Funding

National Competitive Grants

(2020-2025) Extreme Value Theory Approaches to Insurance in a Catastrophic Environment (DP200101859)

ARC (Australian National Competitive)
Recent decades are marked by numerous significant natural (climate change) or man-made (financial crises) catastrophes, which have significantly altered the landscape of the insurance industry. These have potentially significant negative impacts on the availability and affordability of insurance, and hence on the capability and capacity of households and businesses to take risks and be competitive. This project endeavours to establish progressive approaches (using extreme value theory) to the challenges faced by insurance in such a catastrophic environment. They will enhance the financial stability and competitivity of the Australian economy, and further establish its global leadership in dealing with climate changes and catastrophes.
Jan 1, 2020
Prof Qihe Tang, Prof Benjamin Avanzi, Prof Bernard Wong, Prof Jose Blanchet

(2015-2020) Actuarial methods for assessing diversification effects in insurance

NSERC (Canadian National Competitive)
In this stream, I aim at bringing the traditional measures of the theory of risk (probability of ruin, dividends), which are already traditionally defined on stochastic processes, closer to reality. In particular, I bring more realistic features to surplus model formulations. This relates more to diversification due to volume' ortime’.
Sep 1, 2015
Dr Benjamin Avanzi

(2013-2020) Modelling claim dependencies for the general insurance industry with economic capital in view (LP130100723)

ARC (Australian National Competitive)
Other External Competitive
An innovative approach with stochastic processes. This project will develop and enhance multi-dimensional models used to describe and assess the risks borne by general insurers. These innovative methods, which will be directly applicable by the industry, will strengthen the efficiency and the safety of the Australian economy.
Jul 1, 2013
Dr Benjamin Avanzi, Dr Bernard Wong, Dr Gregory Taylor, Mr Stephen Britt, Mr Yusuf Cakan, Mr David Koob
No matching items

Other External Funding

(2025-2025) Motor Accident Insurance Commission: The use of a neural network for estimation of individual claim sizes in the presence of covariate information and real data

Research Contracts
State of Queensland (acting through the Motor Accident Insurance Commission)
Jul 1, 2025
Lead investigator: Professor Greg Taylor (UNSW), in collaboration with Professor Benjamin Avanzi (University of Melbourne), Dr Patrick Laub (UNSW), and Professor Bernard Wong (UNSW)

(2024-2024) Motor Accident Insurance Commission: The use of a neural network for estimation of individual claim sizes in the presence of covariate information

Research Contracts
State of Queensland (acting through the Motor Accident Insurance Commission)
Jul 1, 2024
Lead investigator: Professor Greg Taylor (UNSW), in collaboration with Professor Benjamin Avanzi (University of Melbourne), Dr Patrick Laub (UNSW), and Professor Bernard Wong (UNSW)

(2024-2027) Natural Hazards Research Australia (NHRA) Project T4-A6: Evaluating the Resilient Homes Fund

Other External Competitive
Co-funded by the Queensland Reconstruction Authority and Natural Hazards Research Australia, this project evaluates Queensland’s Resilient Homes Fund, addressing four dimensions of resilience (physical, financial, social, and emotional) by assessing buy-back, retrofit and house-raising, to demonstrate the success factors and lessons learnt for each as they link to the four resilience dimensions.
Jan 1, 2024
Prof Paula Jarzabkowski, Dr Matthew Mason, Dr Katie Messner, Prof Alicia Rambaldi, Prof Benjamin Avanzi

(2021-2026) VALERIA: Valuation and Advanced Learning methods for Emerging, global Risks in Actuarial Science

Other External Competitive
Global PhD Partnership KU Leuven/Melbourne GPP/21/003
Jan 1, 2021
Co-Partner Investigator (with Rui Zhou from University of Melbourne, and Katrien Antonio and Jan Dhaene from KU Leuven)

(2015-2015) General forms of dependency in chain ladder structures

Industry Competitive
Australian Actuarial Research Grant
Jan 1, 2015
Chief Investigator (with Greg Taylor and Bernard Wong)

(2013-2013) An innovative approach to stochastic claims reserving with dependence

Industry Competitive
Australian Actuarial Research Grant
Jan 1, 2013
Chief Investigator (with Greg Taylor and Bernard Wong)

(2011-2011) An innovative approach to stochastic claims reserving with dependence

Industry Competitive
Australian Actuarial Research Grant
Jan 1, 2011
Chief Investigator (with Bernard Wong)
No matching items