By Professor Bernard Ho Yin Wong

Preprints

Avanzi B; Tan X; Taylor G; Wong B, 2023, Cyber Insurance Risk: Reporting Delays, Third-Party Cyber Events, and Changes in Reporting Propensity -- An Analysis Using Data Breaches Published by U.S. State Attorneys General, , http://dx.doi.org/10.48550/arxiv.2310.04786

Avanzi B; Li Y; Wong B; Xian A, 2022, Ensemble distributional forecasting for insurance loss reserving, , http://dx.doi.org/10.48550/arxiv.2206.08541

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; Lavender M; Taylor G; Wong B, 2022, Detection and treatment of outliers for multivariate robust loss reserving, , http://dx.doi.org/10.48550/arxiv.2203.03874

Avanzi B; Lavender M; Taylor G; Wong B, 2022, On the impact of outliers in loss reserving, , http://dx.doi.org/10.48550/arxiv.2203.00184

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; Wang M; Wong B, 2020, SynthETIC: an individual insurance claim simulator with feature control, , http://dx.doi.org/10.48550/arxiv.2008.05693

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; 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; 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

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