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Venter and Tampubolon Win 2010 Variance Prize

Venter, Tampubolon
The Variance Editorial Board has selected the winning paper published in Variance in 2010. The Variance Prize has been awarded to Gary G. Venter and Dumaria R. Tampubolon for their paper “Robustifying Reserving.”   

The paper presents an introduction of robust methods for loss reserving, and it compares reserving models for a development triangle based on the sensitivity of the reserve estimates to changes in individual data points..

Gary G. Venter, FCAS, is head of economic capital modeling at Chartis and teaches graduate courses in actuarial science at Columbia University, New York, and has worked more than 35 years in the insurance and reinsurance industry. He has an undergraduate degree in mathematics and philosophy from UC-Berkeley and a master’s degree in mathematics from Stanford University. He has served on a number of CAS committees and is on the editorial team of several actuarial journals..

Dumaria Rulina Tampubolon teaches as the Faculty of Mathematics and Natural Sciences, Institut Teknologi Bandung, Indonesia. Her research interests are in general insurance and applied statistics. She holds a master’s degree in statistics from Monash University in Melbourne, Australia, and a Ph.D. in actuarial studies from Macquarie University in Sydney, Australia.

The winning paper is published in Variance volume 4, Issue 2, 2010.

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