Articles in Press

“Articles in Press” are papers that have been peer reviewed and accepted for publication in Variance, but have not yet appeared in final printed form. These articles are provided here as a temporary resource, available until formal publication of the paper. They have not yet been copy-edited or fully formatted according to the style used in Variance. Thus, the text may still change before final publication.


Objective Bayesian Estimation of the Mean of Severity and Frequency Distributions by Limor Langbord, Zinoviy Landsman, and Udi E. Makov
Accepted May 30, 2018


Expected Adverse Deviation as a Measure of Risk Distribution by Derek W. Freihaut, Christopher M. Holt, Robert J. Walling
Accepted April 27, 2018


On Prediction of Future Insurance Claims When the Model is Uncertain by Liang Hong, Todd Kuffner, and Ryan Martin
Accepted April 27, 2018


A Recent History of the Statement of Actuarial Opinion, Solvency Regulation and the Actuarial Profession in the United States by Joseph A. Herbers and Aaron N. Hillebrandt
       Timeline of Developments in the P/C Insurance Industry, the Actuarial Profession and Solvency Regulation
Accepted April 27, 2018


Minimum Bias, GLMs, and Credibility in the Context of Predictive Modeling by Chris Gross and Jon Evans
Accepted March 6, 2018


The Log-Gamma Distribution and Non-Normal Error by Leigh J. Halliwell, FCAS, MAAA
Accepted March 6, 2018


A Bayesian Approach to Excess of Loss Pure Premium Rating by Jack Barnett
Accepted March 6, 2018


Pricing Catastrophe Excess of Loss Reinsurance using Power Curves and the Generalized Logarithmic Mean by J.F. Walhin
Accepted March 4, 2018


Machine Learning Methods to Perform Pricing Optimization. A Comparison with Standard GLMs by Giorgio Alfredo Spedicato, Christophe Dutang, and Leonardo Petrini
Accepted February 10, 2018


Estimating an Implied Paid Tail Factor: An Application of Shepard's Method by Devan Griffith
Accepted February 10, 2018


A Model for Policy Size and Diversification Discounts by Jay M. Call
Accepted January 21, 2018


Embedded Predictive Analysis of Misrepresentation Risk in GLM Ratemaking Models by Michelle Xia, Lei Hua, and Gary Vadnais
Accepted January 18, 2018


Preliminary Selection of Risk Factors in P&C Ratemaking by Florian Pechon, Julien Trufin, and Michel Denuit
Accepted January 4, 2018


Geographical Ratings with Spatial Random Effects in a Two-Part Model by Chun Wang, Elizabeth D. Schifano, and Jun Yan
Accepted October 25, 2017


Parameter Reduction in Actuarial Triangle Models by Gary G. Venter, Roman Gutkovich, and Qian Gao
Accepted October 24, 2017


One-Year and Total Run-Off Reserve Risk Estimators Based on Historical Ultimate Estimates by Filippo Siegenthaler
Accepted October 23, 2017


“Where the Home Insurance Meets the Climate Change: Making Sense of Climate Risk, Data Uncertainty and Projections” by Vyacheslav Lyubchich, Kelly H. Kilbourne, and Yulia R. Gel
Accepted October 17, 2017


“A Fundamental Approach to Cyber Risk Analysis” by Rainer Boehme, Stefan Laube, and Markus Riek
Accepted October 13, 2017


“Bayesian Predictive Modeling for Exponential-Pareto Composite Distribution” by M. S. Aminzadeh and Min Deng
Accepted August 29, 2017


“A Cost of Capital Risk Margin Formula for Non-Life Insurance Liabilities” by Glenn Meyers
Accepted August 19, 2017


"Reserving for Infrastructure Service Contracts" by Thomas E. Wendling
Accepted July 17, 2017


An Actuarial Model of Excess of Policy Limits Losses by Neil Bodoff
Accepted February 1, 2017


“Severity Curve Fitting for Long Tailed Lines: An Application of Stochastic Processes and Bayesian Models” by Greg McNulty
Accepted February 1, 2017


On Developing a Solvency Framework for Bookmakers,” by Dominic Cortis
Accepted January 16, 2017


Strategies for Modeling Loss Development: Curve Fitting, Credibility, and Layer Adjustments,” by Uri Korn
Accepted January 15, 2017


Dependencies in Stochastic Loss Reserve Models” by Glenn Meyers, FCAS, MAAA, Ph.D.
R Files
Accepted January 12, 2017


A Comparison of Resampling Methods for Bootstrapping Triangle GLMs,” by Thomas Hartl
Accepted August 22, 2016


Generalized Framework of Mack Stochastic Chain Ladder Method,” by Przemyslaw Sloma
Accepted August 22, 2016


Credibility Prediction Using Collateral Information,” by Edward W. Frees and Peng Shi
Accepted August 22, 2016


Applying Graphical Models to Automobile Insurance Data” by Farrokh Guiahi
Accepted August 22, 2016


Reciprocal Reinsurance Treaties Under an Optimal and Fair Joint Survival Probability” by Kchouk Bilel and Melina Mailhot
Accepted March 11, 2016


Casualty Catastrophe Analytics: Where we are now and where we should be on this critical risk” by Stephen P. D’Arcy
Accepted March 1, 2016


Counterfactual Disaster Risk Analysis” by Gordon Woo
Accepted February 29, 2016


Capital Framework for Property-Casualty Insurers” by Zia Rehman, Lisa Gardner, and Philip Heckman
Accepted February 8, 2016


TMV-Based Capital Allocation for Multivariate Risks” by Maochao Xu
Accepted January 28, 2016


Sequential Testing for Full Credibility” by Michael Baron and Rui Xu
Accepted January 8, 2016


Insurance Claims Fraud: Optimal Auditing Strategies in Insurance Companies” by Katja Muller, Hato Schmeiser, and Joel Wagner
Accepted December 4, 2015


Analysis of Bivariate Excess Losses” by Jiandong Ren
Accepted July 18, 2015

 


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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.