Variance Prize

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.

Past Recipients:

Gregory F. McNulty
Severity Curve Fitting for Long-­Tailed Lines: An Application of Stochastic Processes and Bayesian Models
Variance Volume 11, Nos. 1-2.

Greg Taylor and Jing Xu
An Empirical Investigation of the Value of Claim Closure Count Information to Loss Reserving
Variance Volume 10, No. 1

Gary Venter and Rajesh Sahasrabuddhe
"A Note on Parameter Risk"
Variance Volume 9, Issue 1

Weng Kah Leong, Shaun S. Wang, Han Chen
"Back-Testing the ODP Bootstrap of the Paid Chain-Ladder Model with Actual Historical Claims Data"
Variance, Volume 8 Issue 2

Harald Dornheim and Vytaras Brazauskas
"Case Studies Using Credibility and Corrected Adaptively Truncated Likelihood Methods"
Variance, Volume 7 Issue 2

Martin Eling and Sebastian Marek
"Do Underwriting Cycles Matter? An Analysis Based on Dynamic Financial Analysis"
Variance, Volume 6 Issue 2

John A. Major
"Risk Valuation for Property-Casualty Insurers"
Variance, 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, Volume 5 Issue 2

Gary G. Venter and Dumaria Rulina R. Tampubolon
"Robustifying Reserving"
Variance, Vol. 4, Issue 2

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

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

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

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