Articles in Press

“Articles in Press” are papers that have been peer reviewed and accepted for publication in Variance, but have not yet appeared in final printed form. These articles are provided here as a temporary resource, available until formal publication of the paper. They have not yet been copy-edited or fully formatted according to the style used in Variance. Thus, the text may still change before final publication.

Preliminary Selection of Risk Factors in P&C Ratemaking by Florian Pechon
January 4, 2018

One-Year and Total Run-Off Reserve Risk Estimators Based on Historical Ultimate Estimates by Filippo Siegenthaler
October 23, 2017

“Where the Home Insurance Meets the Climate Change: Making Sense of Climate Risk, Data Uncertainty and Projections” by Vyacheslav Lyubchich, Kelly H. Kilbourne, and Yulia R. Gel
Accepted October 17, 2017

“A Fundamental Approach to Cyber Risk Analysis” by Rainer Boehme, Stefan Laube, and Markus Riek
Accepted October 13, 2017

“Bayesian Predictive Modeling for Exponential-Pareto Composite Distribution” by M. S. Aminzadeh and Min Deng
Accepted August 29, 2017

“A Cost of Capital Risk Margin Formula for Non-Life Insurance Liabilities” by Glenn Meyers
Accepted August 19, 2017

"Reserving for Infrastructure Service Contracts" by Thomas E. Wendling
Accepted July 17, 2017

“Severity Curve Fitting for Long Tailed Lines: An Application of Stochastic Processes and Bayesian Models” by Greg McNulty
Accepted February 1, 2017

On Developing a Solvency Framework for Bookmakers,” by Dominic Cortis
Accepted January 16, 2017

Strategies for Modeling Loss Development: Curve Fitting, Credibility, and Layer Adjustments,” by Uri Korn
Accepted January 15, 2017

Dependencies in Stochastic Loss Reserve Models” by Glenn Meyers, FCAS, MAAA, Ph.D.
R Files
Accepted January 12, 2017

A Comparison of Resampling Methods for Bootstrapping Triangle GLMs,” by Thomas Hartl
Accepted August 22, 2016

Generalized Framework of Mack Stochastic Chain Ladder Method,” by Przemyslaw Sloma
Accepted August 22, 2016

Credibility Prediction Using Collateral Information,” by Edward W. Frees and Peng Shi
Accepted August 22, 2016

Applying Graphical Models to Automobile Insurance Data” by Farrokh Guiahi
Accepted August 22, 2016

Reciprocal Reinsurance Treaties Under an Optimal and Fair Joint Survival Probability” by Kchouk Bilel and Melina Mailhot
Accepted March 11, 2016

Casualty Catastrophe Analytics: Where we are now and where we should be on this critical risk” by Stephen P. D’Arcy
Accepted March 1, 2016

Counterfactual Disaster Risk Analysis” by Gordon Woo
Accepted February 29, 2016

Capital Framework for Property-Casualty Insurers” by Zia Rehman, Lisa Gardner, and Philip Heckman
Accepted February 8, 2016

TMV-Based Capital Allocation for Multivariate Risks” by Maochao Xu
Accepted January 28, 2016

Sequential Testing for Full Credibility” by Michael Baron and Rui Xu
Accepted January 8, 2016

Insurance Claims Fraud: Optimal Auditing Strategies in Insurance Companies” by Katja Muller, Hato Schmeiser, and Joel Wagner
Accepted December 4, 2015

Analysis of Bivariate Excess Losses” by Jiandong Ren
Accepted July 18, 2015


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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.