Volume 2 Issue 1

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Download the Note from the Editor, List of Contributors, and Letters to the Editor
15

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

By Gerald S. Kirschner, Colin Kerley, Belinda Isaacs

39

Economic Impact of Capital Level in an Insurance Company

By Yingjie Zhang

52

Management Strategies and Dynamic Financial Analysis

By Martin Eling, Hato Schmeiser, Thomas Parnitzke

71

Interval Estimation of the Credibility Factor

By Ashis Gangopadhyay, Wu-Chyuan Gau, Zhongxian Han

85

The Bornhuetter-Ferguson Principle

By Klaus D Schmidt, Mathias Zocher

111

A Comparison of Actuarial Financial Scenario Generators

By Kevin C. Ahlgrim, Stephen P. D'Arcy, Richard W. Gorvett

135

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

By Jean-Philippe Boucher, Michel Denuit, Montserrat Guillen

163

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

By Gregory K. Jones, Amin Ussif


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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.