Publications & Research
The Variance Prize for papers published in Variance volume 15 (2022) has been awarded to Drake Landry and Steven Martin for their paper, “Policy-Level Unreported Frequency Model for Pure IBNR Estimation.”
Variance is in search of associate editors (AEs) to manage the peer review of papers. This is a leadership position on the Editorial Board in which the AE will receive assistance and guidance from, and provide assistance to, the editor in chief and co-editor. It’s a great opportunity to contribute to new actuarial literature!
The CAS Reinsurance Research Working Group is issuing a Request for Proposals (RFP) to develop methods for validating casualty catastrophe models.
The CAS is currently recruiting for the co-editor position on the journal Variance. This is a volunteer opportunity open to interested members of the CAS, particularly those active in the insurance industry.
A new paper has been published on the Variance website.
The 2023 Winter E-Forum features papers from Wang, Cullinane, Sen and Brown/Julga/Merz on Pareto-Gamma Mixture Excess Severity, Forecasting Audit Premiums, Prospect Theory & Cat Bonds, and P&C Reserving Best Practices.
