Volume 4 Issue 2

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Download the Note from the Editor, List of Contributors, and Letters to the Editor
Read Presentations of Papers
121

Bootstrap Estimation of the Predictive Distributions of Reserves Using Paid and Incurred Claims

By Huijuan Liu, Richard Verrall

136

Robustifying Reserving

By Gary G. Venter, Dumaria Rulina R. Tampubolon

155

Prediction Error of the Future Claims Component of Premium Liabilities under the Loss Ratio Approach

By Jackie Li

170

The Economics of Insurance Fraud Investigation: Evidence of a Nash Equilibrium

By Stephen P. D'Arcy, Richard A. Derrig, Herbert Weisberg

191

Optimal Layers for Catastrophe Reinsurance

By Luyang Fu, C.K. Stan Khury


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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.