Press Releases & News
There are currently no events. You may view other events in the calendar.
Full CAS Calendar
- Committee on Ratemaking
- The Committee on Ratemaking addresses actuarial issues of property and casualty insurance ratemaking including risk classification. The committee's charge includes furthering the development and dissemination of ratemaking theory and principles; identifying topics for research and discussion; monitoring professional developments and regulatory activities; and sponsoring panels, seminars, and other public forums on ratemaking issues.
- Ratemaking and Product Management Seminar Planning
- The Ratemaking and Product Management Seminar Planning Committee is responsible for developing a program for the annual Ratemaking and Product Management Seminar.
- Interested in volunteering? Please contact Karen Sonnet vis email at email@example.com.
- Instructions and guidance
- Filing Requirement
- Capital Requirement
- Availability and Affordability
- Pricing Data
Standards and Principles
- ASOPs – Pricing related key ASOPs:
Research Articles, Newsletters, Presentations
An Alternative Approach to Credibility for Large Account and Excess of Loss Treaty Pricing
This paper illustrates a comprehensive approach to utilizing and credibility weighting all available information for large account and excess of loss treaty pricing. The typical approach to considering the loss experience above the basic limit is to …
The Mathematics of On-Leveling
The mathematical foundation of on-leveling premium is explicitly stated. This is combined with an appropriate set of assumptions to derive the formulae for on-leveling premium by rate book (described within) and for using the Parallelogram Method. …
Minimum Bias, GLMs, and Credibility in the Context of Predictive Modeling
When predictive performance testing, rather than testing model assumptions, is used for validation, the needs for detailed model specification are greatly reduced. Minimum bias models trade some degree of statistical independence in data …
PEBELS: Policy Exposure Based Excess Loss Smoothing
PEBELS is a method for estimating the expected loss cost for each loss layer of an individual property risk regardless of size. By providing maximum resolution in estimating layer loss costs, PEBELS facilitates increased accuracy and sophistication …
Tail Factor Convergence in Sherman’s Inverse Power Curve Loss Development Factor Model
The infinite product of the age-to-age development factors in Sherman’s inverse power curve model is proven to converge to a finite number when the power parameter is less than ?1, and alternatively to diverge to infinity when the power …
DARE Advanced Search
Current Actuarial Review
CAS Presents an Overview on Price Optimization
Meeting and Seminar Presentation Advanced Search