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. The Average Maturity of Loss Approximation of Loss Development
    This paper will present a formula for generalizing the average date of loss approximation (ADOL) so it operates reasonably at immature ages, ages where the usual ADOL approximation breaks down. The formula adjusts the evaluation date on the …
  2. Ratemaking for a New Territory: Enhancing GLM Pricing Model with a Bayesian Analysis
    MotivationThis paper offers a Bayesian approach in ratemaking for a new territory where a company considers starting a new business, or for a relatively new territory where the company has very limited claims experience. MethodA Bayesian Poisson …
  3. Enhancing the Generalized Linear Modeling Approach with Machine Learning Technique
    With the development of the machine learning (ML) technique and broad successful application, machine learning is becoming more and more popular for data analytics in many industries. Insurance is no exception, and machine learning techniques are …
  4. Practical LDF Interpolation for Well-Behaved IBNR
    Actuaries have devised numerous methods for interpolating annual evaluation loss development factors (LDF) to arrive at quarterly evaluation factors. Not all of these work as well as might be hoped. Some introduce oscillations not found in the …
  5. 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 …

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CAS Presents an Overview on Price Optimization

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Predictive Modeling OC

On-Demand Continuing Education Credit

The CAS Roundtable

Posted on 05/11/2018
By Brian Fannin

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