Insurance Pricing Python Packages

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-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-datasets

Synthetic UK motor insurance datasets with known DGP for model validation

insurance-fairness

Proxy discrimination auditing, discrimination-free pricing, and fairness diagnostics for UK insurance pricing models under FCA Consumer Duty and Equality Act 2010.

gemact

Repository of GEMAct source code. Enjoy!

insurance-causal-policy

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

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-conformal

Distribution-free prediction intervals for insurance pricing: conformal coverage guarantees, Tweedie non-conformity scores, SCR bounds, and anytime-valid sequential monitoring.

insurance-quantile

Actuarial tail risk quantile and expectile regression for UK personal lines pricing, including EQRN extreme quantile neural nets (Pasche & Engelke 2024)

shap-relativities

SHAP-based rating relativities from GBM models for insurance pricing — extract GLM-style factors from CatBoost, Polars

insurance-distill

Distil GBM models into multiplicative GLM factor tables for insurance rating engines.

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-severity

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

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-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-demand

Deprecated — use insurance-optimise instead

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-glm-tools

GLM tools for UK insurance pricing: nested GLMs with entity embeddings, territory clustering, and automated factor-level banding via R2VF

bayesian-pricing

Hierarchical Bayesian models for insurance pricing — PyMC 5, thin-data segments, credibility factors

insurance-synthetic

Vine copula synthetic insurance portfolio data generator

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-distributional

Distributional GBM for insurance pricing — Tweedie, ZIP, Gamma, Negative Binomial with CatBoost

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-elasticity

Deprecated — use insurance-causal instead