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Author ID: avanzi.benjamin Recent zbMATH articles by "Avanzi, Benjamin"
Published as: Avanzi, Benjamin
Documents Indexed: 25 Publications since 2007
Co-Authors: 21 Co-Authors with 24 Joint Publications
131 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

22 Publications have been cited 334 times in 203 Documents Cited by Year
Optimal dividends in the dual model. Zbl 1131.91026
Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W.
92
2007
Optimal dividends in the dual model with diffusion. Zbl 1274.91463
Avanzi, Benjamin; Gerber, Hans U.
53
2008
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088
Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung
43
2013
On optimal periodic dividend strategies in the dual model with diffusion. Zbl 1296.91143
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
32
2014
Optimal dividends and capital injections in the dual model with diffusion. Zbl 1242.91089
Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard
30
2011
A micro-level claim count model with overdispersion and reporting delays. Zbl 1371.91077
Avanzi, Benjamin; Wong, Bernard; Yang, Xinda
14
2016
On a mean reverting dividend strategy with Brownian motion. Zbl 1284.91200
Avanzi, Benjamin; Wong, Bernard
11
2012
Strategies for dividend distribution: a review. Zbl 1483.91177
Avanzi, Benjamin
9
2009
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. Zbl 1394.91185
Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; Yamazaki, Kazutoshi
7
2017
Modelling dependence in insurance claims process with Lévy copulas. Zbl 1242.91088
Avanzi, Benjamin; Cassar, Luke C.; Wong, Bernard
7
2011
On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs. Zbl 1390.91159
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
6
2016
Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. Zbl 1371.91076
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard
6
2016
Optimal dividends under Erlang(2) inter-dividend decision times. Zbl 1401.91094
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
5
2018
Correlations between insurance lines of business: an illusion or a real phenomenon? Some methodological considerations. Zbl 1390.62202
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard
5
2016
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. Zbl 1447.91126
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
4
2020
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. Zbl 1446.91055
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard
2
2020
SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard
2
2021
Common shock models for claim arrays. Zbl 1416.91150
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard
2
2018
A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables. Zbl 1477.60045
Avanzi, Benjamin; Boglioni Beaulieu, Guillaume; Lafaye de Micheaux, Pierre; Ouimet, Frédéric; Wong, Bernard
1
2021
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. Zbl 1487.62133
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan
1
2021
On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements. Zbl 1390.91158
Avanzi, Benjamin; Brandt Henriksen, Lars Frederik; Wong, Bernard
1
2018
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities. Zbl 1467.91128
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda
1
2021
SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard
2
2021
A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables. Zbl 1477.60045
Avanzi, Benjamin; Boglioni Beaulieu, Guillaume; Lafaye de Micheaux, Pierre; Ouimet, Frédéric; Wong, Bernard
1
2021
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. Zbl 1487.62133
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan
1
2021
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities. Zbl 1467.91128
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda
1
2021
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. Zbl 1447.91126
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
4
2020
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. Zbl 1446.91055
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard
2
2020
Optimal dividends under Erlang(2) inter-dividend decision times. Zbl 1401.91094
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
5
2018
Common shock models for claim arrays. Zbl 1416.91150
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard
2
2018
On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements. Zbl 1390.91158
Avanzi, Benjamin; Brandt Henriksen, Lars Frederik; Wong, Bernard
1
2018
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. Zbl 1394.91185
Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; Yamazaki, Kazutoshi
7
2017
A micro-level claim count model with overdispersion and reporting delays. Zbl 1371.91077
Avanzi, Benjamin; Wong, Bernard; Yang, Xinda
14
2016
On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs. Zbl 1390.91159
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
6
2016
Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. Zbl 1371.91076
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard
6
2016
Correlations between insurance lines of business: an illusion or a real phenomenon? Some methodological considerations. Zbl 1390.62202
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard
5
2016
On optimal periodic dividend strategies in the dual model with diffusion. Zbl 1296.91143
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
32
2014
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088
Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung
43
2013
On a mean reverting dividend strategy with Brownian motion. Zbl 1284.91200
Avanzi, Benjamin; Wong, Bernard
11
2012
Optimal dividends and capital injections in the dual model with diffusion. Zbl 1242.91089
Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard
30
2011
Modelling dependence in insurance claims process with Lévy copulas. Zbl 1242.91088
Avanzi, Benjamin; Cassar, Luke C.; Wong, Bernard
7
2011
Strategies for dividend distribution: a review. Zbl 1483.91177
Avanzi, Benjamin
9
2009
Optimal dividends in the dual model with diffusion. Zbl 1274.91463
Avanzi, Benjamin; Gerber, Hans U.
53
2008
Optimal dividends in the dual model. Zbl 1131.91026
Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W.
92
2007
all top 5

Cited by 272 Authors

16 Yamazaki, Kazutoshi
15 Avanzi, Benjamin
14 Pérez Garmendia, Jose Luis
14 Wong, Bernard
12 Cheung, Eric C. K.
9 Zhang, Zhimin
8 Albrecher, Hansjörg
7 Yang, Hailiang
7 Yin, Chuancun
6 Chen, Ping
6 Taylor, Greg
6 Wang, Rongming
6 Zhao, Yongxia
5 Frostig, Esther
5 Sendova, Kristina P.
5 Yao, Dingjun
4 Chen, Peimin
4 Chen, Shumin
4 Egídio dos Reis, Alfredo D.
4 Landriault, David
4 Palmowski, Zbigniew
4 Tan, Jiyang
4 Wang, Wenyuan
4 Wen, Yuzhen
4 Yang, Chen
4 Zeng, Yan
3 Antonio, Katrien
3 Badescu, Andrei L.
3 Bayraktar, Erhan
3 Cardoso, Rui M. R.
3 Crevecoeur, Jonas
3 Dai, Hongshuai
3 Dong, Hua
3 Goffard, Pierre-Olivier
3 Hu, Yijun
3 Lau, Hayden
3 Li, Zhongfei
3 Liu, Zaiming
3 Rodríguez-Martínez, Eugenio V.
3 Tu, Vincent
3 Yang, Xiangqun
3 Yoshioka, Hidekazu
3 Zhou, Xiaowen
3 Zhu, Jinxia
2 Bäuerle, Nicole
2 Bergel, Agnieszka I.
2 Boxma, Onno Johan
2 Feng, Runhuan
2 Ferrari, Giorgio
2 Gerber, Hans U.
2 Kabanov, Yuriĭ Mikhaĭlovich
2 Kyprianou, Andreas E.
2 Li, Ziqiang
2 Lin, X. Sheldon
2 Lindensjö, Kristoffer
2 Liu, Chaolin
2 Luo, Xiankang
2 Marciniak, Ewa
2 Ng, Andrew Cheuk-Yin
2 Noba, Kei
2 Pergamenshchikov, Sergeĭ Markovich
2 Schmidli, Hanspeter
2 Schuhmann, Patrick
2 Shigida, Boris I.
2 Tang, Dameng
2 Tsujimura, Motoh
2 Verbelen, Roel
2 Vittal, P. R.
2 Vu, Phuong Anh
2 Wang, Fang
2 Willmot, Gordon E.
2 Wong, Jeff T. Y.
2 Wu, Rong
2 Xie, Jiayi
2 Xu, Lin
2 Xu, Ran
2 Yang, Jingping
2 Yano, Kouji
2 Young, Virginia R.
2 Zhu, Lingjiong
2 Zou, Bin
1 Adekpedjou, Akim
1 Afonso, Lourdes B.
1 Al-Mudafer, Muhammed Taher
1 Alcoforado, Renata G.
1 Araiza Iturria, Carlos Andrés
1 Araujo-Acuna, José Carlos
1 Assa, Hirbod
1 Avram, Florin
1 Azcue, Pablo
1 Baltazar-Larios, Fernando
1 Basu, Ranojoy
1 Beirlant, Jan
1 Belkina, Tat’yana Andreevna
1 Bensoussan, Alain
1 Bischofberger, Stephan M.
1 Bladt, Martin
1 Boglioni Beaulieu, Guillaume
1 Boonen, Tim J.
1 Brinker, Leonie Violetta
...and 172 more Authors
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Cited in 61 Serials

44 Insurance Mathematics & Economics
16 ASTIN Bulletin
10 Scandinavian Actuarial Journal
9 Journal of Industrial and Management Optimization
7 European Journal of Operational Research
7 Methodology and Computing in Applied Probability
6 Applied Mathematics and Computation
6 Journal of Optimization Theory and Applications
6 Stochastic Models
5 Advances in Applied Probability
4 Journal of Applied Probability
4 Statistics & Probability Letters
4 Communications in Statistics. Theory and Methods
3 SIAM Journal on Control and Optimization
3 Acta Mathematicae Applicatae Sinica. English Series
3 Optimization
3 Queueing Systems
3 Stochastic Processes and their Applications
3 Finance and Stochastics
3 Mathematical Methods of Operations Research
3 North American Actuarial Journal
3 European Actuarial Journal
2 Journal of Computational and Applied Mathematics
2 Communications in Statistics. Simulation and Computation
2 Discrete Dynamics in Nature and Society
2 Journal of Applied Mathematics
2 Advances in Difference Equations
2 SIAM Journal on Financial Mathematics
1 Computers & Mathematics with Applications
1 Mathematical Methods in the Applied Sciences
1 Applied Mathematics and Optimization
1 Mathematics of Operations Research
1 Operations Research
1 Opsearch
1 Operations Research Letters
1 Applied Mathematics and Mechanics. (English Edition)
1 Chinese Annals of Mathematics. Series B
1 Stochastic Analysis and Applications
1 Statistical Science
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Mathematical and Computer Modelling
1 Computational Mathematics and Mathematical Physics
1 Applied Mathematics. Series B (English Edition)
1 Journal of Mathematical Sciences (New York)
1 Bernoulli
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 Abstract and Applied Analysis
1 Acta Mathematica Sinica. English Series
1 Optimization and Engineering
1 Applied Stochastic Models in Business and Industry
1 Quantitative Finance
1 Journal of Applied Mathematics and Computing
1 Frontiers of Mathematics in China
1 Science China. Mathematics
1 Statistics & Risk Modeling
1 Dependence Modeling
1 Journal of Function Spaces
1 Cogent Mathematics
1 AIMS Mathematics

Citations by Year