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~isPartOf:"Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries"
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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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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2
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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4
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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5
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
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