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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

67 Scholarly works
3 Projects

HIGHLIGHTS

  • 2026

    Journal article

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


2023
Hachemeister Prize Casualty Actuarial Society (CAS)
2023
Highly Commended Paper Prize Institute and Faculty of Actuaries
2018
Taylor Fry General Insurance Seminar Silver Prize Australian Actuaries Institute
2018
The Dean’s Distinguished Leadership Award UNSW

RECENT SCHOLARLY WORKS

  • 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
  • 2023

    Journal article

    On the surplus management of funds with assets and liabilities in presence of solvency requirements
    DOI: 10.1080/03461238.2022.2116725
  • 2023

    Journal article

    Stable dividends under linear-quadratic optimisation
    DOI: 10.1080/14697688.2023.2227661

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