Insurance Risk Pricing Optimization

Mercury Insurance

Data Science Intern

June 2023 - August 2023

Internship
Insurance Risk Pricing Optimization

Role Overview

Analyzed and improved price rating structure by developing frameworks for model testing and evaluation: - Created data pipeline framework using Python, pandas, sklearn, ggplot, SQL, and H2O - Implemented custom performance metrics: relative MAE, Lorenz curve, GINI coefficient - Compared performance of Random Forest, CATBoost, and GLM models with new features - Developed web application to streamline non salaried employee timesheet process that HR managers implemented - Presented findings for 10-15% improvement in model risk assessment

Technologies Used

Python pandas sklearn H2O SQL ggplot CATBoost Random Forest GLM

Key Achievements

  • Identified 10-15% potential improvement in risk assessment
  • Developed company-wide timesheet solution to save costs and ease employee burden
  • Created comprehensive model evaluation framework