All Stories

  1. Optimal dividends under Erlang(2) inter-dividend decision times

    Article • Insurance Mathematics and Economics, March 2018, Elsevier

    Professor Benjamin Avanzi

  2. On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models

    Article • Insurance Mathematics and Economics, January 2017, Elsevier

    Professor Benjamin Avanzi, Prof. José Luis Pérez

  3. A micro-level claim count model with overdispersion and reporting delays

    Article • Insurance Mathematics and Economics, November 2016, Elsevier

    Professor Benjamin Avanzi

  4. Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach

    Article • Insurance Mathematics and Economics, November 2016, Elsevier

    Professor Benjamin Avanzi

  5. A Note on Realistic Dividends in Actuarial Surplus Models

    Article • Risks, October 2016, MDPI AG

    Professor Benjamin Avanzi

  6. On the Interface Between Optimal Periodic and Continuous Dividend Strategies in the Presence of Transaction Costs

    Article • Astin Bulletin, June 2016, Cambridge University Press

    Professor Benjamin Avanzi

  7. Correlations Between Insurance Lines of Business: An Illusion or a Real Phenomenon? Some Methodological Considerations

    Article • Astin Bulletin, January 2016, Cambridge University Press

    Professor Benjamin Avanzi

  8. On Optimal Joint Reflective and Refractive Dividend Strategies in Spectrally Positive LLvy Processes

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Professor Benjamin Avanzi

  9. On the Distribution of the Excedents of Funds with Assets and Liabilities in Presence of Solvency and Recovery Requirements

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Professor Benjamin Avanzi

  10. Common Shock Models for Claim Arrays

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Professor Benjamin Avanzi

  11. Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas

    Article • Annals of Actuarial Science, December 2015, Cambridge University Press

    Professor Benjamin Avanzi

  12. A Note on Realistic Dividends in Actuarial Surplus Models

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Professor Benjamin Avanzi

  13. Is Gamma Frailty a Good Model? Evidence from Canadian Pension Funds

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Professor Benjamin Avanzi

  14. Correlations between Insurance Lines of Business: An Illusion or a Real Phenomenon? Some Methodological Considerations

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Professor Benjamin Avanzi

  15. A Micro-Level Claim Count Model with Overdispersion and Reporting Delays

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Professor Benjamin Avanzi

  16. Annuitisation and cross-subsidies in a two-tiered retirement saving system

    Article • Annals of Actuarial Science, August 2014, Cambridge University Press

    Professor Benjamin Avanzi

  17. Optimal Sourcing and Lead-Time Reduction under Evolutionary Demand Risk

    Article • Production and Operations Management, April 2014, Wiley

    Professor Benjamin Avanzi

  18. On optimal periodic dividend strategies in the dual model with diffusion

    Article • Insurance Mathematics and Economics, March 2014, Elsevier

    Professor Benjamin Avanzi

  19. Capturing Non-Exchangeable Dependence in Multivariate Loss Processes with Nested Archimedean LLvy Copulas

    Article • SSRN Electronic Journal, January 2014, Elsevier

    Professor Benjamin Avanzi

  20. Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach

    Article • SSRN Electronic Journal, January 2014, Elsevier

    Professor Benjamin Avanzi

  21. Real options at the interface of finance and operations: exploiting embedded supply-chain real options to gain competitiveness

    Article • European Journal of Finance, September 2013, Taylor & Francis

    Professor Benjamin Avanzi

  22. On Optimal Periodic Dividend Strategies in the Dual Model with Diffusion

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Professor Benjamin Avanzi

  23. On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency

    Article • Insurance Mathematics and Economics, January 2013, Elsevier

    Professor Benjamin Avanzi

  24. On a mean reverting dividend strategy with Brownian motion

    Article • Insurance Mathematics and Economics, September 2012, Elsevier

    Professor Benjamin Avanzi

  25. Optimal Sourcing and Lead-Time Reduction Under Evolutionary Demand Risk

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Professor Benjamin Avanzi

  26. On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Professor Benjamin Avanzi

  27. On a Generalization of the World Bank Model of Retirement Savings: A Taxonomy of Systems with Two Cross-Subsidized Tiers

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Professor Benjamin Avanzi

  28. Real Options at the Interface of Finance and Operations: Exploiting Embedded Supply Chain Real Options to Gain Competitiveness

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Professor Benjamin Avanzi

  29. Annuitization and Cross-Subsidies in the Swiss System of Retirement Savings

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Professor Benjamin Avanzi

  30. Modelling Dependence in Insurance Claims Processes with Lévy Copulas

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Professor Benjamin Avanzi

  31. What is it That Makes the Swiss Annuitize? A Description of the Swiss Retirement System

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Professor Benjamin Avanzi

  32. Optimal Dividends and Capital Injections in the Dual Model with Diffusion

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Professor Benjamin Avanzi

  33. Strategies for Dividend Distribution: A Review

    Article • North American Actuarial Journal, April 2009, Taylor & Francis

    Professor Benjamin Avanzi

  34. On a Mean Reverting Dividend Strategy with Brownian Motion

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Professor Benjamin Avanzi

  35. Optimal Dividends in the Dual Model with Diffusion

    Article • Astin Bulletin, November 2008, Cambridge University Press

    Professor Benjamin Avanzi

  36. Optimal Dividends in the Dual Model with Diffusion

    Article • Astin Bulletin, November 2008, Cambridge University Press

    Professor Benjamin Avanzi

  37. Constructing useful theory: The case of Six Sigma

    Article • Operations Management Research, July 2008, Springer Science + Business Media

    Professor Benjamin Avanzi

  38. A Review of Modern Collective Risk Theory with Dividend Strategies

    Article • SSRN Electronic Journal, January 2008, Elsevier

    Professor Benjamin Avanzi

  39. Optimal Dividends in the Dual Model with Diffusion

    Article • SSRN Electronic Journal, January 2008, Elsevier

    Professor Benjamin Avanzi

  40. Rethinking Lead Time Reduction Investment: A Real Options Perspective

    Article • SSRN Electronic Journal, January 2008, Elsevier

    Professor Benjamin Avanzi

  41. Optimal dividends in the dual model

    Article • Insurance Mathematics and Economics, July 2007, Elsevier

    Professor Benjamin Avanzi