Search Packages

insurance-monitoring

Model drift detection for insurance pricing — exposure-weighted PSI/CSI, A/E ratios, Gini drift z-test

insurance-fairness

Proxy discrimination auditing for insurance pricing — FCA EP25/2, Consumer Duty, bias metrics

insurance-gam

Interpretable GAM models for insurance pricing — EBM tariffs, Actuarial NAM, Pairwise Interaction Networks (PIN), exact Shapley values

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-conformal

Conformal prediction intervals for Tweedie/Poisson insurance models - distribution-free coverage guarantees

insurance-governance

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

insurance-credibility

Credibility models for UK non-life insurance pricing: Bühlmann-Straub and Bayesian experience rating

insurance-quantile

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

insurance-severity

Insurance severity modelling: composite models, DRN, EVT, MDN, SPQRx, tail scoring, CMRS allocation, Projection-to-Ultimate, and AIPW IBNR reserving

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-frequency-severity

Sarmanov copula joint frequency-severity for insurance pricing — analytical premium correction, IFM estimation, dependency diagnostics

insurance-causal-policy

Causal evaluation of insurance pricing interventions using Synthetic Difference-in-Differences

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-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-whittaker

Whittaker-Henderson smoothing for insurance pricing and actuarial rating tables: 1D and 2D graduation with automatic lambda selection via cross-validation.

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-glm-tools

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

insurance-cv

Temporal and distributional cross-validation, and feature screening, for insurance pricing models

insurance-datasets

Synthetic UK motor insurance datasets with known DGP for model validation

insurance-synthetic

Vine copula synthetic insurance portfolio data generator

insurance-elasticity

Deprecated — use insurance-causal instead

insurance-distill

GBM-to-GLM distillation for insurance pricing - surrogate factor tables for Radar/Emblem rating engines

bayesian-pricing

Hierarchical Bayesian models for insurance pricing thin-data segments