How Superadditive Can a Risk Measure Be? - Ruodu Wang; Valeria Bignozzi; Andreas Tsanakas (SIAM J. Financial Math., 2015)

Reverse sensitivity testing: What does it take to break the model? - Silvana M. Pesenti; Pietro Millossovich; Andreas Tsanakas (Eur. J. Oper. Res., 2019)

A multi-task network approach for calculating discrimination-free insurance prices. - Mathias Lindholm; Ronald Richman; Andreas Tsanakas; Mario V. Wüthrich (CoRR, 2022)

A Discussion of Discrimination and Fairness in Insurance Pricing. - Mathias Lindholm; Ronald Richman; Andreas Tsanakas; Mario V. Wüthrich (CoRR, 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 theory of multivariate stress testing. - Pietro Millossovich; Andreas Tsanakas; Ruodu Wang (Eur. J. Oper. Res., 2024)

Differential quantile-based sensitivity in discontinuous models. - Silvana M. Pesenti; Pietro Millossovich; Andreas Tsanakas (Eur. J. Oper. Res., 2025)