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Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Xian, Alan
- In:
European journal of operational research : EJOR
290
(
2021
)
1
,
pp. 177-195
Persistent link: https://www.econbiz.de/10012436124
Saved in:
2
Common shock models for claim arrays
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
3
,
pp. 1109-1136
Persistent link: https://www.econbiz.de/10011999873
Saved in:
3
Correlations between insurance lines of business : an illusion or a real phenomenon? : some methodological considerations
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 225-263
Persistent link: https://www.econbiz.de/10011576713
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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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