Actuarial tail risk quantile/expectile regression for insurance pricing - TVaR, large loss loading, ILF curves, CatBoost
Constrained portfolio rate optimisation for insurance pricing — SLSQP, FCA ENBP, efficient frontier, shadow prices, JSON audit trail
GLM tooling for insurance pricing — nested GLM embeddings, R2VF factor level clustering, territory banding, SKATER
Model governance for insurance pricing — PRA SS1/23 validation reports, model risk management, risk tier scoring
Free 12-module course: Modern Insurance Pricing with Python and Databricks. GLMs, GBMs, SHAP relativities, conformal prediction, Bayesian credibility, rate optimisation, causal demand modelling, monitoring, spatial territory rating.
ARCHIVED — merged into insurance-severity
SDID for causal rate change evaluation in insurance pricing — event study, HonestDiD sensitivity, FCA evidence pack (170 tests)
HMM-based telematics risk scoring for insurance pricing — driving state classification from raw trip data to GLM-compatible features
Temporal cross-validation for insurance pricing models. Walk-forward splits respecting policy/accident year structure and IBNR development buffers.
Zero-Inflated Tweedie Double GLM — three-head CatBoost EM (mu, phi, pi), balance check, Vuong test
Proxy discrimination diagnostics — LRTW 2026 D_proxy, Owen 2014 Shapley attribution, Côté 2025 proxy vulnerability, HTML/JSON audit reports
Density ratio correction for insurance pricing book shifts — CatBoost/RuLSIF/KLIEP, LR-QR conformal, FCA SUP 15.3 diagnostics
D-vine copula model for multi-year policyholder claim modelling
ARCHIVED — merged into insurance-quantile
Bandit algorithms for GIPP-compliant price experimentation — UCB1, Thompson Sampling, LinUCB, ENBP constraints, FCA audit trail
GAMLSS for insurance pricing in Python — model variance, shape, and tail parameters as functions of covariates
Model monitoring for deployed insurance pricing models. Exposure-weighted PSI, A/E ratios, Gini drift z-test (arXiv 2510.04556), traffic-light reporting.
BYM2 spatial territory ratemaking for UK personal lines insurance. Adjacency graphs, PyMC 5 ICAR, Moran's I diagnostics.
Transfer learning for thin-segment insurance pricing — GLMTransfer, GBMTransfer CatBoost offset, CANNTransfer, MMD shift test, domain adaptation
Spatially Clustered Mixture of Experts for joint frequency-severity insurance pricing (NAAJ 2025)
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