By Professor Bernard Ho Yin Wong

Preprints

Avanzi B; Taylor GC; Wong B; Yang X, 2020, On the modelling of multivariate counts with Cox processes and dependent shot noise intensities, http://dx.doi.org/10.48550/arxiv.2004.11169

Avanzi B; Taylor GC; Vu PA; Wong B, 2020, A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving, http://dx.doi.org/10.48550/arxiv.2004.06880

Avanzi B; Lau H; Wong B, 2020, Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs, http://dx.doi.org/10.48550/arxiv.2004.01838

Avanzi B; Taylor G; Wong B; Xian A, 2020, Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework, http://dx.doi.org/10.48550/arxiv.2003.13888

Avanzi B; Lau H; Wong B, 2020, Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs, http://dx.doi.org/10.48550/arxiv.2003.13275

Avanzi B; Beaulieu GB; de Micheaux PL; Ouimet F; Wong B, 2020, A counterexample to the central limit theorem for pairwise independent random variables having a common arbitrary margin, http://dx.doi.org/10.48550/arxiv.2003.01350

Avanzi B; Pérez J-L; Wong B; Yamazaki K, 2016, On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models, http://dx.doi.org/10.48550/arxiv.1607.01902

Wong B; Lim AEB, A Benchmarking Approach to Optimal Asset Allocation for Insurers and Pension Funds, http://dx.doi.org/10.2139/ssrn.1448376

Avanzi B; Boglioni Beaulieu G; Lafaye de Micheaux P; Wong B, A Counterexample to the Central Limit Theorem for Pairwise Independent Random Variables Having a Common Absolutely Continuous Arbitrary Margin, http://dx.doi.org/10.2139/ssrn.3547890

Avanzi B; Wong B; Yang X, A Micro-Level Claim Count Model with Overdispersion and Reporting Delays, http://dx.doi.org/10.2139/ssrn.2705241

Avanzi B; Taylor G; Vu PA; Wong B, A Multivariate Evolutionary Generalised Linear Model Framework with Adaptive Estimation for Claims Reserving, http://dx.doi.org/10.2139/ssrn.3413016

Avanzi B; Taylor G; Wong B; Yang X, A Multivariate Micro-Level Insurance Counts Model With a Cox Process Approach, http://dx.doi.org/10.2139/ssrn.3354434

Avanzi B; Tu V; Wong B, A Note on Realistic Dividends in Actuarial Surplus Models, http://dx.doi.org/10.2139/ssrn.2691226

Avanzi B; Tao J; Wong B; Yang X, Capturing Non-Exchangeable Dependence in Multivariate Loss Processes with Nested Archimedean LLvy Copulas, http://dx.doi.org/10.2139/ssrn.2461693

Avanzi B; Taylor G, Common Shock Models for Claim Arrays, http://dx.doi.org/10.2139/ssrn.2881058

Li Y; Avanzi B; Wong B; Xian A, Ensemble Distributional Forecasting for Insurance Loss Reserving, http://dx.doi.org/10.2139/ssrn.4146131

Avanzi B; Taylor G; Wong B; Xian A, Inference of Counts Using Markov-Modulated Non-Homogeneous Poisson Processes, http://dx.doi.org/10.2139/ssrn.3354342

Avanzi B; Wong B, On a Mean Reverting Dividend Strategy with Brownian Motion, http://dx.doi.org/10.2139/ssrn.1504401

Wong B, On Modelling Long Term Stock Returns with Ergodic Diffusion Processes: Arbitrage and Arbitrage-Free Specifications, http://dx.doi.org/10.2139/ssrn.1303845

Avanzi B; PPrez J-L; Yamazaki K, On Optimal Joint Reflective and Refractive Dividend Strategies in Spectrally Positive LLvy Processes, http://dx.doi.org/10.2139/ssrn.2805454

Avanzi B; Tu V; Wong B, On Optimal Periodic Dividend Strategies in the Dual Model with Diffusion, http://dx.doi.org/10.2139/ssrn.2328577

Avanzi B, On the Distribution of the Excedents of Funds with Assets and Liabilities in Presence of Solvency and Recovery Requirements, http://dx.doi.org/10.2139/ssrn.2824887

Avanzi B; Tu V; Wong B, On the Interface between Optimal Periodic and Continuous Dividend Strategies in the Presence of Transaction Costs, http://dx.doi.org/10.2139/ssrn.2588037

Avanzi B; Taylor G; Vu PA; Wong B, On Unbalanced Data and Common Shock Models in Stochastic Loss Reserving, http://dx.doi.org/10.2139/ssrn.3303255

Avanzi B; Tu V; Wong B, Optimal Dividends Under Erlang(2) Inter-Dividend Decision Times, http://dx.doi.org/10.2139/ssrn.2996146

Avanzi B; Lau H; Wong B, Optimal Periodic Dividend Strategies for Spectrally Positive Lévy Risk Processes With Fixed Transaction Costs, http://dx.doi.org/10.2139/ssrn.3303250

Avanzi B; Taylor G; Vu PA, Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach, http://dx.doi.org/10.2139/ssrn.2753540

Other

Avanzi B; Taylor G; Wong B, 2014, Research into claim dependencies: an industry and academic collaboration, Actuaries Institute, http://www.actuaries.digital/2014/08/15/research-into-claim-dependencies-an-industry-and-academic-collaboration/

Back to profile page