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

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

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

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

ARCHIVED — merged into insurance-severity

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.

End-to-end insurance pricing pipeline: CatBoost frequency model, SHAP relativities, fairness audit, monitoring, and conformal intervals on a single synthetic UK motor dataset

GAMLSS for insurance pricing in Python — model variance, shape, and tail parameters as functions of covariates

Bandit algorithms for GIPP-compliant price experimentation — UCB1, Thompson Sampling, LinUCB, ENBP constraints, FCA audit trail

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

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

Extract multiplicative rating relativities from GBMs using SHAP values. Built for insurance pricing.

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

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