Targeted Maximum Likelihood Estimation — doubly robust causal inference, Poisson TMLE with exposure offset, SuperLearner, CV-TMLE

ARCHIVED — merged into insurance-severity

Transfer learning for thin-segment pricing — GLMTransfer, GBMTransfer CatBoost offset, CANNTransfer, MMD shift test

HMM-based telematics risk scoring for insurance pricing — driving state classification from raw trip data to GLM-compatible features

Zero-Inflated Tweedie Double GLM — three-head CatBoost EM (mu, phi, pi), balance check, Vuong test

Foundation model wrapper for thin-data pricing — TabPFN v2/TabICLv2 backend, GLM benchmark, PDP relativities, CommitteeReport

Model risk management — ModelCard, ModelInventory, RiskTierScorer, GovernanceReport

Neural Poisson mixture for structural zero-claimers — PM-DNN, reparameterised constraint, pi(x) at-risk score

D-vine copula model for multi-year policyholder claim modelling

ARCHIVED — merged into insurance-quantile

Proxy discrimination diagnostics — LRTW 2026 D_proxy, Owen 2014 Shapley attribution, Côté 2025 proxy vulnerability, HTML/JSON audit reports

Density ratio correction for insurance pricing book shifts — CatBoost/RuLSIF/KLIEP, LR-QR conformal, FCA SUP 15.3 diagnostics

Sarmanov copula joint frequency-severity for insurance pricing — analytical premium correction, IFM estimation, dependency diagnostics

Bandit algorithms for GIPP-compliant price experimentation — UCB1, Thompson Sampling, LinUCB, ENBP constraints, FCA audit trail

GAMLSS for insurance pricing in Python — model variance, shape, and tail parameters as functions of covariates

Automatic Debiased ML via Riesz Representers — continuous treatment elasticity, dose-response, selection correction, FCA reports

Bunching estimators for insurance threshold gaming — exposure-weighted density discontinuity, kink/notch, FCA report

Actuarial tail risk quantile/expectile regression for insurance pricing - TVaR, large loss loading, ILF curves, CatBoost

ML-EM nowcasting for claims reporting delays — joint Poisson-Multinomial EM, XGBoost/GLM M-step, exposure offset, bootstrap CIs

Whittaker-Henderson smoothing for insurance pricing — 1D/2D, REML lambda selection, Bayesian CIs, Poisson PIRLS