Prof Benjamin Avanzi
Professor
Department of Economics
67 Scholarly works
3 Projects
HIGHLIGHTS
2026
Journal article
Distributional refinement network: Distributional forecasting via deep learning
DOI: 10.1016/j.insmatheco.2026.1032462025
Research contracts (non-grants)
Motor Accident Insurance Commission: Application of Neural Network Forecast of Ultimate Insurance Claim Sizes to Real Data
2025
Journal article
On the Evolution of Data Breach Reporting Patterns and Frequency in the United States: A Cross-State Analysis
DOI: 10.1080/10920277.2025.24574912024
Journal article
Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
DOI: 10.1017/asb.2024.72024
Journal article
Optimal reinsurance design under solvency constraints
DOI: 10.1080/03461238.2023.22574052020
Research grants (ARC, NHMRC, MRFF)
Extreme Value Theory Approaches to Insurance in a Catastrophic ENvironment
2020
Research Grant
Modelling Claim Dependencies for the General Insurance Industry With Economic Capital in View: An Innovative Approach With Stochastic Processes
RECENT SCHOLARLY WORKS
2024
Journal article
On the impact of outliers in loss reserving
DOI: 10.1007/s13385-023-00356-22024
Journal article
Detection and treatment of outliers for multivariate robust loss reserving
DOI: 10.1017/S17484995230001552024
Journal article
Optimal strategies for the decumulation of retirement savings under differing appetites for liquidity and investment risks
DOI: 10.1007/s10203-024-00448-y2024
Journal article
Ensemble distributional forecasting for insurance loss reserving
DOI: 10.1080/03461238.2024.23653922023
Journal article
On the surplus management of funds with assets and liabilities in presence of solvency requirements
DOI: 10.1080/03461238.2022.21167252023
Journal article
Stable dividends under linear-quadratic optimisation
DOI: 10.1080/14697688.2023.2227661