Volume 9 Issue 1

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

Discussion Paper: “The Mathematics of Excess Losses”

By Liang Hong


Advances in Common Shock Modeling

By Z. Ming Li, Paul Gregory Ferrara


The Recent Review and Changes to the National Council on Compensation Insurance’s Individual Risk Experience Rating Plan

By Jonathan Palmer Evans


A Note on Parameter Risk

By Gary G. Venter, Rajesh V. Sahasrabuddhe


A Survey of Approaches to a Changepoint Problem in an Actuarial Context

By Avraham Adler


Judgmental Topics In P&C Companies: Findings from a Prediction Survey

By Joseph Lo, Nita Patel, Alan Calder


Estimating the Parameter Risk of a Loss Ratio Distribution—Revisited

By Avraham Adler


Risk Classification for Claim Counts and Losses Using Regression Models for Location, Scale and Shape

By George Tzougas, Spyridon D. Vrontos, Nickolaos E Frangos

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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.