← All authors Benjamin Avanzi University of Melbourne (from arXiv:2301.12710, 2023) · ORCID · OpenAlex
32 papers in scope · 32 published · 1 on the econ.EM arXiv · 694 citations · h-index 14 (over the papers listed here)
Papers (1 of 32)
On the Evolution of Data Breach Reporting Patterns and Frequency in the United States: A Cross-State Analysis
published 2025 · North American Actuarial Journal · 3 citations · first circulated 2023
with Xingyun Tan, Greg Taylor, Bernard Wong
Ensemble distributional forecasting for insurance loss reserving
published 2024 · Scandinavian Actuarial Journal · 3 citations · first circulated 2022
Optimal strategies for the decumulation of retirement savings under differing appetites for liquidity and investment risks
published 2024 · Decisions in Economics and Finance · 3 citations · first circulated 2023
with L. Felice
published 2024 · Astin Bulletin · 17 citations · first circulated 2023
Optimal reinsurance design under solvency constraints
published 2023 · Scandinavian Actuarial Journal · 6 citations · first circulated 2022
with Hayden Lau, Mogens Steffensen
On the impact of outliers in loss reserving
published 2023 · European Actuarial Journal · 2 citations · first circulated 2022
Detection and treatment of outliers for multivariate robust loss reserving
published 2023 · Annals of Actuarial Science · 4 citations · first circulated 2022
Stable dividends under linear-quadratic optimisation
published 2023 · Quantitative Finance · 4 citations · first circulated 2022
with Debbie Kusch Falden, Mogens Steffensen
On the surplus management of funds with assets and liabilities in presence of solvency requirements
published 2022 · Scandinavian Actuarial Journal
Stochastic loss reserving with mixture density neural networks
published 2022 · Insurance Mathematics and Economics · 13 citations · first circulated 2021
with Muhammed Taher Al-Mudafer, Greg Taylor, Bernard Wong
SynthETIC: An individual insurance claim simulator with feature control
published 2021 · Insurance Mathematics and Economics · 14 citations · first circulated 2020
On the optimality of joint periodic and extraordinary dividend strategies
published 2021 · European Journal of Operational Research · 13 citations · first circulated 2020
with Hayden Lau, Bernard Wong
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
published 2021 · Insurance Mathematics and Economics · 5 citations · first circulated 2020
with Greg Taylor, Bernard Wong, Xinda Yang, Gregory Clive Taylor
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
published 2020 · Insurance Mathematics and Economics · 9 citations · first circulated 2019
COMMON SHOCK MODELS FOR CLAIM ARRAYS
published 2018 · Astin Bulletin · 17 citations · first circulated 2016
with Greg Taylor, Bernard Wong
ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS
published 2018 · Astin Bulletin · 5 citations · first circulated 2016
with Lars Henriksen, Bernard Wong
Optimal dividends under Erlang(2) inter-dividend decision times
published 2018 · Insurance Mathematics and Economics · 8 citations · first circulated 2017
with Vincent Tu, Bernard Wong
Optimal Periodic Dividend Strategies for Spectrally Positive Lévy Risk Processes With Fixed Transaction Costs
published 2018 · Insurance Mathematics and Economics
with Hayden Lau, Bernard Wong
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
published 2016 · Insurance Mathematics and Economics · 15 citations
with José Luis Pérez, Bernard Wong, Kazutoshi Yamazaki, José-Luis Pérez
A Note on Realistic Dividends in Actuarial Surplus Models
published 2016 · Risks · 15 citations · first circulated 2015
with Vincent Tu, Bernard Wong
Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach
published 2016 · Insurance Mathematics and Economics · 26 citations · first circulated 2014
with Greg Taylor, Phuong Anh Vu, Bernard Wong
A micro-level claim count model with overdispersion and reporting delays
published 2016 · Insurance Mathematics and Economics · 20 citations · first circulated 2015
with Bernard Wong, Xinda Yang
ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS
published 2016 · Astin Bulletin · 10 citations · first circulated 2015
with Vincent Tu, Bernard Wong
CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS
published 2016 · Astin Bulletin · 27 citations · first circulated 2015
with Greg Taylor, Bernard Wong
Optimal Sourcing and Lead‐Time Reduction under Evolutionary Demand Risk
published 2014 · Production and Operations Management · 59 citations · first circulated 2012
with Suzanne deTreville, Norman Schürhoff, Lenos Trigeorgis, Suzanne de Treville
On optimal periodic dividend strategies in the dual model with diffusion
published 2014 · Insurance Mathematics and Economics · 56 citations · first circulated 2013
with Vincent Tu, Bernard Wong
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
published 2012 · Insurance Mathematics and Economics · 86 citations
with Eric C.K. Cheung, Bernard Wong, Jae-Kyung Woo
Real options at the interface of finance and operations: exploiting embedded supply-chain real options to gain competitiveness
published 2012 · European Journal of Finance · 16 citations
with Işık Biçer, Suzanne de Treville, Lenos Trigeorgis
On a mean reverting dividend strategy with Brownian motion
published 2012 · Insurance Mathematics and Economics · 24 citations · first circulated 2009
with Bernard Wong
Modelling Dependence in Insurance Claims Processes with Lévy Copulas
published 2011 · Astin Bulletin · 13 citations
with Luke Cassar, Bernard Wong
Strategies for Dividend Distribution: A Review
published 2009 · North American Actuarial Journal · 12 citations
Optimal Dividends in the Dual Model with Diffusion
published 2006 · Insurance Mathematics and Economics · 189 citations
with Hans U. Gerber, Elias S. W. Shiu, Jonathan Shen, Bernard Wong
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).