Featured Issue

Volume 11 Issue 01

11

Reciprocal Reinsurance Treaties Under an Optimal and Fair Joint Survival Probability

By Lawrence Leonard Bilello, Melina Mailhot

23

Applying Graphical Models to Automobile Insurance Data

By Farrokh Guiahi

45

Credibility Prediction Using Collateral Information

By Edward W. Frees, Peng Shi

60

A Comparison of Resampling Methods for Bootstrapping Triangle GLMs

By Thomas Hartl

74

Dependencies in Stochastic Loss Reserve Models

By Glenn G. Meyers

95

Strategies for Modeling Loss Development: Curve Fitting, Credibility, and Layer Adjustments

By Uri A. Korn

118

Severity Curve Fitting for Long­Tailed Lines: An Application of Stochastic Processes and Bayesian Models

By Gregory F. McNulty

133

An Actuarial Model of Excess of Policy Limits Losses

By Neil M. Bodoff

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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.