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.

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.

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

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

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

Frequency-severity modelling of Kenyan motor insurance claims for risk-based pure premium estimation (SAC 407 project, Kenyatta University).

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

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

Health insurance pricing in R: negative binomial frequency and Gamma severity GLMs on 100,000 synthetic members, monthly risk premiums with 95% intervals, holdout Gini 0.369, live premium calculator.