Volume 6 Issue 1

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

Predictive Modeling of Multi-Peril Homeowners Insurance

By Edward W. Frees, Glenn G. Meyers, A. David Cummings


The Mathematics of Excess Losses

By Leigh Joseph Halliwell


The Workers Compensation Tails

By Frank Schmid


Empirical Method-Based Aggregate Loss Distributions

By C.K. Stan Khury


Optimal Growth for P&C Insurance Companies

By Luyang Fu

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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.