Variance Prize
This prize recognizes the best papers published in Variance, the scientific peer-reviewed journal. The amount of the Variance Prize is currently $5,000.
Past Recipients:
2022
Drake Landry and Steven Martin
“Policy-Level Unreported Frequency Model for Pure IBNR Estimation.”
Variance volume 15, no. 1
2017
Gregory F. McNulty
“Severity Curve Fitting for Long-ÂTailed Lines: An Application of Stochastic Processes and Bayesian Models”
Variance Volume 11, Nos. 1-2.
2016
Greg Taylor and Jing Xu
“An Empirical Investigation of the Value of Claim Closure Count Information to Loss Reserving”
Variance Volume 10, No. 1
2015
Gary Venter and Rajesh Sahasrabuddhe
"A Note on Parameter Risk"
Variance Volume 9, Issue 1
2014
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
2013
Harald Dornheim and Vytaras Brazauskas
"Case Studies Using Credibility and Corrected Adaptively Truncated Likelihood Methods"
Variance, Volume 7 Issue 2
2012
Martin Eling and Sebastian Marek
"Do Underwriting Cycles Matter? An Analysis Based on Dynamic Financial Analysis"
Variance, Volume 6 Issue 2
2011
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
2010
Gary G. Venter and Dumaria Rulina R. Tampubolon
"Robustifying Reserving"
Variance, Vol. 4, Issue 2
2009
Yi Jing, Joseph R. Lebens, and Stephen P. Lowe
"Claim Reserving: Performance Testing and the Control Cycle"
Variance, 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
