Variance Prize

This prize recognizes the best papers published in Variance, the scientific journal of the Casualty Actuarial Society. The amount of the Variance Prize is currently $5,000.

Past Recipients:

Variance Prize Plaque

2015
Gary Venter and Rajesh Sahasrabuddhe
"A Note on Parameter Risk"
Variance Volume 9, Issue 1

2014
Weng Kah Leong, Shaun S. Wang, Han Chen
"Back-Testing the ODP Bootstrap of the Paid Chain-Ladder Model with Actual Historical Claims Data"
Variance, Volume 8 Issue 2

2013
Harald Dornheim and Vytaras Brazauskas
"Case Studies Using Credibility and Corrected Adaptively Truncated Likelihood Methods"
Variance, Volume 7 Issue 2

2012
Martin Eling and Sebastian Marek
"Do Underwriting Cycles Matter? An Analysis Based on Dynamic Financial Analysis"
Variance, Volume 6 Issue 2

2011
John A. Major
"Risk Valuation for Property-Casualty Insurers"
Variance, Volume 5 Issue 2

John A. Major, Shaun Wang, Hucheng (Charles) Pan, and Jessica Leong
"U. S. Property-Casualty: Underwriting Cycle Modeling and Risk Benchmarks"
Variance, Volume 5 Issue 2

2010
Gary G. Venter and Dumaria Rulina R. Tampubolon
"Robustifying Reserving"
Variance, Vol. 4, Issue 2

2009
Yi Jing, Joseph R. Lebens, and Stephen P. Lowe
"Claim Reserving: Performance Testing and the Control Cycle"
Variance, Vol. 3, Issue 2

2008
Martin Eling, Hato Schmeiser, and Thomas Parnitzke
"Management Strategies and Dynamic Financial Analysis"
Variance Journal, Vol. 2, Issue 1

2007
Richard J. Verrall
"Obtaining Predictive Distributions for Reserves Which Incorporate Expert Opinion"
Variance Journal, Vol. 1, Issue 1


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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.