Featured Issue

Volume 10 Issue 02

195

Analysis of Bivariate Excess Losses

By Jiandong Ren

204

Insurance Claims Fraud: Optimal Auditing Strategies in Insurance Companies

By Katja Muller, Hato Schmeiser, Joel Wagner

227

Sequential Testing for Full Credibility

By Michael Baron, Rui (Ryan) Xu

240

TMV-Based Capital Allocation for Multivariate Risks

By Maochao Xu

258

Capital Framework for Property Liability Insurers

By Zia Rehman

279

Counterfactual Disaster Risk Analysis

By Gordon Woo

292

Casualty Catastrophe Analytics: Where We Are Now and Where We Should Be on This Critical Risk

By Stephen P. D'Arcy

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Mission Statement

Variance (ISSN 1940-6452) is a peer-reviewed journal published by the Casualty Actuarial Society to disseminate work of interest to casualty actuaries worldwide. The focus of Variance is original practical and theoretical research in casualty actuarial science. Significant survey or similar articles are also considered for publication. Membership in the Casualty Actuarial Society is not a prerequisite for submitting papers to the journal and submissions by non-CAS members is encouraged.