Andreas Tsanakas

1.3k total citations
69 papers, 832 citations indexed

About

Andreas Tsanakas is a scholar working on Management Science and Operations Research, Economics and Econometrics and Finance. According to data from OpenAlex, Andreas Tsanakas has authored 69 papers receiving a total of 832 indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Management Science and Operations Research, 33 papers in Economics and Econometrics and 21 papers in Finance. Recurrent topics in Andreas Tsanakas's work include Risk and Portfolio Optimization (37 papers), Insurance, Mortality, Demography, Risk Management (18 papers) and Insurance and Financial Risk Management (17 papers). Andreas Tsanakas is often cited by papers focused on Risk and Portfolio Optimization (37 papers), Insurance, Mortality, Demography, Risk Management (18 papers) and Insurance and Financial Risk Management (17 papers). Andreas Tsanakas collaborates with scholars based in United Kingdom, Italy and Switzerland. Andreas Tsanakas's co-authors include Jan Dhaene, Steven Vanduffel, Emiliano A. Valdez, Pietro Millossovich, Valeria Bignozzi, Mario V. Wüthrich, Nicos Christofides, Ronald Richman, Evangelia Desli and Alexandru Badescu and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Risk Analysis.

In The Last Decade

Andreas Tsanakas

63 papers receiving 778 citations

Peers

Andreas Tsanakas

MSOR

FINAN

DEMOG

Fabio Bellini Italy

Steven Vanduffel Belgium

David Vyncke Belgium

Shaun S. Wang Singapore

Roger J. A. Laeven Netherlands

Emanuela Rosazza Gianin Italy

Giacomo Scandolo Italy

Edward Furman Canada

Chengguo Weng Canada

Raluca Vernic Romania

Fabio Bellini Italy

Andreas Tsanakas

689 ×1.2

MSOR

415 ×1.1

632 ×2.0

FINAN

139 ×0.6

DEMOG

218 ×2.0

Citations per year, relative to Andreas Tsanakas Andreas Tsanakas (= 1×) peers Fabio Bellini

Countries citing papers authored by Andreas Tsanakas

Since Specialization

Citations

This map shows the geographic impact of Andreas Tsanakas's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Andreas Tsanakas with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andreas Tsanakas more than expected).

Fields of papers citing papers by Andreas Tsanakas

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andreas Tsanakas. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Andreas Tsanakas. The network helps show where Andreas Tsanakas may publish in the future.

Co-authorship network of co-authors of Andreas Tsanakas

This figure shows the co-authorship network connecting the top 25 collaborators of Andreas Tsanakas. A scholar is included among the top collaborators of Andreas Tsanakas based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Andreas Tsanakas. Andreas Tsanakas is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Lindholm, Mathias, Ronald Richman, Andreas Tsanakas, & Mario V. Wüthrich. (2024). What is fair? Proxy discrimination vs. demographic disparities in insurance pricing. Scandinavian Actuarial Journal. 2024(9). 935–970. 3 indexed citations

Lindholm, Mathias, et al.. (2024). Fairness: plurality, causality, and insurability. European Actuarial Journal. 14(2). 317–328. 2 indexed citations

Millossovich, Pietro, et al.. (2024). Differential quantile-based sensitivity in discontinuous models. European Journal of Operational Research. 322(2). 554–572.

Lindholm, Mathias, Ronald Richman, Andreas Tsanakas, & Mario V. Wüthrich. (2023). What is Fair? Proxy Discrimination vs. Demographic Disparities in Insurance Pricing. SSRN Electronic Journal. 5 indexed citations

Lindholm, Mathias, Ronald Richman, Andreas Tsanakas, & Mario V. Wüthrich. (2023). A multi-task network approach for calculating discrimination-free insurance prices. European Actuarial Journal. 14(2). 329–369. 9 indexed citations

Tsanakas, Andreas, et al.. (2022). An impossibility theorem on capital allocation. Scandinavian Actuarial Journal. 2023(3). 290–302. 3 indexed citations

Merz, Michael, Ronald Richman, Andreas Tsanakas, & Mario V. Wüthrich. (2021). Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles. SSRN Electronic Journal. 3 indexed citations

Lindholm, Mathias, Ronald Richman, Andreas Tsanakas, & Mario V. Wüthrich. (2020). Discrimination-Free Insurance Pricing. SSRN Electronic Journal. 4 indexed citations

Tsanakas, Andreas. (2018). Model Risk and Culture. Research Showcase @ Carnegie Mellon University (Carnegie Mellon University).

10.

Tsanakas, Andreas, et al.. (2017). Model risk: illuminating the black box. British Actuarial Journal. 23. 3 indexed citations

11.

Asimit, Alexandru V., Alexandru Badescu, & Andreas Tsanakas. (2013). Optimal risk transfers in insurance groups. European Actuarial Journal. 3(1). 159–190. 38 indexed citations

12.

Tsanakas, Andreas, Mario V. Wüthrich, & Aleš Černý. (2013). MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING. Astin Bulletin. 43(3). 301–322. 12 indexed citations

13.

Landsman, Zinoviy & Andreas Tsanakas. (2012). Parameter Uncertainty in Exponential Family Tail Estimation. Astin Bulletin. 42(1). 123–152. 2 indexed citations

14.

Wüthrich, Mario V., Paul Embrechts, & Andreas Tsanakas. (2011). Risk margin for a non-life insurance run-off. Statistics & Risk Modeling. 28(4). 299–317. 9 indexed citations

15.

Tsanakas, Andreas & Andrew Smith. (2007). High Dimensional Modelling and Simulation with Asymmetric Normal Mixtures. SSRN Electronic Journal. 2 indexed citations

16.

Tsanakas, Andreas & Evangelia Desli. (2005). Measurement and Pricing of Risk in Insurance Markets. Risk Analysis. 25(6). 1653–1668. 30 indexed citations

17.

Landsman, Zinoviy & Andreas Tsanakas. (2005). Stochastic ordering of bivariate elliptical distributions. Statistics & Probability Letters. 76(5). 488–494. 18 indexed citations

18.

Papaefthymiou, G., Andreas Tsanakas, P.H. Schavemaker, & L. van der Sluis. (2004). Design of distributed energy systems based on probabilistic analysis. 512–518. 10 indexed citations

19.

Tsanakas, Andreas. (2004). Dynamic capital allocation with distortion risk measures. Insurance Mathematics and Economics. 35(2). 223–243. 48 indexed citations

20.

Tsanakas, Andreas & Christopher B. Barnett. (2003). Risk capital allocation and cooperative pricing of insurance liabilities. Insurance Mathematics and Economics. 33(2). 239–254. 16 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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