Rate My Professor Benjamin Avanzi

Avanzi's research expertise encompasses insurance risk and capital, climate resilience, development of stochastic models for risk understanding, management, forecasting, and transfer. Specific areas include dependence structures between general insurance lines for claims reserving, economic capital, pricing, and capital allocation; optimal control of risk theoretical surplus models such as reinsurance and stability; complex claims processes; machine learning applications in actuarial techniques like claims reserving and non-discrimination pricing; and climate risk modeling in insurance. His contributions extend to pensions and operations management risk modeling. Notable publications include the book AI Tools for Actuaries (2025, co-authored with Wüthrich et al.); "Ensemble distributional forecasting for insurance loss reserving" (Scandinavian Actuarial Journal, 2024); "Dynamic Financial Analysis (DFA) of General Insurers under Climate Change" (2025, awarded Melville and Carol Dolan Actuaries Summit Prizes); and "Correlations between insurance lines of business: An illusion or a real phenomenon? Some methodological considerations" (ASTIN Bulletin, 2016, Hachemeister Prize 2017). With 1700 citations and an h-index of 21 on Google Scholar, his work demonstrates substantial influence. Avanzi has received the Hachemeister Prize (Casualty Actuarial Society, 2017 and 2023), Taylor Fry General Insurance Seminar Silver Prize (2018), Highly Commended Paper Prize (Institute and Faculty of Actuaries, 2022), and Prize for Exceptional Distinction in Research (University of Melbourne Faculty of Business and Economics, 2024).