Projects
These are case studies and open demos. Work projects are described in general terms, and code examples use public or synthetic data.
Actuarial
- Frequency, severity and retention modelling for an HNW home book
A GLM and GBM pricing framework for high-net-worth home insurance, with SHAP explainability and large-loss treatment for a thin, heavy-tailed portfolio.
PythonGLMLightGBMSHAP - Open pricing demo: GLM vs GBM on French motor data
A reproducible, public-data walkthrough of a frequency pricing model, from GLM baseline to GBM and SHAP, using the freMTPL2 dataset.
PythonstatsmodelsLightGBMSHAPJupyter
AI & Engineering
- RAG assistant for actuarial documentation
Retrieval-augmented Q&A over pricing methodology notes, model documentation and guidelines, built with pgvector and citations to source paragraphs.
PythonPostgreSQLpgvectorFastAPIReactLLM APIs - Agentic pipeline for bordereaux ingestion and checks
An LLM-assisted pipeline that maps messy MGA bordereaux to a standard schema, runs validation checks and drafts the exceptions report for human review.
PythonpandasPydanticLLM tool-callingMCP