Volume 2 Issue 2

Download the Entire Issue
Download the Note from the Editor, List of Contributors, and Letters to the Editor
179

Yep, We're Skewed

By Kirk G. Fleming

184

Distinguishing the Forest from the TREES: A Comparison of Tree-Based Data Mining Methods

By Richard A. Derrig, Louise A. Francis

209

Parameterizing Payout Lag Time Distributions

By Rodney E. Kreps

231

On the Subaddivity of Tail Value at Risk: An Investigation with Copulas

By Stijn Desmedt, Jean-Francois Walhin

253

Modeling Loss Index Triggers for Cat Bonds: A Continuous Approach

By Maria Jose Perez-Fructuoso

266

Munich Chain Ladder: A Reserving Method that Reduces the Gap between IBNR Projections Based on Paid Losses and IBNR Projections Based on Incurred Losses

By Gerhard Quarg, Thomas Mack


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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.