| Optimal capital allocation principles J Dhaene, A Tsanakas, EA Valdez, S Vanduffel Journal of Risk and Insurance 79 (1), 1-28, 2012 | 292 | 2012 |
| To split or not to split: Capital allocation with convex risk measures A Tsanakas Insurance: Mathematics and Economics 44 (2), 268-277, 2009 | 147 | 2009 |
| Dynamic capital allocation with distortion risk measures A Tsanakas Insurance: Mathematics and Economics 35 (2), 223-243, 2004 | 90 | 2004 |
| Risk measures and theories of choice A Tsanakas, E Desli British Actuarial Journal 9 (4), 959-991, 2003 | 83 | 2003 |
| Risk capital allocation and cooperative pricing of insurance liabilities A Tsanakas, C Barnett Insurance: Mathematics and Economics 33 (2), 239-254, 2003 | 82 | 2003 |
| Measurement and pricing of risk in insurance markets A Tsanakas, E Desli Risk Analysis: An International Journal 25 (6), 1653-1668, 2005 | 68 | 2005 |
| Discrimination-free insurance pricing M Lindholm, R Richman, A Tsanakas, MV Wüthrich ASTIN Bulletin: The Journal of the IAA 52 (1), 55-89, 2022 | 58 | 2022 |
| Sensitivity analysis using risk measures A Tsanakas, P Millossovich Risk Analysis 36 (1), 30-48, 2016 | 51 | 2016 |
| Risk exchange with distorted probabilities A Tsanakas, N Christofides Astin Bulletin 36 (1), 219, 2006 | 49 | 2006 |
| Optimal risk transfers in insurance groups AV Asimit, AM Badescu, A Tsanakas European Actuarial Journal 3, 159-190, 2013 | 47 | 2013 |
| Parameter uncertainty and residual estimation risk V Bignozzi, A Tsanakas Journal of Risk and Insurance 83 (4), 949-978, 2016 | 43 | 2016 |
| Risk measurement in the presence of background risk A Tsanakas Insurance: Mathematics and Economics 42 (2), 520-528, 2008 | 42 | 2008 |
| Stochastic ordering of bivariate elliptical distributions Z Landsman, A Tsanakas Statistics & probability letters 76 (5), 488-494, 2006 | 36 | 2006 |
| Failure probability under parameter uncertainty R Gerrard, A Tsanakas Risk Analysis: An International Journal 31 (5), 727-744, 2011 | 30 | 2011 |
| Capital allocation for portfolios with non-linear risk aggregation TJ Boonen, A Tsanakas, MV Wüthrich Insurance: Mathematics and Economics 72, 95-106, 2017 | 29 | 2017 |
| How superadditive can a risk measure be? R Wang, V Bignozzi, A Tsanakas SIAM Journal on Financial Mathematics 6 (1), 776-803, 2015 | 29 | 2015 |
| Model risk–daring to open up the black box A Aggarwal, MB Beck, M Cann, T Ford, D Georgescu, N Morjaria, A Smith, ... British Actuarial Journal 21 (2), 229-296, 2016 | 27 | 2016 |
| Optimal capital allocation in a hierarchical corporate structure Y Zaks, A Tsanakas Insurance: Mathematics and Economics 56, 48-55, 2014 | 27 | 2014 |
| Reverse sensitivity testing: What does it take to break the model? SM Pesenti, P Millossovich, A Tsanakas European Journal of Operational Research 274 (2), 654-670, 2019 | 23 | 2019 |
| Model uncertainty in risk capital measurement V Bignozzi, A Tsanakas Journal of Risk, Forthcoming, 2014 | 21 | 2014 |
Dhaene JanOrdinary Professor Actuarial Science, KU Leuven在 kuleuven.be 的电子邮件经过验证
