Benjamin Avanzi

Associate Professor

School of Risk & Actuarial - Lic. oec. (UNIL) | PhD. (UNIL) | MAICD


Benjamin’s main research interests are in insurance risk and capital. In particular, he develops stochastic models for Enterprise Risk Management. Recent topics include dependence structures between general insurance lines of business (relevant to claims reserving, economic capital, pricing and capital allocation), as well as dividend strategies in the context of risk theoretical surplus models. Benjamin has also made contributions to the literature in pensions and operations management.

  • Bio
  • Publications & Research
  • Teaching & Supervision
  • Grants
  • Engagement
  • Prizes & awards

About Benjamin

Before rejoining UNSW in 2015, Benjamin held academic positions at the University of Montreal (2013-2015), the University of New South Wales (2008-2013), and the University of Lausanne (2005-2008). Benjamin has a PhD from the Faculty of Business and Administration of the University of Lausanne (Switzerland) in the area of risk theory. 

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 American Risk and Insurance Association (ARIA) and the ASTIN section of the IAA. He has published in top actuarial 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 has ongoing collaboration with major Australian non-life insurers, including Allianz, Insurance Australia Group, and Suncorp. Benjamin has been a referee for 30 different journals, as well as national research grant agencies in Australia, Canada, Switzerland and Poland. He has been a member of, or chaired, the scientific committee of a number of international conferences. 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.

Besides carrying out his research agenda, Benjamin is also engaged in teaching developments, and has been constantly exploring new pedagogical approaches and strategies to enhance deep understanding of diverse populations of students, in particular with the help of new technologies. He is the inaugural recipient (in 2011) of the Australian School of Business Teaching Excellence Award for "Outstanding Technology-Enabled Teaching Innovation", and was nominated by colleagues and students (in 2012) for a UNSW Vice-Chancellor Award for Teaching Excellence. He recently received a 2015 School of Risk and Actuarial Teaching Innovation Award for his work with Learning Catalytics.

Benjamin is a Member of the Australian Institute of Company Directors, and is a Non Executive Director of the Lycée Condorcet (the International French School of Sydney). He was Executive Chairman of the board of a pension fund in Switzerland (with more than 1500 members) from 2006 to 2008, and he has worked as an actuarial consultant in Switzerland and Canada.