Casualty Actuarial Society

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  • 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.
    • Interested in volunteering? Please contact Karen Sonnet vis email at
  • Ratemaking, Product and Modeling Seminar Planning Committee
    • The Ratemaking and Product Management Seminar Planning Committee is responsible for developing a program for the annual Ratemaking and Product Management Seminar.


Standards and Principles

Research Articles, Newsletters, Presentations

Research Articles

  1. A Comprehensive, Non-Aggregated, Stochastic Approach to Loss Development
    In this paper, we present a stochastic loss development approach that models all the core components of the claims process separately. The benefits of doing so are discussed, including the provision of more accurate results by increasing the data …
  2. 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 …
  3. 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. …
  4. 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 …
  5. 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 …

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CAS Presents an Overview on Price Optimization

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Predictive Modeling OC

The CAS Roundtable

Posted on 03/02/2018
By Rick Gorvett

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