Casualty Actuarial Society

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Ratemaking

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Committees

  • 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 ksonnet@casact.org.

Resources

Standards and Principles

Research Articles, Newsletters, Presentations

Research Articles

  1. 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 …
  2. 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 …
  3. 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 …
  4. On Equality and Inequality in Stationary Populations
    Although it is an analytic construct important in its own right, a stationary population is an integral component of a life table. Using this perspective, we discuss well-known and not-so-well known equalities that are found a stationary population …
  5. Escaping Hindsight: Case Reserve Development Using the Reserve Runoff Ratio
    The common calculation used in developing case reserves are based on “hindsight” from a separate development test, thus they are based on data that already reflects judgment. A method is presented for estimating development factors for case …

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Newsletters

Current Actuarial Review (Vol. 42, No.2, March – April 2015)

  • The CAS: A Global Organization
  • What a Difference 40 Years Make
  • Editor's Note: A Theme Emerges

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Presentations

CAS Presents an Overview on Price Optimization

Meeting and Seminar Presentation Advanced Search

Predictive Modeling OC

The CAS Roundtable

Posted on 02/27/2017
By Mary Jo Kannon

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