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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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Annuitisation and cross-subsidies in a two-tiered retirement saving system
Avanzi, Benjamin; Purcal, T. Sachi - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 2, pp. 234-252
Persistent link: https://www.econbiz.de/10010422191
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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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SPLICE : a synthetic paid loss and incurred cost experience simulator
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 1, pp. 7-35
Persistent link: https://www.econbiz.de/10014306849
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Detection and treatment of outliers for multivariate robust loss reserving
Avanzi, Benjamin; Lavender, Mark; Taylor, Greg; Wong, … - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 102-125
Persistent link: https://www.econbiz.de/10014519971