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Rechercher

Natural Sciences and Engineering

Benjamin Avanzi

Théorie du risque et modélisation des sinistres d'assurance

Professeur associé

Faculté des arts et des sciences - Département de mathématiques et de statistique

André-Aisenstadt, room 4241

514 343-6695

benjamin.avanzi@umontreal.ca

Secondary email: avanzi@dms.umontreal.ca (Travail)

Profile

Research expertise

Benjamin's main research areas are in risk theory and claims modelling. In particular, he is interested in developing-, and assessing the optimality of-, dividend strategies in the context of surplus models in risk theory. Furthermore, he develops models of the dependence structures between general insurance lines of business with a view of quantifying their effect on key actuarial calculations such as claims reserving, economic capital, pricing and capital allocation. Benjamin has also made contributions to the literature in pensions and operations management.

education

  • 2005 — Licence en sciences économiques, mention sciences actuarielles — Actuariat (gestion)HEC Lausanne
  • 2008 — PhD — Actuariat (gestion)HEC Lausanne

Affiliations and responsabilities

Teaching and supervision

Student supervision

Theses and dissertation supervision (Papyrus Institutional Repository)

2017

A consistent test of independence between random vectors

Graduate : Boglioni Beaulieu, Guillaume
Cycle : Master's
Grade : M. Sc.
2016

Solvency considerations in the gamma-omega surplus model

Graduate : Combot, Gwendal
Cycle : Master's
Grade : M. Sc.

Projects

Research projects

2015

ACTUARIAL METHODS FOR ASSESSING DIVERSIFICATION EFFECTS IN INSURANCE

Lead researcher : Benjamin Avanzi
Funding sources: CRSNG/Conseil de recherches en sciences naturelles et génie du Canada (CRSNG)
Grant programs: PVX20965-(RGP) Programme de subvention à la découverte individuelle ou de groupe

Outreach

Publications and presentations

Publications

Disciplines

  • Actuarial Science (Mathematical Sciences)

Areas of expertise

  • Risk Management