Presenter(s): Ari Moskowitz, ACAS, Selective Insurance; Will Dove, FCAS, ASA, CERA, MAAA, Princeton Actuarial and Risk Consulting; David Flitman, FCAS, Safepoint Insurance
Moderator(s): Dustin Loeffler, FCAS, Aon

Description: This session will host a panel discussion amongst ceded reinsurance experts. The discussion will cover current reinsurance purchasing market conditions, background on motivations when purchasing reinsurance, decision making frameworks, actuarial analytics support, and latest trends.

Presenter(s): William Dubinsky, Gallagher Securities, Inc.; Michael Leybov, PhD, CAS, Fermat Casualty Management, Inc
Moderator(s): Raj Bohra, FCAS, Gallagher Re

Description: Cat bonds and similar exposure capitalizing vehicles have become an integral part of the reinsurance marketplace. What started as a tool to raise capital to fund Nat Cat exposures is now entering more complicated markets such as Casualty and Cyber. ILS experts share their knowledge and answer your questions in this panel discussion with extended Q&A.

Presenter(s): Jamie Rodney, PhD, Reask
Moderator(s): Neil Schwarzenberger, FCAS, Everest

Description: In this session we will discuss how the changing climate landscape is shifting hurricane risk distributions, and what this means for the statistical distributions used to price and manage risk.

Presenter(s): Sharry Tibbitt, Everest; David Flitman, FCAS, Safepoint Insurance; Paschal Brooks, CFA, Aon Securities LLC
Moderator(s): Rui Tang, Everest Re

Description: Senior insurance, reinsurance, and capital markets executives - including a global CUO, an insurance CEO, and the head of ILS structuring - share how tail risk is being assessed, transferred, and funded today in Tail Protection in a Changing Market. The discussion will cover Property renewal dynamics, loss experience and model evolution, and the role of alternative capital alongside traditional reinsurance, with a property focus and practical parallels to casualty.

Presenter(s): Rob Silva, ACAS, ZestyAI; Todd Dziedzic, PGM Solutions
Moderator(s): Qiong (Joan) Wei, Munich Re

Description: Home Factors provide descriptions of properties at scale, allowing insurers to deaverage their portfolios in innovative ways to isolate and control risks. We will discuss how Home Factors are sourced and provide examples of how loss forecasts are improved when Home Factors are incorporated. These include both attritional and catastrophe loss forecasts.