Volume 11 Issue 1


Reciprocal Reinsurance Treaties Under an Optimal and Fair Joint Survival Probability

By Kchouk Bilel, Melina Mailhot


Applying Graphical Models to Automobile Insurance Data

By Farrokh Guiahi


Credibility Prediction Using Collateral Information

By Edward W. Frees, Peng Shi


A Comparison of Resampling Methods for Bootstrapping Triangle GLMs

By Thomas Hartl


Dependencies in Stochastic Loss Reserve Models

By Glenn G. Meyers


Strategies for Modeling Loss Development: Curve Fitting, Credibility, and Layer Adjustments

By Uri A. Korn


Severity Curve Fitting for LongĀ­Tailed Lines: An Application of Stochastic Processes and Bayesian Models

By Gregory F. McNulty


An Actuarial Model of Excess of Policy Limits Losses

By Neil M. Bodoff

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.