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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

On the surplus management of funds with assets and liabilities in presence of solvency requirements

Avanzi, Benjamin; Chen, Ping; Henriksen, Lars Frederik … - In: Scandinavian actuarial journal 2023 (2023) 5, pp. 477-508

Persistent link: https://www.econbiz.de/10014336614

On the optimality of joint periodic and extraordinary dividend strategies

Avanzi, Benjamin; Lau, Hayden; Wong, Bernard - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1189-1210

Persistent link: https://www.econbiz.de/10012622451

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

On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs

Avanzi, Benjamin; Tu, Vincent; Wong, Bernard - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 709-746

Persistent link: https://www.econbiz.de/10011669766

Risks special issue on "granular models and machine learning models"

Taylor, Greg - In: Risks : open access journal 8 (2020) 1/1, pp. 1-2

Persistent link: https://www.econbiz.de/10012204355

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

A Benchmarking Approach to Optimal Asset Allocation for Insurers and Pension Funds

Wong, Bernard; Lim, Andrew - 2010

We solve the optimal asset allocation problem for an insurer or pension fund by using a benchmarking approach. Under this approach the objective is an increasing function of the relative performance of the asset portfolio compared to a benchmark. The benchmark can be, for example, a function of...

Persistent link: https://www.econbiz.de/10014205503

Stochastic control of funding systems

Taylor, Greg (contributor) - 2000

Persistent link: https://www.econbiz.de/10001585619