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  • Joined Mar 5, 2026

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  1. burning-cost burning-cost Public

    Novel pricing techniques from data science and quantitative finance, applied to UK personal lines insurance

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  2. shap-relativities shap-relativities Public

    Extract multiplicative rating relativities from GBMs using SHAP values. Built for insurance pricing.

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  3. burningcost.github.io burningcost.github.io Public

    Burning Cost — insurance pricing education and open-source tooling for UK actuaries and pricing teams.

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  4. insurance-cv insurance-cv Public

    Temporal cross-validation for insurance pricing models. Walk-forward splits respecting policy/accident year structure and IBNR development buffers.

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  5. credibility credibility Public

    Buhlmann-Straub credibility weighting for insurance pricing. Polars-native with hierarchical support.

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  6. rate-optimiser rate-optimiser Public

    Constrained rate change optimiser for UK personal lines insurance pricing

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