rate-optimisation
Constrained portfolio rate optimisation for insurance pricing — SLSQP, FCA ENBP, efficient frontier, shadow prices, JSON audit trail
Distributionally robust rate optimisation — Wasserstein/KL/chi2 ambiguity sets, CVXPY+CLARABEL, price of robustness frontier, FCA ENBP
Constrained rate change optimiser for UK personal lines insurance pricing