rate-optimisation

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Distributionally robust rate optimisation — Wasserstein/KL/chi2 ambiguity sets, CVXPY+CLARABEL, price of robustness frontier, FCA ENBP

python insurance pricing cvxpy actuarial robust-optimisation uk-insurance rate-optimisation

Constrained portfolio rate optimisation for insurance pricing — SLSQP, FCA ENBP, efficient frontier, shadow prices, JSON audit trail

Constrained rate optimisation for insurance pricing - FCA ENBP, demand modelling, efficient frontier

python insurance pricing actuarial fca rate-optimisation

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