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This repository was archived by the owner on Mar 14, 2026. It is now read-only.

Releases: burning-cost/rate-optimiser

v0.2.0

09 Mar 08:15

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Initial release of rate-optimiser.

  • Constrained rate change optimisation for UK personal lines insurance
  • Takes GLM outputs and demand model predictions, finds factor adjustments meeting loss ratio and volume targets
  • Traces the efficient frontier of achievable rate strategies — the insurance analogue of Markowitz portfolio optimisation
  • Supports regulatory and management constraints (max rate change caps, segment floors)