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Volume 09 Issue 02


The Credibility of the Overall Rate Indication: Making the Theory Work

By Joseph A. Boor


A Continuous Version of Sherman’s Inverse Power Curve Model with Simple Cumulative Development Factor Formulas

By Jonathan Palmer Evans


Actuarial Values of Housing Markets

By Shaun S. Wang, Han Chen


Incorporating Spatial Dependence and Climate Change Trends for Measuring Long-Term Temperature Derivative Risk

By Robert J. Erhardt


Tail Factor Convergence in Sherman’s Inverse Power Curve Loss Development Factor Model

By Jonathan Palmer Evans


PEBELS: Policy Exposure Based Excess Loss Smoothing

By Marquis Jacob Moehring


A Linear Approximation to Copula Regression

By Paul Gregory Ferrara, Rahul A Parsa, Bryce A Weaver

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Mission Statement

Variance 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.