Hello
You are using PLpgSQL CASE statement
this start by CASE keyword and finishing by END CASE keywords
CREATE OR REPLACE FUNCTION sn_dm_b.pm_insert_trigger()
RETURNS TRIGGER AS $$
BEGIN
CASE
WHEN NEW.period = 201001
THEN INSERT INTO sn_dm_b.pm201001 VALUES (NEW.*);
END;
RETURN NULL;
END CASE; -- <<<<<<<<<<<<<
$$ LANGUAGE plpgsql;