Is there some way to nest Case statements?

Update zWorkingTemp
Set zWorkingTemp.[Benefit Group] =
Case EjRegion
When 'NY' then
Case EjDivision
When '8517' then 'OAB New York NY'
End
Else [Benefit Group]
End

I want to make certain that both criteria are evaluated before updating zWorkingTemp.[Benefit Group]. So far I get nothing from this query.

Nested case example to show you it does work:

Select
title,
price,
royalty
,test = case royalty when 10 then 'Y'
when 12 then (case when datepart(dw,getdate()) in (1,2,3,4) then 'X' else 'Y' end)
else 'N' end
from titles
order by test