By Professor Bernard Ho Yin Wong

Journal articles

Avanzi B; Lavender M; Taylor G; Wong B, 2024, 'On the impact of outliers in loss reserving', European Actuarial Journal, 14, pp. 257 - 296, http://dx.doi.org/10.1007/s13385-023-00356-2

Avanzi B; Lavender M; Taylor G; Wong B, 2024, 'Detection and treatment of outliers for multivariate robust loss reserving', Annals of Actuarial Science, 18, pp. 102 - 125, http://dx.doi.org/10.1017/S1748499523000155

Avanzi B; Chen P; Henriksen LFB; Wong B, 2023, 'On the surplus management of funds with assets and liabilities in presence of solvency requirements', Scandinavian Actuarial Journal, 2023, pp. 477 - 508, http://dx.doi.org/10.1080/03461238.2022.2116725

Al-Mudafer MT; Avanzi B; Taylor G; Wong B, 2022, 'Stochastic loss reserving with mixture density neural networks', Insurance: Mathematics and Economics, 105, pp. 144 - 174, http://dx.doi.org/10.1016/j.insmatheco.2022.03.010

Avanzi B; Lau H; Wong B, 2021, 'On the optimality of joint periodic and extraordinary dividend strategies', European Journal of Operational Research, 295, pp. 1189 - 1210, http://dx.doi.org/10.1016/j.ejor.2021.04.033

Avanzi B; Taylor G; Wang M; Wong B, 2021, 'SynthETIC: An individual insurance claim simulator with feature control', Insurance Mathematics and Economics, 100, pp. 296 - 308, http://dx.doi.org/10.1016/j.insmatheco.2021.06.004

Avanzi B; Boglioni Beaulieu G; Lafaye de Micheaux P; Ouimet F; Wong B, 2021, 'A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables', Journal of Mathematical Analysis and Applications, 499, http://dx.doi.org/10.1016/j.jmaa.2021.124982

Avanzi B; Taylor G; Wong B; Yang X, 2021, 'On the modelling of multivariate counts with Cox processes and dependent shot noise intensities', Insurance: Mathematics and Economics, 99, pp. 9 - 24, http://dx.doi.org/10.1016/j.insmatheco.2021.01.002

Avanzi B; Taylor G; Wong B; Xian A, 2021, 'Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework', European Journal of Operational Research, 290, pp. 177 - 195, http://dx.doi.org/10.1016/j.ejor.2020.07.022

Avanzi B; Taylor G; Vu PA; Wong B, 2021, 'On unbalanced data and common shock models in stochastic loss reserving', Annals of Actuarial Science, 15, pp. 173 - 203, http://dx.doi.org/10.1017/S1748499520000196

Avanzi B; Lau H; Wong B, 2021, 'Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs', Scandinavian Actuarial Journal, 2021, pp. 645 - 670, http://dx.doi.org/10.1080/03461238.2020.1869069

Avanzi B; Lau H; Wong B, 2020, 'Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs', Insurance: Mathematics and Economics, 93, pp. 315 - 332, http://dx.doi.org/10.1016/j.insmatheco.2020.05.012

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', Journal of Mathematical Analysis and Applications, 499, pp. 124982, http://dx.doi.org/10.1016/j.jmaa.2021.124982

Avanzi B; Taylor G; Vu PA; Wong B, 2020, 'A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving', Insurance: Mathematics and Economics, 93, pp. 50 - 71, http://dx.doi.org/10.1016/j.insmatheco.2020.04.007

Avanzi B; Tu V; Wong B, 2018, 'Optimal Dividends Under Erlang(2) Inter-Dividend Decision Times', Insurance: Mathematics and Economics, 79, pp. 225 - 242, http://dx.doi.org/10.1016/j.insmatheco.2018.01.009

Avanzi B; Taylor G; Wong B, 2018, 'Common shock models for claim arrays', ASTIN Bulletin, 48, pp. 1109 - 1136, http://dx.doi.org/10.1017/asb.2018.18

Avanzi B; Henriksen LFB; Wong B, 2018, 'On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements', ASTIN Bulletin, 48, pp. 647 - 672, http://dx.doi.org/10.1017/asb.2017.42

Avanzi B; Pérez JL; Wong B; Yamazaki K, 2017, 'On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models', Insurance: Mathematics and Economics, 72, pp. 148 - 162, http://dx.doi.org/10.1016/j.insmatheco.2016.10.010

Avanzi B; Taylor G; Wong B, 2016, 'Correlations between insurance lines of business: An illusion or a real phenomenon? Some methodological considerations', ASTIN Bulletin, 46, pp. 225 - 263, http://dx.doi.org/10.1017/asb.2015.31

Avanzi B; Tao J; Wong B; Yang X, 2016, 'Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas', Annals of Actuarial Science, 10, pp. 87 - 117, http://dx.doi.org/10.1017/S1748499515000135

Avanzi B; Wong B; Yang X, 2016, 'A micro-level claim count model with overdispersion and reporting delays', Insurance: Mathematics and Economics, 71, pp. 1 - 14, http://dx.doi.org/10.1016/j.insmatheco.2016.07.002

Avanzi B; Taylor GC; Vu PA; Wong B, 2016, 'Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach', Insurance: Mathematics and Economics, 71, pp. 63 - 78, http://dx.doi.org/10.1016/j.insmatheco.2016.08.006

Avanzi B; Tu V; Wong B, 2016, 'A Note on Realistic Dividends in Actuarial Surplus Models', Risks, 4, pp. 37 - 37, http://dx.doi.org/10.3390/risks4040037

Avanzi B; Tu V; Wong B, 2016, 'On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs', Astin Bulletin: The Journal of the ASTIN and AFIR Sections of the International Actuarial Association, 46, pp. 709 - 746, http://dx.doi.org/10.1017/asb.2016.17

Avanzi B; Tu V; Wong B, 2014, 'On optimal periodic dividend strategies in the dual model with diffusion', Insurance: Mathematics and Economics, 55, pp. 210 - 224, http://dx.doi.org/10.1016/j.insmatheco.2014.01.005

Cheung E, 2013, 'On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency', Insurance: Mathematics and Economics, pp. 98 - 113, http://dx.doi.org/10.1016/j.insmatheco.2012.10.008

Avanzi B; Wong BH, 2012, 'On a mean reverting dividend strategy with Brownian motion', Insurance: Mathematics and Economics, 51, pp. 229 - 238, http://dx.doi.org/10.1016/j.insmatheco.2012.04.002

Avanzi B; Cassar LC; Wong BH, 2011, 'Modelling Dependence in Insurance Claims Processes with Lévy Copulas', ASTIN Bulletin, 41, pp. 575 - 609, https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/article/div-classtitlemodelling-dependence-in-insurance-claims-processes-with-levy-copulasdiv/71D90357773617C5A45E9B8D611A1E00

Avanzi B; Shen J; Wong BH, 2011, 'Optimal Dividends and Capital Injections in the Dual Model with Diffusion', ASTIN Bulletin, 41, pp. 611 - 644, https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/article/div-classtitleoptimal-dividends-and-capital-injections-in-the-dual-model-with-diffusiondiv/84C5BBFAD54ED4A5DE444C5DAA77C51F

Wong BH; Lim A, 2010, 'A benchmarking approach to optimal asset allocation for insurers and pension funds', Insurance Mathematics and Economics, 46, pp. 317 - 327, http://dx.doi.org/10.1016/j.insmatheco.2009.11.005

Avanzi B; Shen J; Wong B, 'Optimal Dividends and Capital Injections in the Dual Model with Diffusion', SSRN Electronic Journal, http://dx.doi.org/10.2139/ssrn.1709174

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