| On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency B Avanzi, ECK Cheung, B Wong, JK Woo Insurance: Mathematics and Economics 52 (1), 98-113, 2013 | 92 | 2013 |
| Optimal dividends and capital injections in the dual model with diffusion B Avanzi, J Shen, B Wong ASTIN Bulletin: The Journal of the IAA 41 (2), 611-644, 2011 | 84 | 2011 |
| On changes of measure in stochastic volatility models B Wong, CC Heyde International Journal of Stochastic Analysis 2006 (1), 018130, 2006 | 73 | 2006 |
| On the martingale property of stochastic exponentials B Wong, CC Heyde Journal of Applied Probability 41 (3), 654-664, 2004 | 71 | 2004 |
| On optimal periodic dividend strategies in the dual model with diffusion B Avanzi, V Tu, B Wong Insurance: Mathematics and Economics 55, 210-224, 2014 | 64 | 2014 |
| A micro-level claim count model with overdispersion and reporting delays B Avanzi, B Wong, X Yang Insurance: Mathematics and Economics 71, 1-14, 2016 | 35 | 2016 |
| On a mean reverting dividend strategy with Brownian motion B Avanzi, B Wong Insurance: Mathematics and Economics 51 (2), 229-238, 2012 | 34 | 2012 |
| Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach B Avanzi, G Taylor, PA Vu, B Wong Insurance: Mathematics and Economics 71, 63-78, 2016 | 31 | 2016 |
| A benchmarking approach to optimal asset allocation for insurers and pension funds AEB Lim, B Wong Insurance: Mathematics and Economics 46 (2), 317-327, 2010 | 31 | 2010 |
| Correlations between insurance lines of business: An illusion or a real phenomenon? Some methodological considerations B Avanzi, G Taylor, B Wong ASTIN Bulletin: The Journal of the IAA 46 (2), 225-263, 2016 | 28 | 2016 |
| On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models B Avanzi, JL Pérez, B Wong, K Yamazaki Insurance: Mathematics and Economics 72, 148-162, 2017 | 26 | 2017 |
| Modelling dependence in insurance claims processes with Lévy copulas B Avanzi, LC Cassar, B Wong ASTIN Bulletin: The Journal of the IAA 41 (2), 575-609, 2011 | 25 | 2011 |
| A note on realistic dividends in actuarial surplus models B Avanzi, V Tu, B Wong Risks 4 (4), 37, 2016 | 22 | 2016 |
| SynthETIC: an individual insurance claim simulator with feature control B Avanzi, G Taylor, M Wang, B Wong Insurance: Mathematics and Economics 100, 296-308, 2021 | 19 | 2021 |
| Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework B Avanzi, G Taylor, B Wong, A Xian European Journal of Operational Research 290 (1), 177-195, 2021 | 18 | 2021 |
| Common shock models for claim arrays B Avanzi, G Taylor, B Wong ASTIN Bulletin: The Journal of the IAA 48 (3), 1109-1136, 2018 | 17 | 2018 |
| A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving B Avanzi, G Taylor, PA Vu, B Wong Insurance: Mathematics and Economics 93, 50-71, 2020 | 15 | 2020 |
| On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs B Avanzi, V Tu, B Wong ASTIN Bulletin: The Journal of the IAA 46 (3), 709-746, 2016 | 14 | 2016 |
| Stochastic loss reserving with mixture density neural networks MT Al-Mudafer, B Avanzi, G Taylor, B Wong Insurance: Mathematics and Economics 105, 144-174, 2022 | 13 | 2022 |
| Machine learning with high-cardinality categorical features in actuarial applications B Avanzi, G Taylor, M Wang, B Wong ASTIN Bulletin: The Journal of the IAA 54 (2), 213-238, 2024 | 10 | 2024 |
