Casualty Actuarial Society

Practice Areas

Ratemaking

Press Releases & News

More News

Events

Full CAS Calendar

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. 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 …
  2. 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 …
  3. 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 …
  4. Experience and Exposure Rating for Property Per Risk Excess of Loss Reinsurance Revisited
    Experience and exposure rating are traditionally considered to be independent but complementary methods for pricing property per risk excess of loss reinsurance. Strengths and limitations of these techniques are well-known. In practice, both methods …
  5. The Optimal Number of Quantiles For Predictive Performance Testing of the NCCI Experience Rating Plan
    Motivation. Quantile testing is a key technique for fitting parameters and testing performance in workers compensation experience rating and the number of quantile intervals must be specified for such a test. Method. A model is developed to …

DARE Advanced Search

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

READ MORE FROM THE ACTUARIAL REVIEW

Presentations

CAS Presents an Overview on Price Optimization

Meeting and Seminar Presentation Advanced Search

Predictive Modeling OC