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.


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


A Comparison: Some Approximations for the Aggregate Claims Distribution by K. Ranee Thiagarajah
Accepted October 3, 2018


Risk Aggregation: A General Approach via the Class of Generalized Gamma Convolutions by Justin Miles, Edward Furman, and Alexey Kuznetsov
Accepted September 11, 2018


q-Credibility by Olivier Le Courtois
Accepted September 10, 2018


Bias-Variance Tradeoff: A Property-Casualty Modeler's Perspective by Joshua Brady and Donald R. Brockmeier
Accepted July 29, 2018


The Cox Hazard Model for Claims Data by Samuel Berestizhevsky and Tanya Kolosova
Accepted May 30, 2018


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


An Alternative Approach to Credibility for Large Account and Excess of Loss Treaty Pricing by Uri Korn
Accepted April 12, 2018


Using Survival Analysis to Predict Workers' Compensation Termination by Ian Duncan, Nhan Huynh MS1, Roberto Molinari PhD and Janet Duncan
Accepted April 11, 2018


The Log-Gamma Distribution and Non-Normal Error by Leigh J. Halliwell, FCAS, MAAA
Accepted March 6, 2018


A Bayesian Approach to Excess of Loss Pure Premium Rating by Jack Barnett
Accepted March 6, 2018


Estimating an Implied Paid Tail Factor: An Application of Shepard's Method by Devan Griffith
Accepted February 10, 2018


A Model for Policy Size and Diversification Discounts by Jay M. Call
Accepted January 21, 2018


Preliminary Selection of Risk Factors in P&C Ratemaking by Florian Pechon, Julien Trufin, and Michel Denuit
Accepted January 4, 2018


Geographical Ratings with Spatial Random Effects in a Two-Part Model by Chun Wang, Elizabeth D. Schifano, and Jun Yan
Accepted October 25, 2017


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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.