Volume 9 Issue 2

Download the Entire Issue
Download the Note from the Editor, List of Contributors, and Letters to the Editor
167

The Credibility of the Overall Rate Indication: Making the Theory Work

By Joseph A. Boor

187

A Continuous Version of Sherman’s Inverse Power Curve Model with Simple Cumulative Development Factor Formulas

By Jonathan Palmer Evans

196

Actuarial Values of Housing Markets

By Shaun S. Wang, Han Chen

213

Incorporating Spatial Dependence and Climate Change Trends for Measuring Long-Term Temperature Derivative Risk

By Robert J. Erhardt

227

Tail Factor Convergence in Sherman’s Inverse Power Curve Loss Development Factor Model

By Jonathan Palmer Evans

234

PEBELS: Policy Exposure Based Excess Loss Smoothing

By Marquis Jacob Moehring

256

A Linear Approximation to Copula Regression

By Paul Gregory Ferrara, Rahul A Parsa, Bryce A Weaver


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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.