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Releases: burning-cost/rate-optimiser
Releases · burning-cost/rate-optimiser
v0.2.0
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)