Articles in Press

“Articles in Press” are papers that have been peer reviewed and accepted for publication in Variance, but have not yet appeared in final printed form. These articles are provided here as a temporary resource, available until formal publication of the paper. They have not yet been copy-edited or fully formatted according to the style used in Variance. Thus, the text may still change before final publication.


A Practical Approach to Quantitative Model Risk Assessment by Carole Bernard, Rodrigue Kazzi, and Steven Vanduffel
Accepted March 29, 2021


Working with a Parametric Copula-Based model for Individual Non-Life Loss Reserving by Roxane Turcotte, Hélène Cossette, and Mathieu Pigeon
Accepted June 16, 2020


Market-based Model Selection with an Application in Commercial Auto Ratemaking by Brian Hartman, Chris Dixon, and Alisa Walch
Accepted June 16, 2020


Euler Allocation for Performance Measurement by Shayan Sen
Accepted June 16, 2020


Gaussian Process Models for Incremental Loss Ratios by Mike Ludkovski and Howard Zail
Accepted June 16, 2020


Limited Fluctuation Credibility With Uncertain Priors by Michael Baron, Shangyuan Ye, and Bhargab Chattopadhyay
Accepted June 3, 2020


Pricing cyber Insurance for a Large-Scale Network by Lei Hua and Maochao Xu
Accepted February 15, 2020


The Skewness of Bornhuetter-Ferguson by Eric Dal Moro
Accepted February 15, 2020


Nonparametric Curve Estimation for Truncated and Censored Data without Product-Limit by Sam Efromovich
Accepted August 1, 2019


NCCI's 2014 Excess Loss Factors by Dan Corro and Yen-Chieh Tseng
Accepted March 13, 2019


A Simple Method for Modeling Changes Over Time by Uri Korn
Accepted March 12, 2019


Loss Reserving Using Estimation Methods Designed for Error Reduction by Gary G Venter
Accepted March 12, 2019


Approximating the Aggregate Loss Distribution by Dmitry E. Papush, Aleksey S. Popelyukhin, and Jasmine G. Zhang
Accepted March 12, 2019


Text Mining in Insurance: From Unstructured Data to Meaning by Diego Zappa, Mattia Borrelli, Gian Paolo Clemente, and Nino Savelli
Accepted January 9, 2019


Objective Bayesian Estimation of the Mean of Severity and Frequency Distributions by Limor Langbord, Zinoviy Landsman, and Udi E. Makov
Accepted May 30, 2018


Generalized Linear Mixed Models for Dependent Compound Risk Models by Emiliano Valdez, Himchan Jeong, Jae Youn Ahn, and Sojung Park
Accepted May 21, 2018


Expected Adverse Deviation as a Measure of Risk Distribution by Derek W. Freihaut, Christopher M. Holt, Robert J. Walling
Accepted April 27, 2018


A Recent History of the Statement of Actuarial Opinion, Solvency Regulation and the Actuarial Profession in the United States by Joseph A. Herbers and Aaron N. Hillebrandt
       Timeline of Developments in the P/C Insurance Industry, the Actuarial Profession and Solvency Regulation
Accepted April 27, 2018


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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.