frequency-severity

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

General insurance capital modelling using frequency-severity analysis, Monte Carlo simulation, tail risk, stress testing and diversification analysis in Python.

Actuarial pricing model for Brazilian auto insurance - GLM Poisson + Gamma, XGBoost Tweedie, SHAP, collision & theft separately, market premium analysis. SUSEP AUTOSEG 2019–2021.

Spatially Clustered Mixture of Experts for joint frequency-severity insurance pricing (NAAJ 2025)

Frequency-severity modeling of agricultural fire insurance risk using Python and synthetic data.

Actuarial insurance risk scoring using frequency–severity modelling to estimate expected loss for underwriting and pricing.

Synthetic reconstruction of an actuarial loss-trend dashboard with transparent methodology and confidentiality controls.

Dependent frequency-severity neural two-part model for insurance pricing — shared encoder trunk, Poisson/Gamma heads, MC and analytical pure premium

Loss cost trend analysis for insurance pricing — frequency/severity decomposition, ONS index integration, structural break detection (154 tests)

Actuarial insurance pricing: claim frequency-severity modeling to pure premium with Gini/lift-curve evaluation.

Monte Carlo simulation of insurance losses using a frequency–severity model with Poisson claim frequency, lognormal and gamma severity distributions, and tail risk analysis.