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
Distributionally robust rate optimisation for UK personal lines — Wasserstein ambiguity sets, tractable CVXPY reformulations, and price-of-robustness curves for committee papers
