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Australian School of Business > Schools
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Benjamin Avanzi
Lic. oec. (UNIL)
PhD. (UNIL)
Senior Lecturer of Actuarial Studies
Benjamin joined the University of New South Wales in July 2008. He was previously a casual lecturer at the University of Lausanne (operations management and actuarial science) from 2005 to 2008, as well as at the Bordeaux Business School in 2005 (operations management). He is engaged in consulting activities, and was CEO and Chairman of the Board of a pension fund in Switzerland (about 200 employers and 2000 insureds) from 2006 to 2008. He worked for companies such as Nestle (headquarters in Vevey, Switzerland) and La Suisse insurance group (Lausanne, Switzerland).
Benjamin has a PhD from the Faculty of Business and Administration of the University of Lausanne (Switzerland) in the area of risk theory. He is a member of the Swiss Association of Actuaries, an Affiliate member of the Institute of Actuaries of Australia (IAAust), as well as a member of the American Risk and Insurance Association (ARIA). In 2011, he won the Australian School of Business Teaching Excellence Award for “Outstanding Technology-Enabled Teaching Innovation”.
Publications
Peer-reviewed journals
- Avanzi, B., Shen, J., Wong, B. (2011), 'Optimal dividends and capital injections in the dual model with diffusion', ASTIN Bulletin, 41:2, pp. 611-644
- Avanzi, B., Cassar, L., Wong, B. (2011), 'Modelling Dependence in Insurance Claims Processes with Lévy Copulas', ASTIN Bulletin, 41:2, pp. 575-609
- Avanzi, B. (2010), 'What is it that makes the Swiss annuitise? A description of the Swiss retirement system', Australian Actuarial Journal, 16:2, pp. 145-162
- Avanzi, B. (2009), 'Strategies for Dividend Distribution: A Review', North American Actuarial Journal, 13:2, pp. 217-251
- de Treville, S., Edelson, N. M., Kharkar, A. N., Avanzi, B. (2009), 'Constructing useful theory: The case of Six Sigma', Operations Management Research, 1:1, p. 15-23
- Avanzi, B., Gerber, H. U. (2008), 'Optimal dividends in the dual model with diffusion', ASTIN Bulletin, 38:2, p. 653-667
- Avanzi, B., Gerber, H. U., Shiu, E. S.W. (2007), 'Optimal dividends in the dual model', Insurance: Mathematics and Economics, 41:1, p. 111-123
Working papers
Conference proceedings
- Avanzi, B., Wong, B. (2010), 'On a mean reverting dividend strategy with Brownian motion', 6th Conference in Actuarial Science and Finance, Samos, Greece
- Avanzi, B., de Treville, S. (2006), 'Demand Estimation Through Credibility Theory', 17th Annual Conference of POMS, Boston
- de Treville, S., Edelson, N. M., Kharkar, A. N., Avanzi, B. (2005), 'Can we develop theory around Six Sigma? Should we care?', 16th Annual Conference of POMS, Chicago
- Boisvert, C., de Treville, S., Oyon, D., Avanzi, B. (2004) 'The Impact of Performance Measurement Systems on Lead Time Reduction', CRITOM Conference, Bocconi University
Miscellaneous
- Avanzi, B. (2008), 'On Optimal Dividend Strategies: Review and Dual Model'. PhD Thesis, University of Lausanne
Research interests
- Social security and pensions
- Risk theory
- Surplus models with dividend strategies
- Dependence modelling
- Risk modelling in operations management
Research grants
2012: Chief Investigator (with Greg Taylor and Bernard Wong)
- Australian Actuarial Research Grant, Institute of Actuaries of Australia, AUD 35,000
- An innovative approach to stochastic claims reserving with dependence
2012: Chief Investigator
- Australian School of Business Special Research Grant, AUD 9,000
- Towards more realistic dividend strategies in surplus models for risk businesses
2011: Chief Investigator (with Bernard Wong)
- Australian School of Business Research Grant, AUD 25,000
- Optimal dividend problems in surplus models with stochastic firm prospects
2010: Chief Investigator (with Bernard Wong)
- Australian Actuarial Research Grant, Institute of Actuaries of Australia, AUD 20,000
- On the economic value of aggregating dependent portfolios
2009: Chief Investigator (with John Evans)
- UNSW 2009 International Research Collaboration Scheme, AUD 7,250
- Cross-country study of social security and superannuation systems in Australia, Switzerland, and the Philippines
2009: Chief Investigator
- Australian School of Business Research Grant, AUD 18,000
- Mathematical modelling of the capital of risk businesses with dividend pay-outs
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- ACTL2001 Financial Mathematics
| - ACTL5102 Financial Mathematics for Actuaries
| - ACTL5106 Insurance Risk Models
| - ACTL4003 Research Topics in Actuarial Studies
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