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Reusable modelling, pricing, governance, and reporting utilities.

Project description

Insurance-Pricing

A reusable toolkit for insurance modeling, pricing, governance, and reporting.

Overview

Insurance-Pricing (ins_pricing) is an enterprise-grade Python library designed for machine learning model training, pricing calculations, and model governance workflows in the insurance industry.

Core Modules

Module Description
modelling ML model training (GLM, XGBoost, ResNet, FT-Transformer, GNN) and model interpretability (SHAP, permutation importance)
pricing Factor table construction, numeric binning, premium calibration, exposure calculation, PSI monitoring
production Model prediction, batch scoring, data drift detection, production metrics monitoring
governance Model registry, version management, approval workflows, audit logging
reporting Report generation (Markdown format), report scheduling
utils Data validation, performance profiling, device management, logging configuration

Quick Start

# Model training with Bayesian optimization
from ins_pricing import bayesopt as ropt

model = ropt.BayesOptModel(
    train_data, test_data,
    model_name='my_model',
    resp_nme='target',
    weight_nme='weight',
    factor_nmes=feature_list,
    cate_list=categorical_features,
)
model.bayesopt_xgb(max_evals=100)      # Train XGBoost
model.bayesopt_resnet(max_evals=50)    # Train ResNet
model.bayesopt_ft(max_evals=50)        # Train FT-Transformer

# Pricing: build factor table
from ins_pricing.pricing import build_factor_table
factors = build_factor_table(
    df,
    factor_col='age_band',
    loss_col='claim_amount',
    exposure_col='exposure',
)

# Production: batch scoring
from ins_pricing.production import batch_score
scores = batch_score(model.trainers['xgb'].predict, df)

# Model governance
from ins_pricing.governance import ModelRegistry
registry = ModelRegistry('models.json')
registry.register(model_name, version, metrics=metrics)

Project Structure

ins_pricing/
├── cli/                    # Command-line entry points
├── modelling/
│   ├── core/bayesopt/     # ML model training core
│   ├── explain/           # Model interpretability
│   └── plotting/          # Model visualization
├── pricing/               # Insurance pricing module
├── production/            # Production deployment module
├── governance/            # Model governance
├── reporting/             # Report generation
├── utils/                 # Utilities
└── tests/                 # Test suite

Installation

# Basic installation
pip install ins_pricing

# Full installation (all optional dependencies)
pip install ins_pricing[all]

# Install specific extras
pip install ins_pricing[bayesopt]    # Model training
pip install ins_pricing[explain]     # Model explanation
pip install ins_pricing[plotting]    # Visualization
pip install ins_pricing[gnn]         # Graph neural networks

Requirements

  • Python >= 3.9
  • Core dependencies: numpy >= 1.20, pandas >= 1.4

License

Proprietary

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