Catastrophe Modeling and Metaphors in Financial Markets: A Reply to Etzion, Kypraios, and Forgues.
- Published in:
- Academy of Management Discoveries, 2020, v. 6, n. 4, p. 717, doi. 10.5465/amd.2020.0006
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- Publication type:
- Article
Works matching AU Tsanakas, Andreas
Results: 17
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What is fair? Proxy discrimination vs. demographic disparities in insurance pricing.
- Published in:
- Scandinavian Actuarial Journal, 2024, v. 2024, n. 9, p. 935, doi. 10.1080/03461238.2024.2364741
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- Publication type:
- Article
3
An impossibility theorem on capital allocation.
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- Scandinavian Actuarial Journal, 2023, v. 2023, n. 3, p. 290, doi. 10.1080/03461238.2022.2094718
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- Publication type:
- Article
4
Cascade Sensitivity Measures.
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- Risk Analysis: An International Journal, 2021, v. 41, n. 12, p. 2392, doi. 10.1111/risa.13758
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- Publication type:
- Article
5
Sensitivity Analysis Using Risk Measures.
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- Risk Analysis: An International Journal, 2016, v. 36, n. 1, p. 30, doi. 10.1111/risa.12434
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- Publication type:
- Article
6
Measurement and Pricing of Risk in Insurance Markets.
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- Risk Analysis: An International Journal, 2005, v. 25, n. 6, p. 1653, doi. 10.1111/j.1539-6924.2005.00684.x
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- Publication type:
- Article
7
Interpreting deep learning models with marginal attribution by conditioning on quantiles.
- Published in:
- Data Mining & Knowledge Discovery, 2022, v. 36, n. 4, p. 1335, doi. 10.1007/s10618-022-00841-4
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- Publication type:
- Article
8
Conference Report: R in Insurance 2014.
- Published in:
- 2014
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- Publication type:
- Proceeding
9
Parameter Uncertainty and Residual Estimation Risk.
- Published in:
- Journal of Risk & Insurance, 2016, v. 83, n. 4, p. 949, doi. 10.1111/jori.12075
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- Publication type:
- Article
10
Optimal Capital Allocation Principles.
- Published in:
- Journal of Risk & Insurance, 2012, v. 79, n. 1, p. 1, doi. 10.1111/j.1539-6975.2011.01408.x
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- Publication type:
- Article
11
Editorial.
- Published in:
- 2021
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- Publication type:
- Editorial
12
Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis.
- Published in:
- Annals of Actuarial Science, 2021, v. 15, n. 2, p. 458, doi. 10.1017/S1748499521000130
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- Publication type:
- Article
13
SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION.
- Published in:
- Astin Bulletin, 2022, v. 52, n. 3, p. 707, doi. 10.1017/asb.2022.12
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- Publication type:
- Article
14
INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH.
- Published in:
- Astin Bulletin, 2022, v. 52, n. 1, p. 211, doi. 10.1017/asb.2021.31
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- Publication type:
- Article
15
TAMING UNCERTAINTY: THE LIMITS TO QUANTIFICATION.
- Published in:
- Astin Bulletin, 2016, v. 46, n. 1, p. 1, doi. 10.1017/asb.2015.29
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- Publication type:
- Article
16
MARKET VALUE MARGIN VIA MEAN-VARIANCE HEDGING.
- Published in:
- Astin Bulletin, 2013, v. 43, n. 3, p. 301, doi. 10.1017/asb.2013.18
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- Publication type:
- Article
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RISK EXCHANGE WITH DISTORTED PROBABILITIES.
- Published in:
- 2006
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- Publication type:
- Abstract