Volume 3 Issue 1

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

Capital Allocation by Percentile Layer

By Neil M. Bodoff


A Top-Down Approach to Understanding Uncertainty in Loss Ratio Estimation

By Alice M. Underwood, Jian-An Zhu


Property-Liability Insurance Loss Reserve Ranges Based on Economic Value

By Stephen P. D'Arcy, Alfred Au, Liang Zhang


Theory and Practice of Timeline Simulation

By Rodney E. Kreps


The Chain Ladder and Tweedie Distributed Claims Data

By Greg Taylor


Adaptive Reserving using Bayesian Revision for the Exponential Dispersion Family

By Greg Taylor, Grainne McGuire


Prediction Error of the Multivariate Additive Loss Reserving Method for Dependent Lines of Business

By Michael Merz, Mario Wuthrich

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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.