Andreas Tsanakas

Management Science and Operations Research · 2003–2007

A researcher in the Science corpus: 5 papers; trusts 16 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 32 citations into it; #2,626 of 11,946 by trust here, #3,825 by citations
• Economics and Econometrics — 25 citations into it; #6,005 of 23,481 by trust here, #10,386 by citations
• Finance — 18 citations into it; #4,106 of 10,518 by trust here, #5,523 by citations
• Demography — 11 citations into it
• General Decision Sciences — 5 citations into it; #816 of 1,995 by trust here, #1,492 by citations

Whom Andreas Tsanakas trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Hans Föllmer
2. Kai Detlefsen
3. Alexander Schied
4. Dirk Tasche
5. Michel Denault
6. Jan Dhaene
7. Giacomo Scandolo
8. Shaun S. Wang
9. Lloyd S. Shapley
10. Michael Kalkbrener

Who trusts Andreas Tsanakas overall

1. Edward Furman
2. Ricardas Zitikis
3. Michel Denuit
4. Jan Dhaene
5. Qihe Tang
6. Marc J. Goovaerts
7. Rob Kaas

Papers from Andreas Tsanakas's perspective

Ordered by how strongly the researchers Andreas Tsanakas trusts endorse each paper. Same corpus, a different order for every researcher.

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. On law invariant coherent risk measures
3. Tail Conditional Expectations for Elliptical Distributions
4. Coherent Risk Measures on General Probability Spaces
5. Conditional and dynamic convex risk measures (Finance and Stochastics)
6. Dynamic Coherent Risk Measures
7. Comparison Methods for Stochastic Models and Risks (Technometrics)
8. The Dual Theory of Choice under Risk
9. Putting order in risk measures
10. Theory of Games and Economic Behavior

Their papers

• Risk Measures and Theories of Choice (2003) — 69 citations
• Optimal Capital Allocation Principles (2005) — 245 citations
• Dynamic capital allocation with distortion risk measures (2004) — 75 citations
• Risk Capital Allocation and Cooperative Pricing of Insurance Liabilities (2003) — 73 citations
• To Split or Not to Split: Capital Allocation with Convex Risk Measures (2007) — 145 citations