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A benchmarking approach to optimal asset allocation for insurers and pension funds
Lim, Andrew E. B.; Wong, Bernard - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 317-327
Persistent link: https://www.econbiz.de/10003966593
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Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard - In: Insurance / Mathematics & economics 93 (2020), pp. 315-332
Persistent link: https://www.econbiz.de/10012294138
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On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; … - In: Insurance / Mathematics & economics 72 (2017), pp. 148-162
Persistent link: https://www.econbiz.de/10011694419
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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