Variance Prize

This prize recognizes the best papers published in Variance, the scientific journal of the Casualty Actuarial Society. The amount of the Variance Prize is currently $5,000.

Past Recipients:

Gregory F. McNulty
Severity Curve Fitting for Long-­Tailed Lines: An Application of Stochastic Processes and Bayesian Models
Variance Volume 11, Nos. 1-2.

Greg Taylor and Jing Xu
An Empirical Investigation of the Value of Claim Closure Count Information to Loss Reserving
Variance Volume 10, No. 1Variance Prize Plaque

Gary Venter and Rajesh Sahasrabuddhe
"A Note on Parameter Risk"
Variance Volume 9, Issue 1

Weng Kah Leong, Shaun S. Wang, Han Chen
"Back-Testing the ODP Bootstrap of the Paid Chain-Ladder Model with Actual Historical Claims Data"
Variance, Volume 8 Issue 2

Harald Dornheim and Vytaras Brazauskas
"Case Studies Using Credibility and Corrected Adaptively Truncated Likelihood Methods"
Variance, Volume 7 Issue 2

Martin Eling and Sebastian Marek
"Do Underwriting Cycles Matter? An Analysis Based on Dynamic Financial Analysis"
Variance, Volume 6 Issue 2

John A. Major
"Risk Valuation for Property-Casualty Insurers"
Variance, Volume 5 Issue 2

John A. Major, Shaun Wang, Hucheng (Charles) Pan, and Jessica Leong
"U. S. Property-Casualty: Underwriting Cycle Modeling and Risk Benchmarks"
Variance, Volume 5 Issue 2

Gary G. Venter and Dumaria Rulina R. Tampubolon
"Robustifying Reserving"
Variance, Vol. 4, Issue 2

Yi Jing, Joseph R. Lebens, and Stephen P. Lowe
"Claim Reserving: Performance Testing and the Control Cycle"
Variance, Vol. 3, Issue 2

Martin Eling, Hato Schmeiser, and Thomas Parnitzke
"Management Strategies and Dynamic Financial Analysis"
Variance Journal, Vol. 2, Issue 1

Richard J. Verrall
"Obtaining Predictive Distributions for Reserves Which Incorporate Expert Opinion"
Variance Journal, Vol. 1, Issue 1

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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.