Actuarial Pricing & GLM Triage Engine
Decomposing Enterprise Policy Risk into a Two-Stage Statistical Triage Matrix
Decomposed commercial insurance policy audits into a two-stage statistical triage matrix (Binomial GLM frequency × Gamma GLM severity), prioritizing field dispatches and automating zero-variance accounts.
- •Decomposed classification problem into two distinct statistical targets: a Binomial GLM (logit link) predicting adjustment probability, and a Gamma GLM (log link) estimating recoverable dollar severity.
- •Engineered an automated Expected Audit Value (EAV = P(Adjustment) × E[Severity]) prioritization matrix.
- •Built schema contracts and idempotent feature validation pipelines in Python to guarantee production reproducibility across multi-million row quarterly policy dumps.
"In enterprise AI, stakeholder adoption is governed by explainability and unit economics, not raw test-set F1. Giving underwriting executives verifiable mathematical coefficients enabled them to trust model recommendations across $100M+ risk portfolios."