2007 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

Author: Paul J. Brehm, David L. Ruhm

18

Extended Service Contracts, An Overview

Author: Roger M. Hayne

40

The Common Shock Model for Correlated Insurance Losses

Author: Glenn G. Meyers

53

Obtaining Predictive Distributions for Reserves Which Incorporate Expert Opinion

Author: Richard Verrall

81

Modeling Mortgage Insurance as a Multistate Process

Author: Peter James Mulquiney, Greg Taylor

103

Multivariate Copulas for Financial Modeling

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

120

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

Author: Mark R. Shapland

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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.