Volume 7 Issue 1

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

Reinsurance Credit Risk: A Market-Consistent Paradigm for Quantifying the Cost of Risk

By Neil M. Bodoff


The Theory of Split Credibility

By Ira Robbin


Estimation of Tail Development Factors in the Paid-Incurred Chain Reserving Method

By Michael Merz, Mario V. Wuthrich


Ruin Probability-Based Initial Capital of the Discrete-Time Surplus Process

By Pairote Sattayatham, Kiat Sangaroon, Watcharin Klongdee


Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness

By Donald F. Mango, John A. Major, Avraham Adler, Claude B. Bunick

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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.