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Post-COVID Analytics & Benchmarks


Tuesday, March 30, 2021

11 A.M Central

Listen now

The insurance industry relies heavily on actuarial models and benchmarks to analyze performance and predict future exposures. One of the core assumptions of analytics and benchmarking is that most components of the analysis mirror conditions similar to the past. However, the pandemic introduced several variables into the analysis that question the validity of those models in the future.

In this complimentary Out Front Ideas with Kimberly and Mark webinar, Kimberly George and Mark Walls are joined by a panel of experts discussing how models have been impacted and how risk managers need to adjust their future expectations to account for the impact of the pandemic.

Discussion topics will include:

  • Temporary vs. permanent changes to benchmarks.
  • The impact on development curves.
  • How future loss development could impact models.
  • The most critical measurements of analytics and benchmarks.
  • And more!

Space is limited. Register to reserve your spot today!


Tamika Burgos Puckett

Risk Manager, Corporate Security

Zoom Video Communications

Richard Frese

Principal & Consulting Actuary


Ron Schuler

Head Actuary – Property & Casualty Broking North America, Head of Collateral Solutions

Willis Towers Watson

David Stills

Senior Vice President, Carrier and Risk Practice