Benjamin Avanzi

Available identifiers

zbMath Open avanzi.benjaminMaRDI QIDQ506081

List of research outcomes

Publication	Date of Publication	Type
Optimal reinsurance design under solvency constraints	2024-04-10	Paper
Stable dividends under linear-quadratic optimisation	2023-09-25	Paper
On the surplus management of funds with assets and liabilities in presence of solvency requirements	2023-06-09	Paper
Stochastic loss reserving with mixture density neural networks	2022-07-15	Paper
Strategies for Dividend Distribution: A Review	2022-02-11	Paper
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs	2021-12-08	Paper
On the optimality of joint periodic and extraordinary dividend strategies	2021-11-09	Paper
SynthETIC: an individual insurance claim simulator with feature control	2021-10-19	Paper
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities	2021-07-06	Paper
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework	2021-06-03	Paper
A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables	2021-03-30	Paper
SynthETIC: an individual insurance claim simulator with feature control	2020-08-13	Paper
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving	2020-08-03	Paper
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs	2020-08-03	Paper
COMMON SHOCK MODELS FOR CLAIM ARRAYS	2018-10-19	Paper
ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS	2018-06-06	Paper
CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS	2018-06-04	Paper
ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS	2018-06-04	Paper
Optimal dividends under Erlang(2) inter-dividend decision times	2018-04-12	Paper
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models	2017-01-31	Paper
A micro-level claim count model with overdispersion and reporting delays	2016-12-14	Paper
Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach	2016-12-14	Paper
On optimal periodic dividend strategies in the dual model with diffusion	2014-09-22	Paper
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency	2014-07-16	Paper
On a mean reverting dividend strategy with Brownian motion	2014-04-14	Paper
https://portal.mardi4nfdi.de/entity/Q2890526	2012-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q2890528	2012-06-11	Paper
Optimal Dividends in the Dual Model with Diffusion	2009-06-25	Paper
Optimal dividends in the dual model	2007-07-19	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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