Volume 1 Issue 2

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Download the Note from the Editor, List of Contributors, and Letters to the Editor
157

Capital Structure, Solvency Regulation, and Federal Income Taxes for Property-Casualty Insurance Companies

By Sholom Feldblum

173

The Path of the Ultimate Loss Ratio Estimate

By Michael G. Wacek

193

General Iteration Algorithms for Classification Ratemaking

By Luyang Fu, Cheng-Sheng Peter Wu

214

Chain-Ladder Bias: Its Reason and Meaning

By Leigh Joseph Halliwell

248

Estimating Predictive Distributions for Loss Reserve Models

By Glenn G. Meyers

273

Pricing Multiple Property Cover Based on a Bivariate Lognormal Distribution

By Farrokh Guiahi

292

Using a Bayesian Approach for Claims Reserving

By Mario Wuthrich


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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.