Variance Prize

This prize recognizes the best papers published in Variance, the scientific journal of the Casualty Actuarial Society. The amount of the Variance Prize is currently $5,000.

Recipients:

2011
John A. Major
“Risk Valuation for Property-Casualty Insurers”
Variance Journal, Volume 5 Issue 2

John A. Major, Shaun Wang, Hucheng (Charles) Pan, and Jessica Leong
“U. S. Property-Casualty: Underwriting Cycle Modeling and Risk Benchmarks
Variance Journal, Volume 5 Issue 2”

2010
Gary G. Venter and Dumaria Rulina R. Tampubolon
“Robustifying Reserving”
Variance Journal, Vol. 4, Issue 2

2009
Yi Jing, Joseph R. Lebens, and Stephen P. Lowe
“Claim Reserving: Performance Testing and the Control Cycle”
Variance Journal, Vol. 3, Issue 2

2008
Martin Eling, Hato Schmeiser, and Thomas Parnitzke
“Management Strategies and Dynamic Financial Analysis”
Variance Journal, Vol. 2, Issue 1

2007
Richard J. Verrall
“Obtaining Predictive Distributions for Reserves Which Incorporate Expert Opinion”
Variance Journal, Vol. 1, Issue 1