Featured Issue

Spring

2008

Volume 02 Issue 01

15

Two Approaches to Calculating Correlated Reserve Indications Across Multiple Lines of Business

Author:

39

Economic Impact of Capital Level in an Insurance Company

Author:

52

Management Strategies and Dynamic Financial Analysis

Author:

71

Interval Estimation of the Credibility Factor

Author:

85

The Bornhuetter-Ferguson Principle

Author:

111

A Comparison of Actuarial Financial Scenario Generators

Author:

135

Models of Insurance Claim Counts with Time Dependence Based on Generalization of Poisson and Negative Binomial Distributions

Author:

163

Determination of Optimum Fair Premiums in Property-Liability Insurance: An Optimal Control Theoretic Approach

Author:

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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.