22 citations · 155 across the 27 of their papers we have counts for
3 papers · 1 filter
Optimal Strategies for the Decumulation of Retirement Savings under Differing Appetites for Liquidity and Investment Risks
Benjamin Avanzi, Lewis de Felice
A retiree's appetite for risk is a common input into the lifetime utility models that are traditionally used to find optimal strategies for the decumulation of retirement savings.…
On the evolution of data breach reporting patterns and frequency in the United States: a cross-state analysis
Benjamin Avanzi, Xingyun Tan, Greg Taylor +1
Understanding the emergence of data breaches is crucial for cyber insurance. However, analyses of data breach frequency trends in the current literature lead to contradictory concl…
Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
Benjamin Avanzi, Greg Taylor, Melantha Wang +1
High-cardinality categorical features are pervasive in actuarial data (e.g. occupation in commercial property insurance). Standard categorical encoding methods like one-hot encodin…