Benjamin Avanzi

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Bernard WongUniversity of New South WalesZweryfikowany adres z unsw.edu.au
Greg TaylorAdjunct Professor, School of Risk and Actuarial Studies, UNSW AustraliaZweryfikowany adres z unsw.edu.au
Suzanne de TrevilleProfessor of Operations Management, Faculty of Business and Economics (HEC), University of LausanneZweryfikowany adres z unil.ch
Hans-Ulrich GerberDepartment of Actuarial Science, Faculty of Business and Economics (HEC), University of LausanneZweryfikowany adres z unil.ch
Elias ShiuProfessor of Actuarial Science, University of IowaZweryfikowany adres z uiowa.edu
Lenos TrigeorgisUniversity of Cyprus, King's College London and MITZweryfikowany adres z ucy.ac.cy
Eric C.K. CheungUniversity of New South WalesZweryfikowany adres z unsw.edu.au
Jae-Kyung WooSchool of Risk and Actuarial Studies, UNSW Business SchoolZweryfikowany adres z unsw.edu.au
Melantha WangUNSW School of Risk and Actuarial StudiesZweryfikowany adres z unsw.edu.au
Yamazaki KazutoshiThe University of Queensland, School of Mathematics and PhysicsZweryfikowany adres z uq.edu.au
José Luis Pérez GarmendiaCIMATZweryfikowany adres z cimat.mx
Norman SchürhoffFaculty of Business and Economics (HEC) at University of Lausanne and Swiss Finance InstituteZweryfikowany adres z unil.ch
Isik BicerAssistant Professor, Schulich School of Business, York UniversityZweryfikowany adres z schulich.yorku.ca
Lafaye de MicheauxAssociate Professor, UNSW SydneyZweryfikowany adres z unsw.edu.au
Guillaume Boglioni BeaulieuMacquarie UniversityZweryfikowany adres z unsw.edu.au
Mogens SteffensenProfessor of insurance mathematics at Department of Mathematical Sciences, University of CopenhagenZweryfikowany adres z math.ku.dk
Frédéric OuimetMcGill UniversityZweryfikowany adres z uqam.ca
Ping ChenThe University of MelbourneZweryfikowany adres z unimelb.edu.au
José Isabel Juan PerezUNIVERSIDAD AUTÓNOMA DEL ESTADO DE MÉXICOZweryfikowany adres z uaemex.mx
Phuong Anh Vu

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Benjamin Avanzi

Professor of Actuarial Studies, University of Melbourne

Zweryfikowany adres z unimelb.edu.au - Strona główna

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


Tytuł Sortuj wg cytatów Sortuj wg roku Sortuj wg tytułu	Cytowane przez Cytowane przez	Rok
Strategies for dividend distribution: a review B Avanzi North American Actuarial Journal 13 (2), 217-251, 2009	264	2009
Optimal dividends in the dual model B Avanzi, HU Gerber, ESW Shiu Insurance: Mathematics and Economics 41 (1), 111-123, 2007	227	2007
Optimal dividends in the dual model with diffusion B Avanzi, HU Gerber ASTIN Bulletin 38 (2), 653-667, 2008	110	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	81	2011
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	64	2014
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	55	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	33	2016
On a mean reverting dividend strategy with Brownian motion B Avanzi, B Wong Insurance: Mathematics and Economics 51 (2), 229-238, 2012	33	2012
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	27	2017
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	26	2016
Modelling dependence in insurance claims processes with Lévy copulas B Avanzi, L Cassar, B Wong ASTIN Bulletin 41 (2), 575, 2011	25	2011
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	22	2015
A Note on Realistic Dividends in Actuarial Surplus Models B Avanzi, V Tu, B Wong Risks, 2016	21	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	20	2013
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	19	2010
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	19*	2008
SynthETIC: an individual insurance claim simulator with feature control B Avanzi, GC Taylor, M Wang, B Wong Insurance: Mathematics and Economics, 2021	15	2021
Common Shock Models for Claim Arrays B Avanzi, G Taylor, B Wong ASTIN Bulletin 48 (3), 2018	15	2018
On the Interface between Optimal Periodic and Continuous Dividend Strategies in the Presence of Transaction Costs B Avanzi, V Tu, B Wong ASTIN Bulletin 46 (3), 709-746, 2016	13	2016

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