87 projects
insurance-gam
Interpretable GAM toolkit for insurance pricing: EBM, Neural Additive Models, Pairwise Interaction Networks, and debiased post-selection GLM inference for UK actuarial modelling.
insurance-frequency-severity
Joint frequency-severity modelling for insurance pricing: Sarmanov copula, compound distributions, and neural two-part models for UK personal lines claims.
insurance-credibility
Credibility models for UK non-life insurance pricing: Bühlmann-Straub, Bayesian experience rating, and hierarchical GLM credibility for personal and commercial lines.
insurance-telematics
Telematics insurance pricing: HMM driving state classification and GLM risk scoring from raw trip data for usage-based insurance (UBI) and pay-how-you-drive (PHYD) products.
insurance-whittaker
Whittaker-Henderson smoothing for insurance pricing and actuarial rating tables: 1D and 2D graduation with automatic lambda selection via cross-validation.
insurance-monitoring
Model drift detection, calibration monitoring, and sequential A/B testing for insurance pricing models: PSI, Gini drift, Murphy decomposition, mSPRT champion/challenger.
insurance-conformal
Distribution-free prediction intervals for insurance pricing: conformal coverage guarantees, Tweedie non-conformity scores, SCR bounds, and anytime-valid sequential monitoring.
insurance-causal
Causal inference for insurance pricing: double machine learning, price elasticity, heterogeneous treatment effects, and post-hoc rate change evaluation for UK personal lines.
insurance-governance
Model risk management and governance packs for UK GI insurance pricing — Solvency II, PRA CP6/24, FCA Consumer Duty, and GIPP outcome testing.
insurance-fairness
Proxy discrimination auditing, discrimination-free pricing, and fairness diagnostics for UK insurance pricing models under FCA Consumer Duty and Equality Act 2010.
insurance-optimise
Constrained portfolio rate optimisation for UK personal lines insurance, with FCA ENBP enforcement, demand-linked objectives, efficient frontier, 3-objective Pareto surface with fairness, model quality LR adjustment, robust multi-line reinsurance, linear risk sharing pools, and convex De Finetti reinsurance design
insurance-distributional
Distributional GBM for insurance pricing — Tweedie, ZIP, Gamma, Negative Binomial with CatBoost
shap-relativities
Extract multiplicative rating relativities from GBM models using SHAP values. Built for insurance pricing.
insurance-severity
Insurance severity modelling: composite models, DRN, EVT, MDN, SPQRx, tail scoring, CMRS allocation, Projection-to-Ultimate, and AIPW IBNR reserving
insurance-quantile
Actuarial tail risk quantile and expectile regression for UK personal lines pricing, including EQRN extreme quantile neural nets (Pasche & Engelke 2024)
insurance-survival
Survival analysis for UK insurance pricing: cure models, competing risks, recurrent events, CLV, lapse tables, coherent cause-specific mortality, proper scoring rules. Extends lifelines with insurance-specific gaps.
insurance-glm-tools
GLM tools for UK insurance pricing: nested GLMs with entity embeddings, territory clustering, and automated factor-level banding via R2VF
insurance-conformal-ts
Conformal prediction intervals for non-exchangeable insurance claims time series
insurance-reserving-neural
Individual neural claims reserving — per-claim RBNS reserve estimates with bootstrap uncertainty
insurance-experience
Individual policy-level Bayesian posterior experience rating for insurance pricing
insurance-anam
Actuarial Neural Additive Model for insurance pricing — interpretable, monotone-constrained, with Poisson/Tweedie/Gamma distributional losses
insurance-synthetic
Vine copula synthetic insurance portfolio data generator
insurance-trend
Loss cost trend analysis for UK personal lines insurance pricing
insurance-cv
Temporal and distributional cross-validation, and feature screening, for insurance pricing models
bayesian-pricing
Hierarchical Bayesian models for insurance pricing thin-data segments
insurance-multilevel
Two-stage CatBoost + REML random effects model for insurance pricing with high-cardinality group factors
insurance-distill
Distil GBM models into multiplicative GLM factor tables for insurance rating engines.
insurance-deploy
Champion/challenger pricing framework for UK insurance — model registry, quote routing, ENBP audit logging, and statistical promotion tests
insurance-datasets
Synthetic UK insurance datasets with known data generating processes
insurance-interactions
Automated GLM interaction detection for UK personal lines insurance using CANN + NID
insurance-dynamics
Dynamic insurance pricing models: GAS score-driven filters and Bayesian change-point detection
insurance-distributional-glm
GAMLSS (Generalised Additive Models for Location, Scale and Shape) for insurance pricing in Python
insurance-dispersion
Double GLM (DGLM) for joint modelling of mean and dispersion in insurance pricing
insurance-covariate-shift
Density ratio correction for insurance pricing model portability across different book distributions
insurance-causal-policy
Causal evaluation of insurance pricing interventions using Synthetic Difference-in-Differences
insurance-thin-data
Foundation models and transfer learning for thin-data insurance pricing segments
burning-cost
Meta-package installing the full Burning Cost insurance pricing toolkit
insurance-spatial
BYM2 spatial territory ratemaking and conformal prediction intervals for UK personal lines insurance
insurance-demand
Deprecated — use insurance-optimise instead
experience-rating
Deprecated — use insurance-credibility instead
insurance-elasticity
Deprecated — use insurance-causal instead
insurance-validation
PRA SS1/23 compliant model validation report generator for UK insurance pricing models
insurance-uplift
Heterogeneous treatment effects for UK personal lines insurance retention targeting
insurance-transfer
Transfer learning for thin-segment insurance pricing
insurance-rdd
Regression Discontinuity Design for insurance pricing rating thresholds
insurance-jlm
Joint Longitudinal-Survival Models for insurance pricing. Shared Random Effects Model linking telematics trajectories to claim hazard.
insurance-glm-cluster
Automated GLM factor level clustering for insurance pricing using the R2VF algorithm
insurance-gas
GAS (Generalised Autoregressive Score) models for dynamic insurance pricing
insurance-fairness-ldp
Local Differential Privacy for discrimination-free insurance pricing. Implements the Zhang/Liu/Shi (2025) correction matrix framework — the insurer never sees the true sensitive attribute.
insurance-dependent-fs
Dependent frequency-severity neural two-part model for insurance pricing
insurance-ebm
Deprecated. Use insurance-gam instead.
insurance-scmoe
Spatially Clustered Mixture of Experts for joint frequency-severity insurance pricing
insurance-pin
Tree-like Pairwise Interaction Networks for insurance pricing — neural GA2M with shared-weight architecture
insurance-zit-dglm
Zero-Inflated Tweedie Double GLM with CatBoost gradient boosting for insurance pricing
insurance-conformal-claims
Conformal prediction intervals for insurance claims regression — Hong order-statistic shortcut, Tweedie nonconformity scores, and Solvency II SCR reporting
insurance-spatial-conformal
Spatially weighted conformal prediction intervals for geographically calibrated insurance pricing
insurance-lda-risk
LDA-based probabilistic risk profiling for insurance portfolios
insurance-autodml
Automatic Debiased ML via Riesz Representers for continuous treatment causal inference in UK personal lines insurance pricing
insurance-poisson-mixture-nn
Neural Poisson mixture model separating structural and stochastic zero-claimers for UK insurance pricing
insurance-multivariate-conformal
Joint multi-output conformal prediction intervals for insurance pricing models
insurance-bcf
Bayesian Causal Forests for insurance pricing — heterogeneous treatment effects with FCA audit reporting
insurance-eqrn
Extreme Quantile Regression Neural Networks for insurance pricing — covariate-dependent GPD tail modelling
insurance-recurrent
Shared frailty models for within-policyholder claim recurrence in insurance pricing
insurance-competing-risks
Fine-Gray subdistribution hazard regression for competing risks — built for insurance pricing
insurance-nflow
Normalizing flows for insurance severity distribution modelling
insurance-conformal-risk
Conformal Risk Control for insurance pricing: distribution-free expected-loss guarantees
insurance-copula
Vine copulas for multi-peril home insurance pricing — exposure-weighted dependence modelling
insurance-mediation
Causal mediation analysis for insurance pricing fairness — decomposes postcode effects into legitimate and potentially discriminatory components
insurance-cure
Mixture cure models for insurance non-claimer scoring: covariate-aware logistic incidence, parametric and semiparametric latency, EM estimation
insurance-counterfactual-sets
Weighted conformal prediction sets for individual insurance counterfactuals (Lei & Candès 2021) with sensitivity analysis (Jin et al. 2023) and FCA harm reporting
insurance-conformal-fraud
Conformal anomaly detection for insurance claims with BH FDR control
insurance-evt
Extreme Value Theory for catastrophic insurance claim severity: GPD/GEV fitting, profile likelihood CIs, censored MLE, excess layer pricing, Solvency II reporting
insurance-dro
Distributionally robust rate optimisation for UK personal lines — Wasserstein ambiguity sets, tractable CVXPY reformulations, and price-of-robustness curves for committee papers
insurance-changepoint
Bayesian change-point detection for UK insurance pricing time series
insurance-bunching
Bunching estimators for insurance threshold gaming detection — exposure-weighted density discontinuity analysis with FCA Consumer Duty reporting
insurance-credibility-transformer
PyTorch implementation of the Credibility Transformer (arXiv:2409.16653) with ICL extension (arXiv:2509.08122)
insurance-composite
Composite (spliced) severity regression with covariate-dependent thresholds for insurance pricing
insurance-nowcast
ML-Enhanced EM Nowcasting for insurance claims reporting delays
insurance-sensitivity
Global sensitivity analysis for insurance pricing models — variance decomposition via Shapley effects
insurance-fairness-ot
Discrimination-free insurance pricing via Lindholm marginalisation, causal path decomposition, and Wasserstein barycenter correction
insurance-drn
Distributional Refinement Network for insurance pricing — full predictive distributions by refining GLM/GBM baselines with a neural network
insurance-nested-glm
Nested GLM with neural network entity embeddings and spatially constrained territory clustering for insurance ratemaking
insurance-calibration
Model calibration testing for insurance pricing — balance property, auto-calibration, Murphy decomposition
insurance-mrm
Model risk management framework for insurance pricing models
rate-optimiser
Constrained rate change optimiser for UK personal lines insurance pricing
credibility
Bühlmann-Straub credibility models for non-life insurance pricing
insurance-ilf
MBBEFD exposure curve fitting, Increased Limits Factors, and per-risk XL pricing for UK general insurance
