Volume 6 Issue 2

Download the Entire Issue
Download the Note from the Editor, List of Contributors, and Letters to the Editor
131

Do Underwriting Cycles Matter? An Analysis Based on Dynamic Financial Analysis

By Martin Eling, Sebastian D. Marek

143

A Family of Chain-Ladder Factor Models for Selected Link Ratios

By Emmanuel Theodore Bardis, Ali Majidi, Daniel M. Murphy

161

An Analysis of the Market Price of Cat Bonds

By Neil M. Bodoff, Yunbo Gan

178

Risk-Adjusted Underwriting Performance Measurement

By Yingjie Zhang

196

Class Ratemaking for Workers Compensation: New Developments in Loss Development

By Thomas V. Daley


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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.