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Author ID: avanzi.benjamin Recent zbMATH articles by "Avanzi, Benjamin"
Published as: Avanzi, Benjamin; Avanzi, B.
Documents Indexed: 29 Publications since 2007
Co-Authors: 25 Co-Authors with 28 Joint Publications
208 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

24 Publications have been cited 494 times in 300 Documents Cited by Year
Strategies for dividend distribution: a review. Zbl 1483.91177
Avanzi, Benjamin
106
2009
Optimal dividends in the dual model. Zbl 1131.91026
Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W.
105
2007
Optimal dividends in the dual model with diffusion. Zbl 1274.91463
Avanzi, Benjamin; Gerber, Hans U.
60
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
53
2013
On optimal periodic dividend strategies in the dual model with diffusion. Zbl 1296.91143
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
37
2014
Optimal dividends and capital injections in the dual model with diffusion. Zbl 1242.91089
Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard
35
2011
A micro-level claim count model with overdispersion and reporting delays. Zbl 1371.91077
Avanzi, Benjamin; Wong, Bernard; Yang, Xinda
15
2016
On a mean reverting dividend strategy with Brownian motion. Zbl 1284.91200
Avanzi, Benjamin; Wong, Bernard
14
2012
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
10
2017
Modelling dependence in insurance claims process with Lévy copulas. Zbl 1242.91088
Avanzi, Benjamin; Cassar, Luke C.; Wong, Bernard
8
2011
Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. Zbl 1371.91076
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard
8
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
7
2016
Optimal dividends under Erlang(2) inter-dividend decision times. Zbl 1401.91094
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
5
2018
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. Zbl 1447.91126
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
5
2020
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
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
4
2021
On the optimality of joint periodic and extraordinary dividend strategies. Zbl 1490.91247
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
3
2021
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs. Zbl 1476.91119
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
3
2021
Common shock models for claim arrays. Zbl 1416.91150
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard
2
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
2
2021
SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard
2
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
2
2018
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
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
4
2021
On the optimality of joint periodic and extraordinary dividend strategies. Zbl 1490.91247
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
3
2021
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs. Zbl 1476.91119
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
3
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
2
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
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. Zbl 1447.91126
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
5
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
2
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
10
2017
A micro-level claim count model with overdispersion and reporting delays. Zbl 1371.91077
Avanzi, Benjamin; Wong, Bernard; Yang, Xinda
15
2016
Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. Zbl 1371.91076
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard
8
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
7
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
37
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
53
2013
On a mean reverting dividend strategy with Brownian motion. Zbl 1284.91200
Avanzi, Benjamin; Wong, Bernard
14
2012
Optimal dividends and capital injections in the dual model with diffusion. Zbl 1242.91089
Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard
35
2011
Modelling dependence in insurance claims process with Lévy copulas. Zbl 1242.91088
Avanzi, Benjamin; Cassar, Luke C.; Wong, Bernard
8
2011
Strategies for dividend distribution: a review. Zbl 1483.91177
Avanzi, Benjamin
106
2009
Optimal dividends in the dual model with diffusion. Zbl 1274.91463
Avanzi, Benjamin; Gerber, Hans U.
60
2008
Optimal dividends in the dual model. Zbl 1131.91026
Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W.
105
2007
all top 5

Cited by 376 Authors

19 Avanzi, Benjamin
17 Pérez Garmendia, Jose Luis
17 Yamazaki, Kazutoshi
16 Wong, Bernard
15 Zhang, Zhimin
11 Albrecher, Hansjörg
10 Yang, Hailiang
10 Yin, Chuancun
9 Chen, Ping
9 Wang, Rongming
8 Wang, Wenyuan
7 Frostig, Esther
7 Landriault, David
7 Palmowski, Zbigniew
7 Zhao, Yongxia
7 Zhu, Jinxia
6 Azcue, Pablo
6 Muler, Nora E.
6 Taylor, Greg
6 Yao, Dingjun
5 Cheung, Eric C. K.
5 Jin, Zhuo
5 Sendova, Kristina P.
5 Zhou, Xiaowen
4 Bäuerle, Nicole
4 Bayraktar, Erhan
4 Chen, Peimin
4 Chen, Shumin
4 Egídio dos Reis, Alfredo D.
4 Eisenberg, Julia
4 Goffard, Pierre-Olivier
4 Grandits, Peter
4 Hu, Yijun
4 Lau, Hayden
4 Li, Zhongfei
4 Tan, Jiyang
4 Wen, Yuzhen
4 Xu, Lin
4 Yang, Chen
4 Yoshioka, Hidekazu
4 Young, Virginia R.
4 Zeng, Yan
3 Antonio, Katrien
3 Badescu, Andrei L.
3 Boxma, Onno Johan
3 Cardoso, Rui M. R.
3 Chen, Zhenlong
3 Cheng, Gongpin
3 Crevecoeur, Jonas
3 Dai, Hongshuai
3 De Angelis, Tiziano
3 Dong, Hua
3 Ferrari, Giorgio
3 Gerber, Hans U.
3 Liu, Zaiming
3 Moreno-Franco, Harold A.
3 Noba, Kei
3 Rodríguez-Martínez, Eugenio V.
3 Schmidli, Hanspeter
3 Tsujimura, Motoh
3 Tu, Vincent
3 Wei, Jiaqin
3 Willmot, Gordon E.
3 Xie, Jiayi
3 Xu, Ran
3 Yang, Xiangqun
3 Zou, Bin
2 Avram, Florin
2 Bergel, Agnieszka I.
2 Chen, Mi
2 Ekström, Erik
2 Feng, Runhuan
2 Feng, Yang
2 Henriksen, Lars Frederik Brandt
2 Hu, Kang
2 Jaśkiewicz, Anna
2 Kabanov, Yuriĭ Mikhaĭlovich
2 Kyprianou, Andreas E.
2 Li, Bo
2 Li, Shuanming
2 Li, Yongwu
2 Li, Zhong
2 Li, Ziqiang
2 Lin, X. Sheldon
2 Lindensjö, Kristoffer
2 Liu, Chaolin
2 Liu, Xiao
2 Liu, Zhang
2 Luo, Xiankang
2 Marciniak, Ewa
2 Ming, Ruixing
2 Ng, Andrew Cheuk-Yin
2 Ou, Hui
2 Papaioannou, Apostolos D.
2 Pergamenshchikov, Sergeĭ Markovich
2 Ramsden, Lewis
2 Renaud, Jean-François
2 Reppen, Anders Max
2 Schuhmann, Patrick
2 Shigida, Boris I.
...and 276 more Authors
all top 5

Cited in 76 Serials

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

Citations by Year