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Benjamin Avanzi

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Professor of Actuarial Studies, The University of Melbourne

Benjamin Avanzi PhD MAICD is Professor of Actuarial Studies at the University of Melbourne. He worked as an actuarial consultant in Switzerland and Canada, was Executive Chairman of the Board of a Swiss pension fund from 2006 to 2008, and held full-time academic positions in Australia and Canada since 2008.
Benjamin is a member of the Swiss Association of Actuaries, an Affiliate member of the Australian Actuaries Institute, an Academic member of the Casualty Actuarial Society, as well as a member of the ASTIN section of the IAA. He has ongoing collaboration with major Australian non-life insurers, including Allianz, Insurance Australia Group, and Suncorp.
Benjamin has published in top actuarial and operations management journals, and he was awarded (along with co-authors) the Hachemeister Prize by the Casualty Actuarial Society in 2017, and the Taylor Fry General Insurance Seminar Silver Prize in 2018. He is an Editor of the ASTIN Bulletin, an Associate Editor of Insurance: Mathematics and Economics, as well as a member of the Editorial Board of the open access journal Risks.

Experience

  • 2020–present
    Professor of Actuarial Studies, University of Melbourne
  • 2015–2020
    Associate professor, UNSW
  • 2015–2018
    Adjunct professor, University of Montreal

Education

  • 2008 
    University of Lausanne, PhD, Actuarial Science

Grants and Contracts

  • 2020
    Extreme Value Approaches to Catastrophe Risks
    Role:
    Chief Investigator
    Funding Source:
    Australian Research Council
  • 2015
    Actuarial methods for assessing diversification effects in insurance
    Role:
    Chief Investigator
    Funding Source:
    Natural Sciences and Engineering Research Council (NSERC) of Canada
  • 2013
    Modelling claim dependencies for the general insurance industry with economic capital in view: an innovative approach with stochastic processes
    Role:
    Chief Investigator
    Funding Source:
    Australian Research Council

Professional Memberships

  • Member, Swiss Association of Actuaries
  • Member, Casualty Actuarial Society
  • Affiliate member, Australian Actuaries Institute
  • Member, American Risk and Insurance Association

Research Areas

  • Applied Statistics (010401)
  • Stochastic Analysis And Modelling (010406)
  • Financial Economics (140207)
  • Econometric And Statistical Methods (140302)
  • Banking, Finance And Investment (1502)