Avanzi, Benjamin; Chen, Ping; Brandt Henriksen, Lars Frederik; Wong, Bernard On the surplus management of funds with assets and liabilities in presence of solvency requirements. (English) Zbl 1525.91151 Scand. Actuar. J. 2023, No. 5, 477-508 (2023). Reviewer: James P. Howard II (Columbia) MSC: 91G05 93E20 35Q91 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Scand. Actuar. J. 2023, No. 5, 477--508 (2023; Zbl 1525.91151) Full Text: DOI arXiv
Al-Mudafer, Muhammed Taher; Avanzi, Benjamin; Taylor, Greg; Wong, Bernard Stochastic loss reserving with mixture density neural networks. (English) Zbl 1492.91270 Insur. Math. Econ. 105, 144-174 (2022). MSC: 91G05 68T07 PDFBibTeX XMLCite \textit{M. T. Al-Mudafer} et al., Insur. Math. Econ. 105, 144--174 (2022; Zbl 1492.91270) Full Text: DOI arXiv
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs. (English) Zbl 1476.91119 Scand. Actuar. J. 2021, No. 8, 645-670 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Scand. Actuar. J. 2021, No. 8, 645--670 (2021; Zbl 1476.91119) Full Text: DOI arXiv
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard On the optimality of joint periodic and extraordinary dividend strategies. (English) Zbl 1490.91247 Eur. J. Oper. Res. 295, No. 3, 1189-1210 (2021). MSC: 91G70 62P05 91G05 93E20 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Eur. J. Oper. Res. 295, No. 3, 1189--1210 (2021; Zbl 1490.91247) Full Text: DOI arXiv
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard SynthETIC: an individual insurance claim simulator with feature control. (English) Zbl 1471.91445 Insur. Math. Econ. 100, 296-308 (2021). MSC: 91G05 91-10 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 100, 296--308 (2021; Zbl 1471.91445) Full Text: DOI arXiv
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda On the modelling of multivariate counts with Cox processes and dependent shot noise intensities. (English) Zbl 1467.91128 Insur. Math. Econ. 99, 9-24 (2021). Reviewer: Klaus D. Schmidt (Dresden) MSC: 91G05 91G60 62P05 62H05 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 99, 9--24 (2021; Zbl 1467.91128) Full Text: DOI arXiv
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. (English) Zbl 1487.62133 Eur. J. Oper. Res. 290, No. 1, 177-195 (2021). MSC: 62P05 62M05 90B05 90B22 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Eur. J. Oper. Res. 290, No. 1, 177--195 (2021; Zbl 1487.62133) Full Text: DOI arXiv Link
Avanzi, Benjamin; Boglioni Beaulieu, Guillaume; Lafaye de Micheaux, Pierre; Ouimet, Frédéric; Wong, Bernard A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables. (English) Zbl 1477.60045 J. Math. Anal. Appl. 499, No. 1, Article ID 124982, 13 p. (2021). Reviewer: Edward Omey (Brussel) MSC: 60F05 60E99 PDFBibTeX XMLCite \textit{B. Avanzi} et al., J. Math. Anal. Appl. 499, No. 1, Article ID 124982, 13 p. (2021; Zbl 1477.60045) Full Text: DOI arXiv Link
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. (English) Zbl 1447.91126 Insur. Math. Econ. 93, 315-332 (2020). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 93, 315--332 (2020; Zbl 1447.91126) Full Text: DOI arXiv
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. (English) Zbl 1446.91055 Insur. Math. Econ. 93, 50-71 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 93, 50--71 (2020; Zbl 1446.91055) Full Text: DOI arXiv
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard Common shock models for claim arrays. (English) Zbl 1416.91150 ASTIN Bull. 48, No. 3, 1109-1136 (2018). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{B. Avanzi} et al., ASTIN Bull. 48, No. 3, 1109--1136 (2018; Zbl 1416.91150) Full Text: DOI Link
Avanzi, Benjamin; Brandt Henriksen, Lars Frederik; Wong, Bernard On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements. (English) Zbl 1390.91158 ASTIN Bull. 48, No. 2, 647-672 (2018). MSC: 91B30 91G50 PDFBibTeX XMLCite \textit{B. Avanzi} et al., ASTIN Bull. 48, No. 2, 647--672 (2018; Zbl 1390.91158) Full Text: DOI Link
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard Optimal dividends under Erlang(2) inter-dividend decision times. (English) Zbl 1401.91094 Insur. Math. Econ. 79, 225-242 (2018). MSC: 91B30 62P05 91G80 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 79, 225--242 (2018; Zbl 1401.91094) Full Text: DOI Link
Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; Yamazaki, Kazutoshi On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. (English) Zbl 1394.91185 Insur. Math. Econ. 72, 148-162 (2017). MSC: 91B30 60G51 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 72, 148--162 (2017; Zbl 1394.91185) Full Text: DOI arXiv
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs. (English) Zbl 1390.91159 ASTIN Bull. 46, No. 3, 709-746 (2016). MSC: 91B30 60J65 93E20 PDFBibTeX XMLCite \textit{B. Avanzi} et al., ASTIN Bull. 46, No. 3, 709--746 (2016; Zbl 1390.91159) Full Text: DOI
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard Correlations between insurance lines of business: an illusion or a real phenomenon? Some methodological considerations. (English) Zbl 1390.62202 ASTIN Bull. 46, No. 2, 225-263 (2016). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{B. Avanzi} et al., ASTIN Bull. 46, No. 2, 225--263 (2016; Zbl 1390.62202) Full Text: DOI Link
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. (English) Zbl 1371.91076 Insur. Math. Econ. 71, 63-78 (2016). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 71, 63--78 (2016; Zbl 1371.91076) Full Text: DOI Link
Avanzi, Benjamin; Wong, Bernard; Yang, Xinda A micro-level claim count model with overdispersion and reporting delays. (English) Zbl 1371.91077 Insur. Math. Econ. 71, 1-14 (2016). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 71, 1--14 (2016; Zbl 1371.91077) Full Text: DOI Link
Wong, Bernard On “A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing”. (English) Zbl 1338.91167 Stochastics 86, No. 6, 1022 (2014). MSC: 91G80 60G44 91B25 60H30 60H05 PDFBibTeX XMLCite \textit{B. Wong}, Stochastics 86, No. 6, 1022 (2014; Zbl 1338.91167) Full Text: DOI
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard On optimal periodic dividend strategies in the dual model with diffusion. (English) Zbl 1296.91143 Insur. Math. Econ. 55, 210-224 (2014). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 55, 210--224 (2014; Zbl 1296.91143) Full Text: DOI
Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. (English) Zbl 1291.91088 Insur. Math. Econ. 52, No. 1, 98-113 (2013). MSC: 91B30 91G50 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 52, No. 1, 98--113 (2013; Zbl 1291.91088) Full Text: DOI Link
Avanzi, Benjamin; Wong, Bernard On a mean reverting dividend strategy with Brownian motion. (English) Zbl 1284.91200 Insur. Math. Econ. 51, No. 2, 229-238 (2012). MSC: 91B30 60J70 PDFBibTeX XMLCite \textit{B. Avanzi} and \textit{B. Wong}, Insur. Math. Econ. 51, No. 2, 229--238 (2012; Zbl 1284.91200) Full Text: DOI
Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard Optimal dividends and capital injections in the dual model with diffusion. (English) Zbl 1242.91089 Astin Bull. 41, No. 2, 611-644 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 97M30 91G80 PDFBibTeX XMLCite \textit{B. Avanzi} et al., ASTIN Bull. 41, No. 2, 611--644 (2011; Zbl 1242.91089) Full Text: DOI
Avanzi, Benjamin; Cassar, Luke C.; Wong, Bernard Modelling dependence in insurance claims process with Lévy copulas. (English) Zbl 1242.91088 Astin Bull. 41, No. 2, 575-609 (2011). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 97M30 62H20 62P05 PDFBibTeX XMLCite \textit{B. Avanzi} et al., ASTIN Bull. 41, No. 2, 575--609 (2011; Zbl 1242.91088) Full Text: DOI
Lim, Andrew E. B.; Wong, Bernard A benchmarking approach to optimal asset allocation for insurers and pension funds. (English) Zbl 1231.91408 Insur. Math. Econ. 46, No. 2, 317-327 (2010). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{A. E. B. Lim} and \textit{B. Wong}, Insur. Math. Econ. 46, No. 2, 317--327 (2010; Zbl 1231.91408) Full Text: DOI
Wong, Bernard; Heyde, C. C. Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing. (English) Zbl 1194.91212 Stochastics 82, No. 1-3, 189-200 (2010). Reviewer: George Stoica (Saint John) MSC: 91G80 91B25 91B70 60H30 60G44 PDFBibTeX XMLCite \textit{B. Wong} and \textit{C. C. Heyde}, Stochastics 82, No. 1--3, 189--200 (2010; Zbl 1194.91212) Full Text: DOI
Wong, Bernard On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications. (English) Zbl 1176.62103 J. Appl. Math. Stochastic Anal. 2009, Article ID 215817, 16 p. (2009). MSC: 62P05 60J70 91G10 91G80 PDFBibTeX XMLCite \textit{B. Wong}, J. Appl. Math. Stochastic Anal. 2009, Article ID 215817, 16 p. (2009; Zbl 1176.62103) Full Text: DOI EuDML
Wong, Bernard Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\). (English) Zbl 1170.60316 Stat. Probab. Lett. 79, No. 7, 880-883 (2009). Reviewer: George Stoica (Saint John) MSC: 60G44 60H05 PDFBibTeX XMLCite \textit{B. Wong}, Stat. Probab. Lett. 79, No. 7, 880--883 (2009; Zbl 1170.60316) Full Text: DOI
Wong, Bernard; Heyde, C. C. On changes of measure in stochastic volatility models. (English) Zbl 1147.60321 J. Appl. Math. Stochastic Anal. 2006, Article ID 18130, 13 p. (2006). MSC: 60H30 35R60 60H10 91B28 PDFBibTeX XMLCite \textit{B. Wong} and \textit{C. C. Heyde}, J. Appl. Math. Stochastic Anal. 2006, Article ID 18130, 13 p. (2006; Zbl 1147.60321) Full Text: DOI EuDML
Wong, Bernard; Heyde, C. C. On the martingale property of stochastic exponentials. (English) Zbl 1066.60064 J. Appl. Probab. 41, No. 3, 654-664 (2004). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H30 91B28 PDFBibTeX XMLCite \textit{B. Wong} and \textit{C. C. Heyde}, J. Appl. Probab. 41, No. 3, 654--664 (2004; Zbl 1066.60064) Full Text: DOI Link
Wong, Bernard; Jeffery, Ross Cognitive structures of software evaluation: A means-end chain analysis of quality. (English) Zbl 1029.68931 Bomarius, Frank (ed.) et al., Product focused software process improvement. 3rd international conference, PROFES 2001, Kaiserslautern, Germany, September 10-13, 2001. Proceedings. Berlin: Springer. Lect. Notes Comput. Sci. 2188, 6-26 (2001). MSC: 68U99 68N99 PDFBibTeX XMLCite \textit{B. Wong} and \textit{R. Jeffery}, Lect. Notes Comput. Sci. 2188, 6--26 (2001; Zbl 1029.68931) Full Text: Link