Actuarial pricing model for Brazilian auto insurance - GLM Poisson + Gamma, XGBoost Tweedie, SHAP, collision & theft separately, market premium analysis. SUSEP AUTOSEG 2019–2021.
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Updated
Feb 23, 2026 - Jupyter Notebook
Actuarial pricing model for Brazilian auto insurance - GLM Poisson + Gamma, XGBoost Tweedie, SHAP, collision & theft separately, market premium analysis. SUSEP AUTOSEG 2019–2021.
Monte Carlo simulation of insurance losses using a frequency–severity model with Poisson claim frequency, lognormal and gamma severity distributions, and tail risk analysis.
Actuarial insurance risk scoring using frequency–severity modelling to estimate expected loss for underwriting and pricing.
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