22 citations · 155 across the 27 of their papers we have counts for
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q-fin.MF2026
Balancing Shareholder Value and Financial Stability under a Reduced-Form Liquidation Model
Benjamin Avanzi, Bernard Wong, Jinxia Zhu
Modern resolution and prudential regimes increasingly wind up a distressed firm not at a single hard threshold but through a graduated, state-dependent process. We study how the de…
q-fin.RM2026
Reinforcement Learning for Micro-Level Claims Reserving
Benjamin Avanzi, Ronald Richman, Bernard Wong +2
Outstanding claim liabilities are revised repeatedly as claims develop, yet most modern reserving models are trained as one-shot predictors and typically learn only from settled cl…