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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
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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
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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
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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
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Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 645-670
Persistent link: https://www.econbiz.de/10012653664
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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
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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
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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
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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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Machine learning with high-cardinality categorical features in actuarial applications
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, … - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 213-238
Persistent link: https://www.econbiz.de/10015055285