Edit Profile (opens in new tab) Avanzi, Benjamin Co-Author Distance Author ID: avanzi.benjamin Published as: Avanzi, Benjamin; Avanzi, B. Documents Indexed: 28 Publications since 2007, including 1 Additional arXiv Preprint Co-Authors: 24 Co-Authors with 27 Joint Publications 206 Co-Co-Authors all top 5 Co-Authors 1 single-authored 23 Wong, Bernard 8 Taylor, Greg 4 Lau, Hayden 3 Tu, Vincent 2 Gerber, Hans U. 2 Henriksen, Lars Frederik Brandt 2 Steffensen, Mogens 2 Vu, Phuong Anh 2 Yang, Xinda 1 Al-Mudafer, Muhammed Taher 1 Boglioni Beaulieu, Guillaume 1 Cassar, Luke C. 1 Chen, Ping 1 Cheung, Eric C. K. 1 Falden, Debbie Kusch 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 2 Scandinavian Actuarial Journal 1 Journal of Mathematical Analysis and Applications 1 Quantitative Finance 1 North American Actuarial Journal all top 5 Fields 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Statistics (62-XX) 8 Probability theory and stochastic processes (60-XX) 6 Systems theory; control (93-XX) 2 Mathematics education (97-XX) 1 Partial differential equations (35-XX) 1 Calculus of variations and optimal control; optimization (49-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 24 Publications have been cited 463 times in 280 Documents Cited by ▼ Year ▼ Optimal dividends in the dual model. Zbl 1131.91026 Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 104 2007 Strategies for dividend distribution: a review. Zbl 1483.91177 Avanzi, Benjamin 84 2009 Optimal dividends in the dual model with diffusion. Zbl 1274.91463 Avanzi, Benjamin; Gerber, Hans U. 59 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 52 2013 On optimal periodic dividend strategies in the dual model with diffusion. Zbl 1296.91143 Avanzi, Benjamin; Tu, Vincent; Wong, Bernard 36 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 14 2016 On a mean reverting dividend strategy with Brownian motion. Zbl 1284.91200 Avanzi, Benjamin; Wong, Bernard 13 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 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 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 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 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 optimality of joint periodic and extraordinary dividend strategies. Zbl 1490.91247 Avanzi, Benjamin; Lau, Hayden; Wong, Bernard 3 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 3 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 Common shock models for claim arrays. Zbl 1416.91150 Avanzi, Benjamin; Taylor, Greg; Wong, Bernard 2 2018 SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445 Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard 2 2021 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 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 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 negative Lévy processes with fixed transaction costs. Zbl 1476.91119 Avanzi, Benjamin; Lau, Hayden; Wong, Bernard 3 2021 On the optimality of joint periodic and extraordinary dividend strategies. Zbl 1490.91247 Avanzi, Benjamin; Lau, Hayden; Wong, Bernard 3 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 3 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 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 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 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 Common shock models for claim arrays. Zbl 1416.91150 Avanzi, Benjamin; Taylor, Greg; 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 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 7 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 36 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 52 2013 On a mean reverting dividend strategy with Brownian motion. Zbl 1284.91200 Avanzi, Benjamin; Wong, Bernard 13 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 84 2009 Optimal dividends in the dual model with diffusion. Zbl 1274.91463 Avanzi, Benjamin; Gerber, Hans U. 59 2008 Optimal dividends in the dual model. Zbl 1131.91026 Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 104 2007 all cited Publications top 5 cited Publications all top 5 Cited by 353 Authors 18 Avanzi, Benjamin 17 Yamazaki, Kazutoshi 16 Pérez Garmendia, Jose Luis 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 Palmowski, Zbigniew 7 Zhao, Yongxia 6 Azcue, Pablo 6 Frostig, Esther 6 Landriault, David 6 Muler, Nora E. 6 Taylor, Greg 6 Yao, Dingjun 5 Cheung, Eric C. K. 5 Sendova, Kristina P. 5 Zhou, Xiaowen 5 Zhu, Jinxia 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 Hu, Yijun 4 Jin, Zhuo 4 Li, Zhongfei 4 Tan, Jiyang 4 Wen, Yuzhen 4 Xu, Lin 4 Yang, Chen 4 Yoshioka, Hidekazu 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 Grandits, Peter 3 Lau, Hayden 3 Liu, Zaiming 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 Young, Virginia R. 3 Zou, Bin 2 Avram, Florin 2 Bergel, Agnieszka I. 2 Chen, Mi 2 Ekström, Erik 2 Feng, Runhuan 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 Moreno-Franco, Harold A. 2 Ng, Andrew Cheuk-Yin 2 Ou, Hui 2 Papaioannou, Apostolos D. 2 Pergamenshchikov, Sergeĭ Markovich 2 Ramsden, Lewis 2 Renaud, Jean-François 2 Schuhmann, Patrick 2 Shigida, Boris I. 2 Shiu, Elias S. W. 2 Sun, Fuyun ...and 253 more Authors all top 5 Cited in 74 Serials 59 Insurance Mathematics & Economics 16 Scandinavian Actuarial Journal 16 ASTIN Bulletin 11 Journal of Industrial and Management Optimization 9 Advances in Applied Probability 9 European Journal of Operational Research 8 Applied Mathematics and Computation 8 Communications in Statistics. Theory and Methods 8 Methodology and Computing in Applied Probability 7 Journal of Optimization Theory and Applications 7 Stochastic Models 6 Statistics & Probability Letters 6 Finance and Stochastics 6 European Actuarial Journal 4 Journal of Applied Probability 4 Journal of Computational and Applied Mathematics 4 SIAM Journal on Control and Optimization 4 North American Actuarial Journal 3 Applied Mathematics 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 Mathematical Methods of Operations Research 3 SIAM Journal on Financial Mathematics 2 Operations Research Letters 2 Applied Mathematics. Series B (English Edition) 2 Mathematical Problems in Engineering 2 Mathematical Finance 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 Statistics & Risk Modeling 1 Computers & Mathematics with Applications 1 International Journal of Control 1 Mathematical Methods in the Applied Sciences 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 Journal of Mathematical Sciences (New York) 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 Mathematical Control and Related Fields 1 Dependence Modeling 1 Journal of Function Spaces 1 Cogent Mathematics 1 AIMS Mathematics 1 Mathematical Foundations of Computing all top 5 Cited in 17 Fields 251 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 157 Probability theory and stochastic processes (60-XX) 94 Systems theory; control (93-XX) 60 Statistics (62-XX) 25 Calculus of variations and optimal control; optimization (49-XX) 14 Operations research, mathematical programming (90-XX) 7 Integral equations (45-XX) 6 Partial differential equations (35-XX) 3 Integral transforms, operational calculus (44-XX) 3 Numerical analysis (65-XX) 2 Computer science (68-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 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Mathematics education (97-XX) Citations by Year