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Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan - In: European journal of operational research : EJOR 290 (2021) 1, pp. 177-195
Persistent link: https://www.econbiz.de/10012436124
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SynthETIC : an individual insurance claim simulator with feature control
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, … - In: Insurance / Mathematics & economics 100 (2021), pp. 296-308
Persistent link: https://www.econbiz.de/10012622394
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On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda - In: Insurance / Mathematics & economics 99 (2021), pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
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A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, … - In: Insurance / Mathematics & economics 93 (2020), pp. 50-71
Persistent link: https://www.econbiz.de/10012294061
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Correlations between insurance lines of business : an illusion or a real phenomenon? : some methodological considerations
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 225-263
Persistent link: https://www.econbiz.de/10011576713
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Stochastic loss reserving with dependence : a flexible multivariate Tweedie approach
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, … - In: Insurance / Mathematics & economics 71 (2016), pp. 63-78
Persistent link: https://www.econbiz.de/10011630609
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On unbalanced data and common shock models in stochastic loss reserving
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, … - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 1, pp. 173-203
Persistent link: https://www.econbiz.de/10012505609
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Stochastic loss reserving with mixture density neural networks
Al-Mudafer, Muhammed Taher; Avanzi, Benjamin; Taylor, Greg - In: Insurance / Mathematics & economics 105 (2022), pp. 144-174
Persistent link: https://www.econbiz.de/10013348990
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Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas
Avanzi, Benjamin; Tao, Jamie; Wong, Bernard; Yang, Xinda - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 1, pp. 87-117
Persistent link: https://www.econbiz.de/10011554307
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Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 645-670
Persistent link: https://www.econbiz.de/10012653664