Featured Issue

Volume 13 Issue 01

13

An Alternative Approach to Credibility for Large Account Pricing

By Uri A. Korn

31

Using Survival Analysis to Predict Workers’ Compensation Termination

By Ian Duncan, Nhan T Huynh, Janet E. Duncan, Roberto Molinari

54

A Bayesian Approach to Excess of Loss Pure Premium Rating

By Jack Barnett

80

Estimating an Implied Paid Tail Factor: An Application of Shepard’s Method

By Devan A. Griffith

93

A Model for Policy-Size and Diversification Discounts

By Jay Michael Call

124

Preliminary Selection of Risk Factors in P&C Ratemaking

By Florian Pechon, Julien Trufin, Michel Denuit

141

Geographical Ratings with Spatial Random Effects in a Two-Part Model

By Chun Wang, Elizabeth D Schifano, Jun Yan

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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.