Volume 12 Issue 1


Minimum Bias, Generalized Linear Models, and Credibility in the Context of Predictive Modeling

By Christopher Gerald Gross, Jonathan Palmer Evans


Embedded Predictive Analysis of Misrepresentation Risk in GLM Ratemaking Models

By Michelle Xia, Lei Hua, Gary James Vadnais


Bayesian Predictive Modeling for Exponential-Pareto Composite Distribution

By M. S. Aminzade, Min Deng


Machine Learning Methods to Perform Pricing Optimization: A Comparison with Standard Generalized Linear Models

By Giorgio Alfredo Spedicato, Christophe Dutang, Leonardo Petrini


On Prediction of Future Insurance Claims When the Model Is Uncertain

By Liang Hong, Todd Kuffner, Ryan Martin


Pricing Catastrophe Excess of Loss Reinsurance Using Power Curves and the Generalized Logarithmic Mean

By Jean-Francois Walhin

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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.