By Professor Bernard Ho Yin Wong

Preprints

Avanzi B; Li Y; Taylor G; Wong B, 2026, Dynamic Financial Analysis (DFA) of General Insurers under Climate Change, http://dx.doi.org/10.48550/arxiv.2508.16444

Avanzi B; Richman R; Wong B; Wüthrich M; Xie Y, 2026, Reinforcement Learning for Micro-Level Claims Reserving, http://dx.doi.org/10.48550/arxiv.2601.07637

Avanzi B; Lambrianidis M; Taylor G; Wong B, 2025, On the use of case estimate and transactional payment data in neural networks for individual loss reserving, http://dx.doi.org/10.48550/arxiv.2601.05274

Laub PJ; Pho T; Wong B, 2025, An Interpretable Deep Learning Model for General Insurance Pricing, http://dx.doi.org/10.48550/arxiv.2509.08467

Avanzi B; Tan X; Taylor G; Wong B, 2024, On the evolution of data breach reporting patterns and frequency in the United States: a cross-state analysis, http://dx.doi.org/10.48550/arxiv.2310.04786

Avanzi B; Dong E; Laub PJ; Wong B, 2024, Distributional Refinement Network: Distributional Forecasting via Deep Learning, http://dx.doi.org/10.48550/arxiv.2406.00998

Avanzi B; Li Y; Wong B; Xian A, 2024, Ensemble distributional forecasting for insurance loss reserving, http://dx.doi.org/10.48550/arxiv.2206.08541

Avanzi B; Lavender M; Taylor G; Wong B, 2023, On the impact of outliers in loss reserving, http://dx.doi.org/10.48550/arxiv.2203.00184

Avanzi B; Lavender M; Taylor G; Wong B, 2023, Detection and treatment of outliers for multivariate robust loss reserving, http://dx.doi.org/10.48550/arxiv.2203.03874

Avanzi B; Taylor G; Wang M; Wong B, 2023, Machine Learning with High-Cardinality Categorical Features in Actuarial Applications, http://dx.doi.org/10.48550/arxiv.2301.12710

Avanzi B; Chen P; Henriksen LFB; Wong B, 2022, On the surplus management of funds with assets and liabilities in presence of solvency requirements, http://dx.doi.org/10.48550/arxiv.2203.05139

Avanzi B; Li Y; Wong B; Xian A, 2022, Ensemble Distributional Forecasting for Insurance Loss Reserving, http://dx.doi.org/10.2139/ssrn.4146131

Avanzi B; Taylor GC; Wang M; Wong B, 2021, SynthETIC: an individual insurance claim simulator with feature control, http://dx.doi.org/10.48550/arxiv.2008.05693

Al-Mudafer MT; Avanzi B; Taylor G; Wong B, 2021, Stochastic loss reserving with mixture density neural networks, http://dx.doi.org/10.48550/arxiv.2108.07924

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; Lau H; Wong B, 2020, On the optimality of joint periodic and extraordinary dividend strategies, http://dx.doi.org/10.48550/arxiv.2006.00717

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; Taylor GC; Vu PA; Wong B, 2020, On unbalanced data and common shock models in stochastic loss reserving, http://dx.doi.org/10.48550/arxiv.2005.03500

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; Boglioni Beaulieu G; Lafaye de Micheaux P; Ouimet F; Wong B, 2020, A counterexample to the central limit theorem for pairwise independent random variables having a common arbitrary margin, http://arxiv.org/abs/2003.01350

Avanzi B; Beaulieu GB; de Micheaux PL; Wong B, 2020, 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; Taylor G; Wong B; Xian A, 2019, Modelling and Understanding Count Processes Through a Markov-Modulated Non-Homogeneous Poisson Process Framework, http://dx.doi.org/10.2139/ssrn.3354342

Avanzi B; Tu V; Wong B, 2017, Optimal Dividends Under Erlang(2) Inter-Dividend Decision Times, http://dx.doi.org/10.2139/ssrn.2996146

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

Avanzi B; Pérez J-L; Wong B; Yamazaki K, 2016, On Optimal Joint Reflective and Refractive Dividend Strategies in Spectrally Positive Lévy Processes, http://dx.doi.org/10.2139/ssrn.2805454

Avanzi B; Taylor G; Wong B, 2016, Common Shock Models for Claim Arrays, http://dx.doi.org/10.2139/ssrn.2881058

Avanzi B; Taylor G; Vu PA; Wong B, 2016, Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach, http://dx.doi.org/10.2139/ssrn.2753540

Avanzi B; Wong B; Yang X, 2015, A Micro-Level Claim Count Model with Overdispersion and Reporting Delays, http://dx.doi.org/10.2139/ssrn.2705241

Avanzi B; Tu V; Wong B, 2015, 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; Tu V; Wong B, 2015, 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, 2014, Capturing Non-Exchangeable Dependence in Multivariate Loss Processes with Nested Archimedean Lévy Copulas, http://dx.doi.org/10.2139/ssrn.2461693

Wong B; Lim AEB, 2009, A Benchmarking Approach to Optimal Asset Allocation for Insurers and Pension Funds, http://dx.doi.org/10.2139/ssrn.1448376

Avanzi B; Wong B, 2009, On a Mean Reverting Dividend Strategy with Brownian Motion, http://dx.doi.org/10.2139/ssrn.1504401

Wong B, 2008, 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; 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

Wong B, Explicit Construction of Stochastic Exponentials with Arbitrary Expectation K$/In$(0,1), http://dx.doi.org/10.2139/ssrn.1299315

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; 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; 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

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