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~isPartOf:"Insurance / Mathematics & economics"
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Insurance / Mathematics & economics
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Astin bulletin : the journal of the International Actuarial Association
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Optimal dividends under Erlang(2) inter-dividend decision times
Avanzi, Benjamin
;
Tu, Vincent
;
Wong, Bernard
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 225-242
Persistent link: https://www.econbiz.de/10011825483
Saved in:
8
On optimal periodic dividend strategies in the dual model with diffusion
Avanzi, Benjamin
;
Tu, Vincent
;
Wong, Bernard
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 210-224
Persistent link: https://www.econbiz.de/10010366173
Saved in:
9
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Avanzi, Benjamin
;
Cheung, Eric C. K.
;
Wong, Bernard
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10009718991
Saved in:
10
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Avanzi, Benjamin
;
Cheung, Eric C.K.
;
Wong, Bernard
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10010062197
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