Andreas Tsanakas

According to our database, Andreas Tsanakas authored at least 8 papers between 2015 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2026

Sensitivity-based measures of discrimination in insurance pricing.

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

Eur. J. Oper. Res., 2026

2025

Differential quantile-based sensitivity in discontinuous models.

Silvana M. Pesenti, Pietro Millossovich, Andreas Tsanakas

Eur. J. Oper. Res., 2025

2024

A theory of multivariate stress testing.

Pietro Millossovich, Andreas Tsanakas, Ruodu Wang

Eur. J. Oper. Res., 2024

2022

Interpreting deep learning models with marginal attribution by conditioning on quantiles.

Michael Merz, Ronald Richman, Andreas Tsanakas, Mario V. Wüthrich

Data Min. Knowl. Discov., 2022

A Discussion of Discrimination and Fairness in Insurance Pricing.

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

CoRR, 2022

A multi-task network approach for calculating discrimination-free insurance prices.

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

CoRR, 2022

2019

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

Silvana M. Pesenti, Pietro Millossovich, Andreas Tsanakas

Eur. J. Oper. Res., 2019

2015

How Superadditive Can a Risk Measure Be?

Ruodu Wang, Valeria Bignozzi, Andreas Tsanakas

SIAM J. Financial Math., 2015