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Avanzi, Benjamin
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1

Optimal strategies for the decumulation of retirement savin..:

Avanzi, Benjamin ; De Felice, Lewis
Decisions in Economics and Finance.  , 2024
Link: https://doi.org/10.1007/..
 
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2

Machine Learning with High-Cardinality Categorical Features..:

Avanzi, Benjamin ; Taylor, Greg ; Wang, Melantha.
ASTIN Bulletin.  54 (2024)  2 - p. 213-238 , 2024
Link: https://doi.org/10.1017/..
 
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3

Ensemble distributional forecasting for insurance loss rese..:

Avanzi, Benjamin ; Li, Yanfeng ; Wong, Bernard.
Scandinavian Actuarial Journal.  , 2024
Link: https://doi.org/10.1080/..
 
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4

Detection and treatment of outliers for multivariate robust..:

Avanzi, Benjamin ; Lavender, Mark ; Taylor, Greg.
Annals of Actuarial Science.  18 (2023)  1 - p. 102-125 , 2023
Link: https://doi.org/10.1017/..
 
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5

Optimal reinsurance design under solvency constraints:

Avanzi, Benjamin ; Lau, Hayden ; Steffensen, Mogens
Scandinavian Actuarial Journal.  2024 (2023)  4 - p. 383-416 , 2023
Link: https://doi.org/10.1080/..
 
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6

On the impact of outliers in loss reserving:

Avanzi, Benjamin ; Lavender, Mark ; Taylor, Greg.
European Actuarial Journal.  14 (2023)  1 - p. 257-296 , 2023
Link: https://doi.org/10.1007/..
 
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7

On the surplus management of funds with assets and liabilit..:

Avanzi, Benjamin ; Chen, Ping ; Henriksen, Lars Frederik Brandt.
Scandinavian Actuarial Journal.  2023 (2022)  5 - p. 477-508 , 2022
Link: https://doi.org/10.1080/..
 
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8

Stochastic loss reserving with mixture density neural netwo..:

Al-Mudafer, Muhammed Taher ; Avanzi, Benjamin ; Taylor, Greg.
Insurance: Mathematics and Economics.  105 (2022)  - p. 144-174 , 2022
Link: https://doi.org/10.1016/..
 
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9

SPLICE: a synthetic paid loss and incurred cost experience ..:

Avanzi, Benjamin ; Taylor, Greg ; Wang, Melantha
Annals of Actuarial Science.  17 (2022)  1 - p. 7-35 , 2022
Link: https://doi.org/10.1017/..
 
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10

On the optimality of joint periodic and extraordinary divid..:

Avanzi, Benjamin ; Lau, Hayden ; Wong, Bernard
European Journal of Operational Research.  295 (2021)  3 - p. 1189-1210 , 2021
Link: https://doi.org/10.1016/..
 
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11

A counterexample to the existence of a general central limi..:

Avanzi, Benjamin ; Boglioni Beaulieu, Guillaume ; Lafaye de Micheaux, Pierre..
Journal of Mathematical Analysis and Applications.  499 (2021)  1 - p. 124982 , 2021
Link: https://doi.org/10.1016/..
 
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12

Optimal periodic dividend strategies for spectrally negativ..:

Avanzi, Benjamin ; Lau, Hayden ; Wong, Bernard
Scandinavian Actuarial Journal.  2021 (2021)  8 - p. 645-670 , 2021
Link: https://doi.org/10.1080/..
 
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13

SynthETIC: An individual insurance claim simulator with fea..:

Avanzi, Benjamin ; Taylor, Greg ; Wang, Melantha.
Insurance: Mathematics and Economics.  100 (2021)  - p. 296-308 , 2021
Link: https://doi.org/10.1016/..
 
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14

On the modelling of multivariate counts with Cox processes ..:

Avanzi, Benjamin ; Taylor, Greg ; Wong, Bernard.
Insurance: Mathematics and Economics.  99 (2021)  - p. 9-24 , 2021
Link: https://doi.org/10.1016/..
 
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15

Modelling and understanding count processes through a Marko..:

Avanzi, Benjamin ; Taylor, Greg ; Wong, Bernard.
European Journal of Operational Research.  290 (2021)  1 - p. 177-195 , 2021
Link: https://doi.org/10.1016/..
 
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