Loss Happens Before the Storm: The New Drivers of 2026 Severe Storm Risk

Storm Risk Is Set Earlier Than You Think

‍Severe storm losses don't begin when a storm materializes.
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They're shaped earlier — by underwriting and renewal decisions, and by how risk accumulates across portfolios over time.

As carriers prepare for the 2026 season, gaps are emerging between CAT model outputs and what is actually driving loss at the property level.

Those gaps are shaped by upstream underwriting and pricing decisions, the quality of underlying data, and how risk ultimately accumulates across portfolios.

This session explores the signals already influencing 2026 storm risk — many which sit outside traditional event-driven models.

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Featured Industry Experts

Robert Silva, ACAS
20+ Years Across P&C Insurance

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Keren Chheang, FCAS
Risk Analytics Expert

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What You Will Gain

What storms are actually telling us

How loss patterns from recent severe convective storms are reshaping how carriers should interpret risk heading into 2026

Why traditional CAT models are increasingly misaligned

How data gaps and coarse assumptions at the property level create meaningful divergence between modeled risk and realized loss.

The upstream drivers shaping storm loss outcomes

How accuracy, coverage, and consistency of underwriting data increasingly determine portfolio outcomes.

How early decisions cascade into portfolio risk

How upstream underwriting and rating decisions shape pricing adequacy, portfolio stability, and reinsurance terms — long before a storm forms.

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Who Should Attend?

This session is designed for insurance leaders involved in:

• Underwriting and pricing strategy
• Product and portfolio management
• Risk, analytics, and actuarial functions
• CAT management and reinsurance planning

Whether you're shaping 2026 storm strategy or assessing exposure across your book, this session offers clarity into how loss is forming — before the season unfolds.


Register Now