On a mean reverting dividend strategy with Brownian motion

von Avanzi, Benjamin
Veröffentlicht in Insurance / Mathematics & economics (2012)

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

von Avanzi, Benjamin
Veröffentlicht in Annals of actuarial science (2014)

On the optimality of joint periodic and extraordinary dividend strategies

von Avanzi, Benjamin
Veröffentlicht in European journal of operational research (2021)

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

von Avanzi, Benjamin
Veröffentlicht in Insurance / Mathematics & economics (2018)

Common shock models for claim arrays

von Avanzi, Benjamin
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2018)

Correlations between insurance lines of business : an illusion or a real phenomenon? : some methodological considerations

von Avanzi, Benjamin
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2016)

Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs

von Avanzi, Benjamin
Veröffentlicht in Insurance / Mathematics & economics (2020)

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

von Avanzi, Benjamin
Veröffentlicht in Insurance / Mathematics & economics (2016)

On optimal periodic dividend strategies in the dual model with diffusion

von Avanzi, Benjamin
Veröffentlicht in Insurance / Mathematics & economics (2014)

On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs

von Avanzi, Benjamin
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2016)

On the modelling of multivariate counts with Cox processes and dependent shot noise intensities

von Avanzi, Benjamin
Veröffentlicht in Insurance / Mathematics & economics (2021)

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

von Avanzi, Benjamin
Veröffentlicht in Annals of actuarial science (2016)

SynthETIC : an individual insurance claim simulator with feature control

von Avanzi, Benjamin
Veröffentlicht in Insurance / Mathematics & economics (2021)

Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework

von Avanzi, Benjamin
Veröffentlicht in European journal of operational research (2021)

On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements

von Avanzi, Benjamin
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2018)

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

von Avanzi, Benjamin
Veröffentlicht in Insurance / Mathematics & economics (2017)

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

Veröffentlicht in The European journal of finance (2013)

Optimal dividends in the dual model

von Avanzi, Benjamin
Veröffentlicht in Insurance / Mathematics & economics (2007)

Stochastic loss reserving with dependence : a flexible multivariate Tweedie approach

von Avanzi, Benjamin
Veröffentlicht in Insurance / Mathematics & economics (2016)

Optimal sourcing and lead-time reduction under evolutionary demand risk

Veröffentlicht in Production and operations management (2014)