Featured Issue

2015

Volume 09 Issue 01

11

Discussion Paper: “The Mathematics of Excess Losses”

By Liang Hong

20

Advances in Common Shock Modeling

By Z. Ming Li, Paul Gregory Ferrara

36

The Recent Review and Changes to the National Council on Compensation Insurance’s Individual Risk Experience Rating Plan

By Jonathan Palmer Evans

54

A Note on Parameter Risk

By Gary G. Venter, Rajesh V. Sahasrabuddhe

64

A Survey of Approaches to a Changepoint Problem in an Actuarial Context

By Avraham Adler

101

Judgmental Topics In P&C Companies: Findings from a Prediction Survey

By Joseph Lo, Nita Patel, Alan Calder

114

Estimating the Parameter Risk of a Loss Ratio Distribution—Revisited

By Avraham Adler

140

Risk Classification for Claim Counts and Losses Using Regression Models for Location, Scale and Shape

By George Tzougas, Spyridon D. Vrontos, Nickolaos E Frangos

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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.