2 papers
stat.AP2025
Dynamic Financial Analysis (DFA) of General Insurers under Climate Change
Benjamin Avanzi, Yanfeng Li, Greg Taylor +1
Climate change is expected to significantly affect the physical, financial, and economic environments over the long term, posing risks to the financial health of general insurers.…
stat.ME2022
Ensemble distributional forecasting for insurance loss reserving
Benjamin Avanzi, Yanfeng Li, Bernard Wong +1
Loss reserving generally focuses on identifying a single model that can generate superior predictive performance. However, different loss reserving models specialise in capturing d…