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Author:
None
Summary:
Actuarial tail risk quantile and expectile regression for UK personal lines pricing, including EQRN extreme quantile neural nets (Pasche & Engelke 2024)
Latest version:
0.5.0
Required dependencies:
catboost
|
numpy
|
pandas
|
polars
|
scikit-learn
|
scipy
Optional dependencies:
lightgbm
|
matplotlib
|
pytest
|
pytest-cov
|
torch
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