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Email

b.avanzi@unimelb.edu.au

Credentials


Position
Professor
Department of Economics
Education
PhD
University of Lausanne
Masters
University of Lausanne
ORCID

0000-0002-5424-4292

Prof Benjamin Avanzi

Professor
Department of Economics

69 Scholarly works
3 Projects

HIGHLIGHTS

  • 2026

    Journal article

    Distributional refinement network: Distributional forecasting via deep learning
    DOI: 10.1016/j.insmatheco.2026.103246
  • 2026

    Journal article

    Dynamic Financial Analysis (DFA) of general insurers under climate change
    DOI: 10.1017/asb.2026.10102
  • 2026

    Report

    Evaluation of the Resilient Homes Fund
  • 2025

    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: 10.1080/10920277.2025.2457491
  • 2020

    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
Benjamin Avanzi

Latest Honours,
Awards and Fellowships


2025
<p><span><strong>Melville Actuaries Summit Prize</strong>, awarded by the Australian Actuaries Institute for the paper </span><a target="_blank" href="https://content.actuaries.asn.au/resources/resource-ce6yyqn64sx3-786882053-16099" rel="noopener"><span>Dynamic Financial Analysis (DFA) of General Insurers under Climate Change</span></a> which was presented at the 2025 All-Actuaries Summit (Sydney, Australia).</p> Australian Actuaries Institute
2025
<p><span><strong>Carol Dolan Actuaries Summit Prize</strong>, awarded by the Australian Actuaries Institute for the paper </span><a target="_blank" href="https://content.actuaries.asn.au/resources/resource-ce6yyqn64sx3-786882053-16099" rel="noopener"><span><span>Dynamic Financial Analysis (DFA) of General Insurers under Climate Change</span></span></a><span> which was presented at the 2025 All-Actuaries Summit (Sydney, Australia).</span></p> Australian Actuaries Institute
2024
<p><span><strong>Prize for Exceptional Distinction in Research</strong>: Research Excellence (Level D-E) category, The University of Melbourne Faculty of Business and Economics and Melbourne Business School Deans’ Excellence Awards.</span></p> University of Melbourne
2023
<p><span><strong>Hachemeister Prize</strong>, awarded by the Casualty Actuarial Society (CAS) for the paper </span><a target="_blank" href="https://doi.org/10.1080/03461238.2024.2365392" rel="noopener"><span><span>Ensemble distributional forecasting for insurance loss reserving</span></span></a><span> which was presented at the 2022 ASTIN Colloquium</span></p> Casualty Actuarial Society (CAS)

RECENT SCHOLARLY WORKS

  • 2024

    Journal article

    Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
    DOI: 10.1017/asb.2024.7
  • 2024

    Journal article

    Optimal reinsurance design under solvency constraints
    DOI: 10.1080/03461238.2023.2257405
  • 2024

    Journal article

    On the impact of outliers in loss reserving
    DOI: 10.1007/s13385-023-00356-2
  • 2024

    Journal article

    Detection and treatment of outliers for multivariate robust loss reserving
    DOI: 10.1017/S1748499523000155
  • 2024

    Journal article

    Optimal strategies for the decumulation of retirement savings under differing appetites for liquidity and investment risks
    DOI: 10.1007/s10203-024-00448-y
  • 2024

    Journal article

    Ensemble distributional forecasting for insurance loss reserving
    DOI: 10.1080/03461238.2024.2365392

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