Volume 5 Issue 2

Download the Entire Issue
Download the Note from the Editor, List of Contributors, and Letters to the Editor
91

U.S. Property-Casualty: Underwriting Cycle Modeling and Risk Benchmarks

By Shaun S. Wang, John A. Major, Hucheng (Charles) Pan, Weng Kah Leong

115

Chain-Ladder Correlations

By Greg Taylor

124

Risk Valuation for Property-Casualty Insurers

By John A. Major

141

Capital Allocation in the Property-Liability Insurance Industry

By Stephen P. D'Arcy

158

On the Importance of Dispersion Modeling for Claims Reserving: An Application with the Tweedie Distribution

By Jean-Philippe Boucher, Danail Davidov


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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.