Volume 2 Issue 1

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

Two Approaches to Calculating Correlated Reserve Indications Across Multiple Lines of Business

By Gerald S. Kirschner, Colin Kerley, Belinda Isaacs


Economic Impact of Capital Level in an Insurance Company

By Yingjie Zhang


Management Strategies and Dynamic Financial Analysis

By Martin Eling, Hato Schmeiser, Thomas Parnitzke


Interval Estimation of the Credibility Factor

By Ashis Gangopadhyay, Wu-Chyuan Gau, Zhongxian Han


The Bornhuetter-Ferguson Principle

By Klaus D Schmidt, Mathias Zocher


A Comparison of Actuarial Financial Scenario Generators

By Kevin C. Ahlgrim, Stephen P. D'Arcy, Richard W. Gorvett


Models of Insurance Claim Counts with Time Dependence Based on Generalization of Poisson and Negative Binomial Distributions

By Jean-Philippe Boucher, Michel Denuit, Montserrat Guillen


Determination of Optimum Fair Premiums in Property-Liability Insurance: An Optimal Control Theoretic Approach

By Gregory K. Jones, Amin Ussif

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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.