Andreas Tsanakas

Information about the author Andreas Tsanakas will soon be added to the site.

Found 4 papers in total

Parameter Uncertainty and Residual Estimation Risk

2016

The notion of residual estimation risk is introduced to quantify the impact of...

Sensitivity Analysis Using Risk Measures

2016

In a quantitative model with uncertain inputs, the uncertainty of the output can be...

Optimal Capital Allocation Principles

2012

This article develops a unifying framework for allocating the aggregate capital of a...

Measurement and pricing of risk in insurance markets

2005

The theory and practice of risk measurement provides a point of intersection between...

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