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Volume 07 Issue 02


Discussion of paper published in Vol. 7, no. 1: Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness

By Michael G. Wacek


Bayesian Claim Severity with Mixed Distributions

By Benedict M. Escoto


A Flexible Framework for Stochastic Reserving Models

By Roger M. Hayne


Tail-Related Risk Measures of Extreme Value Distribution: The Case of Taiwan’s Rice Damage Due to Typhoons in the Non-Crops Insurance Plan

By Li-Hua Lai, Pei-Hsuan Wu


Case Studies Using Credibility and Corrected Adaptively Truncated Likelihood Methods

By Harald Johann Dornheim, Vytaras Brazauskas

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Mission Statement

Variance 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.