Volume 10 Issue 1

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

13

A Comprehensive, Non-Aggregated, Stochastic Approach to Loss Development

By Uri A. Korn

34

Computing Semiparametric Bounds on the Expected Payments of Insurance Instruments via Column Generation

By Robert Howley, Robert H Storer, Juan C Vera, Luis F. Zuluaga

51

Rating Endorsements Using Generalized Linear Models

By Edward W. Frees, Gee Lee

75

An Empirical Investigation of the Value of Claim Closure Count Information to Loss Reserving

By Greg Taylor, Jing Xu

121

Projection for Claims Triangles by Affine Age-to-Age Development

By Thomas Muller

145

What Actuaries Should Know About Nonparametric Regression With Missing Data

By Sam Efromovich

166

Moment-Based Approximation with Mixed Erlang Distributions

By Helene Cossette, David Landriault, Etienne Marceau, Khouzeima Moutanabbir

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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.