Volume 8 Issue 2

Download the Entire Issue
Download the Note from the Editor, List of Contributors, and Letters to the Editor
89

The Optimal Number of Quantiles for Predictive Performance Testing of the NCCI Experience Rating Plan

By Jonathan Palmer Evans, Curtis Gary Dean

105

Recursive Credibility: Using Credibility to Blend Reserve Assumptions

By Marcus M. Yamashiro

138

Validating the Double Chain Ladder Stochastic Claims Reserving Model

By Tony Agbeko, Munir Hiabu, Maria Delores Martinez Miranda, Jens Perch Nielsen, Richard Verrall

161

Actuarial Portfolio Management of Infrastructure Service Contracts

By Thomas Emil Wendling

182

Back-Testing the ODP Bootstrap of the Paid Chain-Ladder Model with Actual Historical Claims Data

By Weng Kah Leong, Shaun S. Wang, Han Chen


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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.