Benjamin Avanzi

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Bernard WongUniversity of New South WalesVerified email at unsw.edu.au
Greg TaylorAdjunct Professor, School of Risk and Actuarial Studies, UNSW AustraliaVerified email at unsw.edu.au
Suzanne de TrevilleProfessor of Operations Management, Faculty of Business and Economics (HEC), University of LausanneVerified email at unil.ch
Hans-Ulrich GerberDepartment of Actuarial Science, Faculty of Business and Economics (HEC), University of LausanneVerified email at unil.ch
Lenos TrigeorgisProfessor of Strategy and Finance, Durham UniversityVerified email at durham.ac.uk
Elias ShiuProfessor of Actuarial Science, University of IowaVerified email at uiowa.edu
Melantha WangUNSW School of Risk and Actuarial StudiesVerified email at unsw.edu.au
Yamazaki KazutoshiThe University of Queensland, School of Mathematics and PhysicsVerified email at uq.edu.au
José Luis Pérez GarmendiaCIMATVerified email at cimat.mx
Eric C.K. CheungUniversity of New South WalesVerified email at unsw.edu.au
Jae-Kyung WooSchool of Risk and Actuarial Studies, UNSW Business SchoolVerified email at unsw.edu.au
Norman SchürhoffFaculty of Business and Economics (HEC) at University of Lausanne and Swiss Finance InstituteVerified email at unil.ch
Mogens SteffensenProfessor of insurance mathematics at Department of Mathematical Sciences, University of CopenhagenVerified email at math.ku.dk
Isik BicerAssociate Professor, Schulich School of Business, York UniversityVerified email at schulich.yorku.ca
Lafaye de MicheauxAssociate Professor, UNSW SydneyVerified email at unsw.edu.au
Guillaume Boglioni BeaulieuUNSW SydneyVerified email at unsw.edu.au
Frédéric OuimetMcGill UniversityVerified email at uqam.ca
Tian (Eric) DongUNSW, SydneyVerified email at unsw.edu.au
Patrick J. LaubThe University of New South WalesVerified email at unsw.edu.au
Ping ChenThe University of MelbourneVerified email at unimelb.edu.au

Benjamin Avanzi

Professor of Actuarial Studies, University of Melbourne

Verified email at unimelb.edu.au - Homepage

Actuarial Science Risk Theory Dependence modelling Pensions Risk Modelling in Operations Management


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Strategies for dividend distribution: a review B Avanzi North American Actuarial Journal 13 (2), 217-251, 2009	291	2009
Optimal dividends in the dual model B Avanzi, HU Gerber, ESW Shiu Insurance: Mathematics and Economics 41 (1), 111-123, 2007	238	2007
Optimal dividends in the dual model with diffusion B Avanzi, HU Gerber ASTIN Bulletin 38 (2), 653-667, 2008	115	2008
On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency B Avanzi, E Cheung, B Wong, JK Woo Insurance: Mathematics and Economics 52 (1), 98-113, 2012	93	2012
Optimal dividends and capital injections in the dual model with diffusion B Avanzi, J Shen, B Wong ASTIN Bulletin 41 (2), 611-644, 2011	87	2011
Optimal sourcing and lead‐time reduction under evolutionary demand risk S De Treville, N Schürhoff, L Trigeorgis, B Avanzi Production and Operations Management 23 (12), 2103-2117, 2014	70	2014
On optimal periodic dividend strategies in the dual model with diffusion B Avanzi, V Tu, B Wong Insurance: Mathematics and Economics 55, 210-224, 2014	66	2014
A Micro-Level Claim Count Model with Overdispersion and Reporting Delays B Avanzi, B Wong, X Yang Insurance: Mathematics and Economics 71, 1-14, 2016	41	2016
On a mean reverting dividend strategy with Brownian motion B Avanzi, B Wong Insurance: Mathematics and Economics 51 (2), 229-238, 2012	34	2012
Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach B Avanzi, G Taylor, PA Vu, B Wong Insurance: Mathematics and Economics 71, 63-78, 2016	33	2016
Correlations between Insurance Lines of Business: An Illusion or a Real Phenomenon? Some Methodological Considerations B Avanzi, G Taylor, B Wong ASTIN Bulletin 46 (2), 225-263, 2015	32	2015
On Optimal Joint Reflective and Refractive Dividend Strategies in Spectrally Positive Lévy Models B Avanzi, JL Pérez, B Wong, K Yamazaki Insurance: Mathematics and Economics 72, 148 - 162, 2017	28	2017
Modelling dependence in insurance claims processes with Lévy copulas B Avanzi, L Cassar, B Wong ASTIN Bulletin 41 (2), 575, 2011	25	2011
A Note on Realistic Dividends in Actuarial Surplus Models B Avanzi, V Tu, B Wong Risks, 2016	24	2016
Real options at the interface of finance and operations: exploiting embedded supply-chain real options to gain competitiveness B Avanzi, I Bicer, S De Treville, L Trigeorgis The European Journal of Finance 19 (7-8), 760-778, 2013	24	2013
Constructing useful theory: The case of Six Sigma S de Treville, NM Edelson, AN Kharkar, B Avanzi Operations management research 1 (1), 15-23, 2008	23	2008
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework B Avanzi, G Taylor, B Wong, A Xian European Journal of Operational Research, 2021	22	2021
SynthETIC: an individual insurance claim simulator with feature control B Avanzi, GC Taylor, M Wang, B Wong Insurance: Mathematics and Economics, 2021	21	2021
Machine learning with high-cardinality categorical features in actuarial applications B Avanzi, G Taylor, M Wang, B Wong ASTIN Bulletin: The Journal of the IAA 54 (2), 213-238, 2024	20	2024
What is it that makes the Swiss annuitize? A description of the Swiss retirement system B Avanzi Australian Actuarial Journal 16 (2), 145-162, 2010	20	2010

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