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1. nonlife-pricing-agent nonlife-pricing-agent Public

   Agentic tool that distills a GBM into an interpretable GLM for Non-Life insurance pricing — an actuary reviews and approves every feature, grouping, interaction, and rating factor along the way.

   Python 2

2. fastapi-rag-boilerplate fastapi-rag-boilerplate Public

   Minimal RAG backend: FastAPI, OpenAI and Chroma, with LLM-extracted date/topic filters, streamed (SSE) answers with cited sources, and a Chainlit chat UI. Demo corpus: Reuters-21578.

   Python

3. claim-simulation claim-simulation Public

   A non-life actuarial frequency model trained in Python, exported to ONNX, and driven by a high-speed Monte Carlo engine written in Rust.

   Python

4. market-model-al market-model-al Public

   Simulation study on reverse-engineering competitor tariffs. Comparing Active Learning, Simple Random Sampling and the Cube Method (Tillé & Deville).

   Python

5. model-performance model-performance Public

   Worked examples of measuring model performance: classification, calibration, error and deviance metrics, lift and Lorenz curves, model comparison tests and drift monitoring. GLM vs gradient boostin…

   Python

6. bollinger-bands bollinger-bands Public

   Interactive trading dashboard implementing Alfons Cortés' Bollinger Bands strategy based on Behavioral Finance. Features automated exit/re-entry signals, multi-currency support, and relative streng…

   Python 1