Avanzi, Benjamin

1. Optimal reinsurance design under solvency constraints
   2022/03/30 by Benjamin Avanzi, Avanzi, Benjamin, Hayden Lau +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #62P05 #91B30 #91G70 #93E20 #FOS: Economics and business #FOS: Mathematics #Insurance and Financial Risk Management #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
2. Ensemble distributional forecasting for insurance loss reserving
   2022/06/17 by Benjamin Avanzi, Avanzi, Benjamin, Yan‐Feng Li +5 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #62P05 #91B30 #91G60 #91G70 #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #Insurance and Financial Risk Management #Insurance, Mortality, Demography, Risk Management #Methodology (stat.ME) #Probability and Risk Models #Risk Management (q-fin.RM)