Insurance Pricing, GLMs & Machine Learning
Bridging actuarial science with modern data science: Generalized Linear Models (GLMs) combined with gradient boosting (XGBoost/LightGBM) for highly predictive, regulatory-compliant pricing tariffs.
Key Deliverables & Capabilities
- Frequency-Severity modeling (Poisson, Negative Binomial, Gamma)
- Non-linear risk interaction detection with LightGBM & XGBoost
- On-leveling historical premiums & loss cost trend adjustments
- Profit testing, capital strain modeling under RBC framework
- OIC regulatory rate filing documentation & actuarial certification