Volume 12 Issue 2

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Download the Note from the Editor, List of Contributors, and Letters to the Editor
125

On the Properties of the Primary Loss and the Excess Loss in NCCI’s Experience Rating Plan

By Liang Hong

142

Parameter Reduction in Actuarial Triangle Models

By Gary G. Venter, Roman Gutkovich, Qian Gao

161

A Fundamental Approach to Cyber Risk Analysis

By Rainer Bohme, Stefan Laube, Markus Riek

186

A Cost-of-Capital Risk Margin Formula for Nonlife Insurance Liabilities

By Glenn G. Meyers

199

Reserving for Infrastructure Service Contracts

By Thomas Emil Wendling

214

On Developing a Solvency Framework for Bookmakers

By Dominic Cortis

226

Generalized Mack Chain-Ladder Model of Reserving with Robust Estimation

By Przemyslaw Sloma

249

One-Year and Total Run-Off Reserve Risk Estimators Based on Historical Ultimate Estimates

By Filippo Siegenthaler

278

Where Home Insurance Meets Climate Change: Making Sense of Climate Risk, Data Uncertainty, and Projections

By Vyacheslav Lyubchich, K. Halimeda Kilbourne, Yulia R. Gel


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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.