Popular repositories Loading

1. insurance-quantile insurance-quantile Public

   Actuarial tail risk quantile/expectile regression for insurance pricing - TVaR, large loss loading, ILF curves, CatBoost

   Python 1

2. insurance-optimise insurance-optimise Public

   Constrained portfolio rate optimisation for insurance pricing — SLSQP, FCA ENBP, efficient frontier, shadow prices, JSON audit trail

   Python 1

3. insurance-glm-tools insurance-glm-tools Public

   GLM tooling for insurance pricing — nested GLM embeddings, R2VF factor level clustering, territory banding, SKATER

   Python 1

4. insurance-governance insurance-governance Public

   Model governance for insurance pricing — PRA SS1/23 validation reports, model risk management, risk tier scoring

   Python 1

5. shap-relativities shap-relativities Public

   SHAP-based rating relativities from GBM models for insurance pricing — extract GLM-style factors from CatBoost, Polars

   Python

6. rate-optimiser rate-optimiser Public archive

   Constrained rate optimisation for insurance pricing — FCA ENBP compliance, demand modelling, efficient frontier, portfolio-level margin control

   Python