Volume 5 Issue 2

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

U.S. Property-Casualty: Underwriting Cycle Modeling and Risk Benchmarks

By Shaun S. Wang, John A. Major, Hucheng (Charles) Pan, Jessica Leong


Chain-Ladder Correlations

By Greg Taylor


Risk Valuation for Property-Casualty Insurers

By John A. Major


Capital Allocation in the Property-Liability Insurance Industry

By Stephen P. D'Arcy


On the Importance of Dispersion Modeling for Claims Reserving: An Application with the Tweedie Distribution

By Jean-Philippe Boucher, Danail Davidov

Subscribe to the RSS Feed

Email List

Sign up today for the Variance e-mail list and receive updates about new issues, articles, and special features.

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.