Volume 3 Issue 1

Download the Entire Issue
Download the Note from the Editor, List of Contributors, and Letters to the Editor
13

Capital Allocation by Percentile Layer

By Neil M. Bodoff

31

A Top-Down Approach to Understanding Uncertainty in Loss Ratio Estimation

By Alice M. Underwood, Jian-An Zhu

42

Property-Liability Insurance Loss Reserve Ranges Based on Economic Value

By Stephen P. D'Arcy, Alfred Au, Liang Zhang

62

Theory and Practice of Timeline Simulation

By Rodney E. Kreps

96

The Chain Ladder and Tweedie Distributed Claims Data

By Greg Taylor

105

Adaptive Reserving using Bayesian Revision for the Exponential Dispersion Family

By Greg Taylor, Grainne McGuire

131

Prediction Error of the Multivariate Additive Loss Reserving Method for Dependent Lines of Business

By Michael Merz, 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.