Benjamin Avanzi
Title
Cited by
Cited by
Year
Strategies for dividend distribution: a review
B Avanzi
North American Actuarial Journal 13 (2), 217-251, 2009
2002009
Optimal dividends in the dual model
B Avanzi, HU Gerber, ESW Shiu
Insurance: Mathematics and Economics 41 (1), 111-123, 2007
1932007
Optimal dividends in the dual model with diffusion
B Avanzi, HU Gerber
ASTIN Bulletin 38 (2), 653-667, 2008
1022008
On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency
B Avanzi, E Cheung, B Wong, JK Woo
Insurance: Mathematics and Economics 52 (1), 98-113, 2012
742012
Optimal dividends and capital injections in the dual model with diffusion
B Avanzi, J Shen, B Wong
ASTIN Bulletin 41 (2), 611-644, 2011
642011
On optimal periodic dividend strategies in the dual model with diffusion
B Avanzi, V Tu, B Wong
Insurance: Mathematics and Economics 55, 210-224, 2014
572014
Optimal sourcing and lead‐time reduction under evolutionary demand risk
S De Treville, N Schürhoff, L Trigeorgis, B Avanzi
Production and Operations Management 23 (12), 2103-2117, 2014
382014
On a mean reverting dividend strategy with Brownian motion
B Avanzi, B Wong
Insurance: Mathematics and Economics 51 (2), 229-238, 2012
222012
A Micro-Level Claim Count Model with Overdispersion and Reporting Delays
B Avanzi, B Wong, X Yang
Insurance: Mathematics and Economics 71, 1-14, 2016
192016
Correlations between Insurance Lines of Business: An Illusion or a Real Phenomenon? Some Methodological Considerations
B Avanzi, G Taylor, B Wong
ASTIN Bulletin 46 (2), 225-263, 2015
18*2015
Real options at the interface of finance and operations: exploiting embedded supply-chain real options to gain competitiveness
B Avanzi, I Bicer, S De Treville, L Trigeorgis
The European Journal of Finance 19 (7-8), 760-778, 2013
162013
What is it that makes the Swiss annuitize? A description of the Swiss retirement system
B Avanzi
Australian Actuarial Journal 16 (2), 145-162, 2010
162010
Constructing useful theory: The case of Six Sigma
S de Treville, NM Edelson, AN Kharkar, B Avanzi
Operations management research 1 (1), 15-23, 2008
16*2008
On Optimal Joint Reflective and Refractive Dividend Strategies in Spectrally Positive Lévy Models
B Avanzi, JL Pérez, B Wong, K Yamazaki
Insurance: Mathematics and Economics 72, 148 - 162, 2017
152017
Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach
B Avanzi, G Taylor, PA Vu, B Wong
Insurance: Mathematics and Economics 71, 63-78, 2016
152016
Modelling dependence in insurance claims processes with Lévy copulas
B Avanzi, L Cassar, B Wong
ASTIN Bulletin 41 (2), 575, 2011
152011
A Note on Realistic Dividends in Actuarial Surplus Models
B Avanzi, V Tu, B Wong
Risks, 2016
142016
Annuitisation and Cross-Subsidies in a Two-Tiered Retirement Saving System
B Avanzi, S Purcal
Annals of Actuarial Science 8 (2), 234-252, 2014
11*2014
On the Interface between Optimal Periodic and Continuous Dividend Strategies in the Presence of Transaction Costs
B Avanzi, V Tu, B Wong
ASTIN Bulletin 46 (3), 709-746, 2016
82016
Optimal Dividends Under Erlang (2) Inter-Dividend Decision Times
B Avanzi, V Tu, B Wong
Insurance: Mathematics and Economics 79, 225-242, 2018
62018
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