Concepedia

Andreas Tsanakas

AT

Statistics

Publications

36

Citations

1.2K

H-Index

18

Active since

2003

Affiliations

City, University of London(Current)

Imperial College London

University of the Witwatersrand

Andreas Tsanakas is an author at City, University of London specializing in business, insurance, and financial economics.

Publications per year

2003–2024

36

Publications

36

<scp>Optimal Capital Allocation Principles</scp>

Jan Dhaene, Andreas Tsanakas, Emiliano A. Valdez et al. · Journal of Risk & Insurance · 2011 · 224 citations

Business, Business Economics, Finance +13

To split or not to split: Capital allocation with convex risk measures

Andreas Tsanakas · Insurance Mathematics and Economics · 2008 · 132 citations

Management, Economics, Finance +16

Dynamic capital allocation with distortion risk measures

Andreas Tsanakas · Insurance Mathematics and Economics · 2004 · 67 citations

Business, Economics, Finance +13

DISCRIMINATION-FREE INSURANCE PRICING

Mathias Lindholm, Ronald Richman, Andreas Tsanakas et al. · Astin Bulletin · 2021 · 56 citations · Full text

Business, Economics, Insurance +17

Sensitivity Analysis Using Risk Measures

Andreas Tsanakas, Pietro Millossovich · Risk Analysis · 2015 · 54 citations

Business, Insurance, Risk Management +17

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