael Merz Ronald Richman Andreas Tsanakas Mario V Wüthrich | 2022/7 |
Efficient evaluation of alternative reinsurance strategies using control variates | European Actuarial Journal | Ioannis Kyriakou Andreas Tsanakas | 2022/6 |
astin Bulletin | Mario Wüthrich Yair Babad Arthur Charpentier Marcus Christiansen Griselda Deelstra | 2022 | |
Insurance valuation: A two-step generalised regression approach | ASTIN Bulletin: The Journal of the IAA | Karim Barigou Valeria Bignozzi Andreas Tsanakas | 2022/1 |
Insurance Data Science: A Collection of Cutting-Edge Research in the Annals of Actuarial Science | Expanding Horizons | Andreas Tsanakas | 2021/8 |
Scenario Weights for Importance Measurement (SWIM)–an R package for sensitivity analysis | Annals of Actuarial Science | Silvana M Pesenti Alberto Bettini Pietro Millossovich Andreas Tsanakas | 2021/7 |
Cascade sensitivity measures | Risk Analysis | Silvana M Pesenti Pietro Millossovich Andreas Tsanakas | 2021/12 |
special issue insurance data science | Annals of Actuarial Science | K Antonio C Dutang A Tsanakas | 2021 |
A theory of multivariate stress testing | Available at SSRN 3966204 | Pietro Millossovich Andreas Tsanakas Ruodu Wang | 2021/11/18 |
Copula model selection using image recognition | Available at SSRN 3951401 | Andreas Tsanakas Rui Zhu | 2021/10/27 |
Sensitivity analysis with χ2-divergences | Insurance: Mathematics and Economics | Vaishno Devi Makam Pietro Millossovich Andreas Tsanakas | 2021/9/1 |
Non-discriminatory insurance pricing | M Lindholm R Richman A Tsanakas MV Wüthrich | 2020/1/16 | |
Digital Technology Adoption and Changes in Management Priorities | Academy of Management Proceedings | Lei Fang Gianvito Lanzolla Andreas Tsanakas | 2020 |
Co-Authors
