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. Credibility and Other Modeling Considerations for Loss Development Factors
    In this paper, we discuss various credibility and modeling strategies for loss development factors. We present several improvements to the popular inverse power curve to help it better fit to the data. Using a basic approach to credibility …
  2. Insurance Ratemaking and a Gini Index
    Welfare economics uses Lorenz curves to display skewed income distributions and Gini indices to summarize the skewness. This article extends the Lorenz curve and Gini index by ordering insurance risks; the ordering variable is a risk-based score …
  3. A Frequency-Severity 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 providing of more accurate …
  4. Estimating Insurance Attrition Using Survival Analysis
    Retention is an important factor that impacts both profit and growth of insurance companies. Conventional retention analysis, such as logistic regression, does not distinguish between two types of attrition: mid-term cancellation and end-term …
  5. Interpolation Along a Curve
    Actuaries quite often have to interpolate data to obtain quantities such as loss development factors (LDFs) for maturities in between the maturities included in a loss development triangle, or increased limits factors for limits between the data …

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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 08/19/2015
By Wesley Griffiths

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