Edit Profile (opens in new tab) Avanzi, Benjamin Compute Distance To: Compute Author ID: avanzi.benjamin Published as: Avanzi, Benjamin Documents Indexed: 25 Publications since 2007 Co-Authors: 21 Co-Authors with 24 Joint Publications 132 Co-Co-Authors all top 5 Co-Authors 1 single-authored 22 Wong, Bernard 8 Taylor, Greg 3 Lau, Hayden 3 Tu, Vincent 2 Gerber, Hans U. 2 Vu, Phuong Anh 2 Yang, Xinda 1 Al-Mudafer, Muhammed Taher 1 Boglioni Beaulieu, Guillaume 1 Cassar, Luke C. 1 Cheung, Eric C. K. 1 Henriksen, Lars Frederik Brandt 1 Lafaye de Micheaux, Pierre 1 Ouimet, Frédéric 1 Pérez Garmendia, Jose Luis 1 Shen, Jonathan 1 Shiu, Elias S. W. 1 Wang, Melantha 1 Woo, Jae-Kyung 1 Xian, Alan 1 Yamazaki, Kazutoshi all top 5 Serials 13 Insurance Mathematics & Economics 7 ASTIN Bulletin 2 European Journal of Operational Research 1 Journal of Mathematical Analysis and Applications 1 Scandinavian Actuarial Journal 1 North American Actuarial Journal all top 5 Fields 23 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Statistics (62-XX) 7 Probability theory and stochastic processes (60-XX) 3 Systems theory; control (93-XX) 2 Mathematics education (97-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 22 Publications have been cited 339 times in 205 Documents Cited by ▼ Year ▼ Optimal dividends in the dual model. Zbl 1131.91026Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 93 2007 Optimal dividends in the dual model with diffusion. Zbl 1274.91463Avanzi, Benjamin; Gerber, Hans U. 53 2008 On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung 44 2013 On optimal periodic dividend strategies in the dual model with diffusion. Zbl 1296.91143Avanzi, Benjamin; Tu, Vincent; Wong, Bernard 32 2014 Optimal dividends and capital injections in the dual model with diffusion. Zbl 1242.91089Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard 31 2011 A micro-level claim count model with overdispersion and reporting delays. Zbl 1371.91077Avanzi, Benjamin; Wong, Bernard; Yang, Xinda 14 2016 On a mean reverting dividend strategy with Brownian motion. Zbl 1284.91200Avanzi, Benjamin; Wong, Bernard 11 2012 Strategies for dividend distribution: a review. Zbl 1483.91177Avanzi, Benjamin 11 2009 Modelling dependence in insurance claims process with Lévy copulas. Zbl 1242.91088Avanzi, Benjamin; Cassar, Luke C.; Wong, Bernard 7 2011 On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. Zbl 1394.91185Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; Yamazaki, Kazutoshi 7 2017 On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs. Zbl 1390.91159Avanzi, Benjamin; Tu, Vincent; Wong, Bernard 6 2016 Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. Zbl 1371.91076Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard 6 2016 Optimal dividends under Erlang(2) inter-dividend decision times. Zbl 1401.91094Avanzi, Benjamin; Tu, Vincent; Wong, Bernard 5 2018 Correlations between insurance lines of business: an illusion or a real phenomenon? Some methodological considerations. Zbl 1390.62202Avanzi, Benjamin; Taylor, Greg; Wong, Bernard 5 2016 Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. Zbl 1447.91126Avanzi, Benjamin; Lau, Hayden; Wong, Bernard 4 2020 Common shock models for claim arrays. Zbl 1416.91150Avanzi, Benjamin; Taylor, Greg; Wong, Bernard 2 2018 SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard 2 2021 A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. Zbl 1446.91055Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard 2 2020 A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables. Zbl 1477.60045Avanzi, Benjamin; Boglioni Beaulieu, Guillaume; Lafaye de Micheaux, Pierre; Ouimet, Frédéric; Wong, Bernard 1 2021 On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements. Zbl 1390.91158Avanzi, Benjamin; Brandt Henriksen, Lars Frederik; Wong, Bernard 1 2018 Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. Zbl 1487.62133Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan 1 2021 On the modelling of multivariate counts with Cox processes and dependent shot noise intensities. Zbl 1467.91128Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda 1 2021 SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445Avanzi, 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 1477.60045Avanzi, 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 1487.62133Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan 1 2021 On the modelling of multivariate counts with Cox processes and dependent shot noise intensities. Zbl 1467.91128Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda 1 2021 Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. Zbl 1447.91126Avanzi, Benjamin; Lau, Hayden; Wong, Bernard 4 2020 A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. Zbl 1446.91055Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard 2 2020 Optimal dividends under Erlang(2) inter-dividend decision times. Zbl 1401.91094Avanzi, Benjamin; Tu, Vincent; Wong, Bernard 5 2018 Common shock models for claim arrays. Zbl 1416.91150Avanzi, 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 1390.91158Avanzi, Benjamin; Brandt Henriksen, Lars Frederik; Wong, Bernard 1 2018 On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. Zbl 1394.91185Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; Yamazaki, Kazutoshi 7 2017 A micro-level claim count model with overdispersion and reporting delays. Zbl 1371.91077Avanzi, Benjamin; Wong, Bernard; Yang, Xinda 14 2016 On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs. Zbl 1390.91159Avanzi, Benjamin; Tu, Vincent; Wong, Bernard 6 2016 Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. Zbl 1371.91076Avanzi, 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 1390.62202Avanzi, Benjamin; Taylor, Greg; Wong, Bernard 5 2016 On optimal periodic dividend strategies in the dual model with diffusion. Zbl 1296.91143Avanzi, Benjamin; Tu, Vincent; Wong, Bernard 32 2014 On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung 44 2013 On a mean reverting dividend strategy with Brownian motion. Zbl 1284.91200Avanzi, Benjamin; Wong, Bernard 11 2012 Optimal dividends and capital injections in the dual model with diffusion. Zbl 1242.91089Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard 31 2011 Modelling dependence in insurance claims process with Lévy copulas. Zbl 1242.91088Avanzi, Benjamin; Cassar, Luke C.; Wong, Bernard 7 2011 Strategies for dividend distribution: a review. Zbl 1483.91177Avanzi, Benjamin 11 2009 Optimal dividends in the dual model with diffusion. Zbl 1274.91463Avanzi, Benjamin; Gerber, Hans U. 53 2008 Optimal dividends in the dual model. Zbl 1131.91026Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 93 2007 all cited Publications top 5 cited Publications all top 5 Cited by 276 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 Chen, Ping 7 Yang, Hailiang 7 Yin, Chuancun 6 Taylor, Greg 6 Wang, Rongming 6 Zhao, Yongxia 5 Frostig, Esther 5 Sendova, Kristina P. 5 Wang, Wenyuan 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 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 Chen, Mi 2 Feng, Runhuan 2 Ferrari, Giorgio 2 Gerber, Hans U. 2 Kabanov, Yuriĭ Mikhaĭlovich 2 Kyprianou, Andreas E. 2 Li, Bo 2 Li, Ziqiang 2 Lin, X. Sheldon 2 Lindensjö, Kristoffer 2 Liu, Chaolin 2 Liu, Zhang 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 ...and 176 more Authors all top 5 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 Journal of Computational and Applied Mathematics 3 SIAM Journal on Control and Optimization 3 Acta Mathematicae Applicatae Sinica. English Series 3 Optimization 3 Queueing Systems 3 Communications in Statistics. Simulation and Computation 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 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 all top 5 Cited in 15 Fields 182 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 112 Probability theory and stochastic processes (60-XX) 61 Systems theory; control (93-XX) 52 Statistics (62-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 12 Operations research, mathematical programming (90-XX) 4 Integral equations (45-XX) 3 Partial differential equations (35-XX) 3 Integral transforms, operational calculus (44-XX) 2 Numerical analysis (65-XX) 2 Biology and other natural sciences (92-XX) 1 Field theory and polynomials (12-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Computer science (68-XX) 1 Mathematics education (97-XX) Citations by Year