Presenter(s): Mike McGavick
Moderator(s): Stephanie Gould Rabin, ACAS, MAAA, SIOP, Holborn Corporation

Description: The insurance industry has always been built on models, judgment, and disciplined decision-making. Now a new class of AI systems—often called agentic AI—is beginning to participate in those processes, interpreting data, running analyses, and coordinating complex workflows. What does this mean for the way risk decisions are made? In this keynote, Mike McGavick explores how emerging AI capabilities are changing the speed and structure of underwriting and reinsurance decisions—and why actuaries may become the most important stewards of these new risk engines.

Presenter(s): Chirag Shah, Gallagher Re; Jiten Voralia, FIAA, FCAS, Everest; Nick Nudo, Aon Reinsurance Solutions
Moderator(s): James McNally, MBA, BA, CPCU, RPLU+, ARM, ARe, Navigators Re, A Brand of The Hartford

Description: Please join us for a conversation with industry leaders regarding the current state of the Casualty market. Panelists will discuss various perspectives on the health of the line. The session will touch on historical experience, the current and projected rate environment, and broader macroeconomic conditions. Please note that this session is closed to the media.

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): Edmund Douglas, FCAS, MAAA, QBE North America; Mallika Bender, FCAS, MAAA, Casualty Actuarial Society
Moderator(s): Brian Mullen, American Family Insurance

Description: Actuarial judgment is critical to our day-to-day work. This judgment is honed through years of experience, and it becomes instinctive over time. However, when we work in a state of cognitive ease, we’re more susceptible to cognitive biases arising from our reliance on heuristics. These mental shortcuts help us make decisions quickly, but they can also lead to systematic errors in how we interpret data and communicate uncertainty. This session explores common forms of cognitive biases that are particularly relevant to actuaries in our technical and strategic roles. From anchoring to confirmation bias, availability heuristics and others, attendees will see how these cognitive biases may influence our work and contribute to suboptimal decision-making. In addition, we’ll explore how systematic, process-based strategies, not just awareness of our own biases, can help mitigate the impact of biases in actuarial work.

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): Navine Aggarwal, JD, MBA, Ethos Specialty; Jeffrey Zeitler, ACAS, Aon; Kristen Hoffman, ACAS, Ryan Transactional Risk
Moderator(s): Xuan You, FCAS, Munich Re

Description: This session will explore the evolution of transactional liability insurance and provide an updated market view for reinsurers and capacity providers. We will review developments in policy coverage, underwriting trends, and the changing role of the product within M&A transactions. The presentation will also examine historical loss experience and performance data to help frame the underlying risk characteristics of the class. The goal is to provide a balanced perspective on both the opportunities and challenges facing the market.

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): Lauren Train, FCAS, Crum & Forster; Jess Fung, FCAS, MAAA, Guy Carpenter; Christopher Shafer, OdysseyRe
Moderator(s): Wenyi Zhang, FCAS, Everest Re

Description: This session will provide an overview of the current state of cyber insurance market. Speakers will discuss the current rate environment, industry loss performance, and hot topics such AI, Privacy class action, coverage creep, etc. Speakers will also discuss in details the severity and frequency trends, tail considerations, and how to navigate a soft market.

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): Tsz Chai Fung, PhD, Georgia State University
Moderator(s): Li Li Lin, FCAS, Lancashire Insurance Group

Description: Social inflation, liability loss costs rising faster than economic inflation, has become a major driver of reinsurance volatility, yet it is often measured using simple trend charts that can be misleading when the mix of cases changes over time. In this session, we use a large database of U.S. jury verdicts and settlements to quantify social inflation through multiple channels that matter to reinsurers: plaintiff win rates (frequency), settlement propensity (frequency), and verdict/settlement severity.

We introduce practical, case-mix-adjusted indices that separate “true” social inflation from shifts in what kinds of cases are being litigated (e.g., more complex cases, more corporate defendants) and from evolving litigation tactics (e.g., increased use of experts and attorneys). We also show how to quantify uncertainty around these estimates, critical given heavy-tailed verdict outcomes and limited trial volume. Results highlight why verdict severity is the dominant contributor to overall inflation, why settlement severity often shows weaker signals, and how trends differ by case type, defendant characteristics, and legal environment (e.g., tort caps and third-party litigation funding rules). Attendees will leave with a usable framework to interpret social inflation signals and translate them into reinsurance pricing, reserving, and risk appetite decisions.

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.