Volume 1 Issue 1

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9

Risk Transfer Testing of Reinsurance Contracts: A Summary of the Report by the CAS Research Working Party on Risk Transfer Testing

By Paul J. Brehm, David L. Ruhm

18

Extended Service Contracts: An Overview

By Roger M. Hayne

40

The Common Shock Model for Correlated Insurance Losses

By Glenn G. Meyers

53

Obtaining Predictive Distributions for Reserves Which Incorporate Expert Opinion

By Richard Verrall

81

Modeling Mortgage Insurance as a Multistate Process

By Peter James Mulquiney, Greg Taylor

103

Multivariate Copulas for Financial Modeling

By Jack Barnett, Rodney E. Kreps, John A. Major, Gary G. Venter

120

Loss Reserve Estimates: A Statistical Approach for Determining "Reasonableness"

By Mark R. Shapland


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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.