Volume 5 Issue 1

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

Catastrophes and Workers Compensation Ratemaking

By Thomas V. Daley

32

Credibility for a Tower of Excess Layers

By David R. Clark

45

Copula Regression

By Rahul A Parsa, Stuart A. Klugman

55

Pricing in a Competitive Insurance Market Driven by Fractional Noise

By Alexandros Zimbidis

68

Correlated Random Effects for Hurdle Models Applied to Claim Counts

By Jean-Philippe Boucher, Michel Denuit, Montserrat Guillen


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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.