Journal Paper Presentations

Volume 1 Issue 1

"Obtaining Predictive Distributions for Reserves Which Incorporate Expert Opinion”
by Richard Verrall
Recorded at the 2009 CAS Annual Meeting
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“Extended Service Contracts, An Overview”
by Roger M. Hayne
Recorded at the 2007 CAS Spring Meeting
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“Modeling Mortgage Insurance as a Multistate Process”
by Greg Taylor and Peter Mulquiney
Recorded at the 2007 CAS Spring Meeting
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“The Common Shock Model for Correlated Insurance Losses”
by Glenn G. Meyers
Recorded at the 2007 CAS Spring Meeting
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“Multivariate Copulas for Financial Modeling”
by Gary Venter, Jack Barnett, Rodney Kreps, and John Major
Recorded at the 2007 CAS Spring Meeting
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“Loss Reserve Estimates: A Statistical Approach for Determining ‘Reasonableness’”
by Mark Shapland
Recorded at the 2007 CAS Spring Meeting
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Volume 2 Issue 1

"Management Strategies and Dynamic Financial Analysis"
By Martin Eling, Hato Schmeiser, Thomas Parnitzke
Recorded at the 2010 CAS Spring Meeting
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Volume 3 Issue 1

"Property-Liability Insurance Loss Reserve Ranges Based on Economic Value"
by Stephen P. D'Arcy, Alfred Au, Liang Zhang
Recorded at the 2009 CAS Annual Meeting
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Volume 3 Issue 2

“Claim Reserving: Performance Testing and the Control Cycle”
by Yi Jing, Joseph R. Lebens, Stephen P. Lowe
Recorded at the 2009 CAS Annual Meeting
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Volume 4 Issue 1

"A Pricing Model for Underinsured Motorist Coverage"
Recorded at the 2010 CAS Spring Meeting
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Volume 4 Issue 2

Prediction Error of the Future Claims Component of Premium Liabilities under the Loss Ratio Approach
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Volume 5 Issue 1

Pricing in a Competitive Insurance Market Driven by Fractional Noise
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Correlated Random Effects for Hurdle Models Applied to Claim Counts
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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.