9 citations · 13 across the 5 of their papers we have counts for
3 papers · 1 filter
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…
On unbalanced data and common shock models in stochastic loss reserving
Benjamin Avanzi, Gregory Clive Taylor, Phuong Anh Vu +1
Introducing common shocks is a popular dependence modelling approach, with some recent applications in loss reserving. The main advantage of this approach is the ability to capture…
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
Benjamin Avanzi, Gregory Clive Taylor, Phuong Anh Vu +1
In this paper, we develop a multivariate evolutionary generalised linear model (GLM) framework for claims reserving, which allows for dynamic features of claims activity in conjunc…