03 - AI Underwriting: Feature Engineering e Risk Scoring

import pandas as pd
import numpy as np
from typing import Dict, Optional
from dataclasses import dataclass
from datetime import date


@dataclass
class PolicyApplicant:
    """Rappresenta i dati grezzi di un richiedente polizza auto."""
    applicant_id: str
    birth_date: date
    license_date: date
    zip_code: str
    vehicle_make: str
    vehicle_year: int
    vehicle_value: float
    annual_mileage: int
    claims_3yr: int
    violations_3yr: int
    credit_score: Optional[int] = None
    marital_status: str = "single"
    housing_type: str = "tenant"


class AutoInsuranceFeatureEngineer:
    """
    Feature engineering per underwriting auto.
    Produce 40+ feature da dati grezzi del richiedente,
    includendo feature derivate, interazioni e encoding
    domain-specific.
    """

    VEHICLE_MAKE_RISK: Dict[str, int] = {
        "Ferrari": 5, "Lamborghini": 5, "Porsche": 4,
        "BMW": 3, "Mercedes": 3, "Audi": 3,
        "Toyota": 1, "Honda": 1, "Volkswagen": 2,
        "Ford": 2, "Fiat": 2, "Renault": 2,
    }

    def __init__(self, reference_date: Optional[date] = None):
        self.reference_date = reference_date or date.today()

    def engineer_features(self, applicant: PolicyApplicant) -> Dict[str, float]:
        features: Dict[str, float] = {}
        features.update(self._demographic_features(applicant))
        features.update(self._driving_experience_features(applicant))
        features.update(self._vehicle_features(applicant))
        features.update(self._claims_features(applicant))
        features.update(self._geographic_features(applicant))
        if applicant.credit_score is not None:
            features.update(self._credit_features(applicant))
        features.update(self._interaction_features(features))
        return features

    def _demographic_features(self, applicant: PolicyApplicant) -> Dict[str, float]:
        age = (self.reference_date - applicant.birth_date).days / 365.25
        return {
            "age": age,
            "age_squared": age ** 2,
            "age_under_25": float(age < 25),
            "age_over_70": float(age > 70),
            "age_risk_young": max(0.0, (25 - age) / 25) if age < 25 else 0.0,
            "age_risk_senior": max(0.0, (age - 70) / 20) if age > 70 else 0.0,
            "is_married": float(applicant.marital_status == "married"),
            "is_homeowner": float(applicant.housing_type == "owner"),
        }

    def _driving_experience_features(self, applicant: PolicyApplicant) -> Dict[str, float]:
        years_licensed = (self.reference_date - applicant.license_date).days / 365.25
        age = (self.reference_date - applicant.birth_date).days / 365.25
        age_at_license = age - years_licensed
        return {
            "years_licensed": years_licensed,
            "years_licensed_squared": years_licensed ** 2,
            "age_at_first_license": age_at_license,
            "late_license_ratio": max(0.0, (age_at_license - 18) / 10),
            "is_new_driver": float(years_licensed < 2),
            "is_experienced_driver": float(years_licensed > 10),
        }

    def _vehicle_features(self, applicant: PolicyApplicant) -> Dict[str, float]:
        vehicle_age = self.reference_date.year - applicant.vehicle_year
        make_risk = self.VEHICLE_MAKE_RISK.get(applicant.vehicle_make, 2)
        return {
            "vehicle_age": float(vehicle_age),
            "vehicle_value": applicant.vehicle_value,
            "vehicle_value_log": np.log1p(applicant.vehicle_value),
            "vehicle_make_risk_score": float(make_risk),
            "is_high_performance": float(make_risk >= 4),
            "is_new_vehicle": float(vehicle_age <= 2),
            "is_old_vehicle": float(vehicle_age > 10),
            "annual_mileage": float(applicant.annual_mileage),
            "annual_mileage_log": np.log1p(applicant.annual_mileage),
            "high_mileage": float(applicant.annual_mileage > 20000),
        }

    def _claims_features(self, applicant: PolicyApplicant) -> Dict[str, float]:
        claims = applicant.claims_3yr
        violations = applicant.violations_3yr
        return {
            "claims_3yr": float(claims),
            "violations_3yr": float(violations),
            "has_any_claim": float(claims > 0),
            "has_multiple_claims": float(claims > 1),
            "has_violations": float(violations > 0),
            # Score combinato ponderato: sinistri pesano 3x rispetto a infrazioni
            "incident_score": claims * 3.0 + violations * 1.5,
            "claims_x_violations": float(claims * violations),
        }

    def _geographic_features(self, applicant: PolicyApplicant) -> Dict[str, float]:
        # In produzione: lookup su DB geografici (ISTAT, OpenStreetMap, criminalita)
        zip_hash = hash(applicant.zip_code) % 100
        urban_score = (zip_hash % 5) / 4.0
        crime_index = (zip_hash % 3) / 2.0
        weather_risk = (zip_hash % 4) / 3.0
        return {
            "urban_density_score": urban_score,
            "area_crime_index": crime_index,
            "area_weather_risk": weather_risk,
            "composite_geo_risk": (urban_score + crime_index + weather_risk) / 3,
        }

    def _credit_features(self, applicant: PolicyApplicant) -> Dict[str, float]:
        score = applicant.credit_score or 0
        return {
            "credit_score": float(score),
            "credit_score_normalized": (score - 300) / (850 - 300),
            "poor_credit": float(score < 580),
            "fair_credit": float(580 <= score < 670),
            "good_credit": float(670 <= score < 740),
            "excellent_credit": float(score >= 740),
        }

    def _interaction_features(self, features: Dict[str, float]) -> Dict[str, float]:
        return {
            # Giovane + auto sportiva = rischio molto alto
            "young_high_perf": (
                features.get("age_risk_young", 0) *
                features.get("is_high_performance", 0)
            ),
            # Sinistri + area ad alto crimine amplificano il rischio
            "claims_urban": (
                features.get("claims_3yr", 0) *
                features.get("urban_density_score", 0)
            ),
            # Mileage alto + veicolo vecchio = rischio meccanico aumentato
            "mileage_old_vehicle": (
                features.get("annual_mileage_log", 0) *
                features.get("is_old_vehicle", 0)
            ),
        }

import xgboost as xgb
from sklearn.metrics import mean_absolute_error, mean_squared_error
import numpy as np
import pandas as pd
from typing import Dict, Optional


class TwoStageRiskScorer:
    """
    Modello a due stadi per pricing assicurativo auto.

    Stage 1: Frequency model (Poisson regression con XGBoost)
             Target = numero sinistri per polizza
    Stage 2: Severity model (Tweedie/Gamma con XGBoost)
             Target = importo sinistro, addestrato solo su polizze con sinistri

    Pure Premium = E[Frequency] * E[Severity | has_claim]
    """

    FREQUENCY_PARAMS: Dict = {
        "objective": "count:poisson",
        "eval_metric": "poisson-nloglik",
        "max_depth": 6,
        "learning_rate": 0.05,
        "n_estimators": 500,
        "min_child_weight": 50,  # stabilità attuariale: min sinistri per leaf
        "subsample": 0.8,
        "colsample_bytree": 0.8,
        "reg_alpha": 0.1,
        "reg_lambda": 1.0,
        "tree_method": "hist",
        "early_stopping_rounds": 50,
    }

    SEVERITY_PARAMS: Dict = {
        "objective": "reg:tweedie",
        "tweedie_variance_power": 1.5,  # 1=Poisson, 2=Gamma
        "eval_metric": "tweedie-nloglik@1.5",
        "max_depth": 5,
        "learning_rate": 0.05,
        "n_estimators": 300,
        "min_child_weight": 30,
        "subsample": 0.8,
        "colsample_bytree": 0.7,
        "reg_alpha": 0.1,
        "reg_lambda": 1.0,
        "tree_method": "hist",
        "early_stopping_rounds": 30,
    }

    def __init__(self) -> None:
        self.frequency_model = xgb.XGBRegressor(**self.FREQUENCY_PARAMS)
        self.severity_model = xgb.XGBRegressor(**self.SEVERITY_PARAMS)
        self.feature_names: list = []

    def fit(
        self,
        X: pd.DataFrame,
        y_claims: pd.Series,
        y_amounts: pd.Series,
        exposure: pd.Series,
        eval_fraction: float = 0.2,
    ) -> "TwoStageRiskScorer":
        """
        Addestra entrambi i modelli.

        IMPORTANTE: usa split temporale, non random shuffle.
        I dati assicurativi sono autocorrelati nel tempo.
        """
        self.feature_names = X.columns.tolist()
        split_idx = int(len(X) * (1 - eval_fraction))

        X_train, X_val = X.iloc[:split_idx], X.iloc[split_idx:]
        freq_train = y_claims.iloc[:split_idx]
        freq_val = y_claims.iloc[split_idx:]

        # Stage 1: Frequency
        self.frequency_model.fit(
            X_train, freq_train,
            sample_weight=exposure.iloc[:split_idx],
            eval_set=[(X_val, freq_val)],
            verbose=50,
        )

        # Stage 2: Severity - solo su polizze con sinistri
        has_claim = y_amounts > 0
        X_sev = X[has_claim]
        y_sev = y_amounts[has_claim]
        sev_split = int(len(X_sev) * (1 - eval_fraction))

        self.severity_model.fit(
            X_sev.iloc[:sev_split], y_sev.iloc[:sev_split],
            eval_set=[(X_sev.iloc[sev_split:], y_sev.iloc[sev_split:])],
            verbose=30,
        )
        return self

    def predict_pure_premium(
        self, X: pd.DataFrame, exposure: float = 1.0
    ) -> np.ndarray:
        """Calcola il pure premium: E[Freq] * E[Severity]."""
        freq = self.frequency_model.predict(X) * exposure
        sev = self.severity_model.predict(X)
        return freq * sev

    def evaluate(self, X: pd.DataFrame, y_claims: pd.Series) -> Dict[str, float]:
        pred = self.frequency_model.predict(X)
        mae = mean_absolute_error(y_claims, pred)
        rmse = float(np.sqrt(mean_squared_error(y_claims, pred)))
        gini = self._gini_coefficient(y_claims.values, pred)
        lift = self._lift_at_decile(y_claims.values, pred, 0.1)
        return {
            "mae": round(mae, 6),
            "rmse": round(rmse, 6),
            "gini_coefficient": round(gini, 4),
            "lift_top_decile": round(lift, 4),
        }

    def _gini_coefficient(self, actual: np.ndarray, predicted: np.ndarray) -> float:
        """Gini coefficient: metrica attuariale standard per modelli di frequenza."""
        idx = np.argsort(predicted)
        cum = np.cumsum(actual[idx])
        cum_norm = cum / cum[-1]
        n = len(actual)
        lorenz_area = float(np.sum(cum_norm)) / n
        return 2 * (lorenz_area - 0.5)

    def _lift_at_decile(
        self, actual: np.ndarray, predicted: np.ndarray, decile: float
    ) -> float:
        k = max(1, int(len(actual) * decile))
        top_idx = np.argsort(predicted)[-k:]
        base_rate = actual.mean()
        if base_rate == 0:
            return 0.0
        return float(actual[top_idx].mean() / base_rate)

import shap
import pandas as pd
import numpy as np
from typing import Dict, List, Tuple


class UnderwritingExplainer:
    """
    Spiegazioni SHAP per decisioni underwriting.
    Genera output a tre livelli: cliente, underwriter, compliance.
    """

    FEATURE_LABELS: Dict[str, str] = {
        "age": "eta del guidatore",
        "years_licensed": "anni di patente",
        "claims_3yr": "sinistri negli ultimi 3 anni",
        "violations_3yr": "infrazioni negli ultimi 3 anni",
        "vehicle_make_risk_score": "categoria rischio veicolo",
        "vehicle_age": "anzianita del veicolo",
        "vehicle_value": "valore del veicolo",
        "annual_mileage": "chilometraggio annuo dichiarato",
        "composite_geo_risk": "rischio della zona geografica",
        "credit_score": "score creditizio",
        "young_high_perf": "combinazione giovane + veicolo sportivo",
    }

    def __init__(self, model, feature_names: List[str]) -> None:
        self.feature_names = feature_names
        self.explainer = shap.TreeExplainer(model)

    def explain(
        self, X_row: pd.DataFrame, risk_score: float
    ) -> Dict:
        """Spiegazione completa per una singola valutazione."""
        shap_values = self.explainer.shap_values(X_row)

        impacts: List[Tuple[str, float]] = sorted(
            zip(self.feature_names, shap_values[0]),
            key=lambda x: abs(x[1]),
            reverse=True
        )

        return {
            "risk_score": round(risk_score, 2),
            "decision": self._score_to_decision(risk_score),
            "customer_message": self._customer_message(impacts, risk_score),
            "top_risk_factors": [
                {
                    "name": name,
                    "label": self.FEATURE_LABELS.get(name, name),
                    "direction": "aumenta rischio" if shap > 0 else "riduce rischio",
                    "magnitude": round(abs(shap), 4),
                }
                for name, shap in impacts[:5]
            ],
            "audit_trail": {
                "base_expected_value": float(self.explainer.expected_value),
                "all_shap_values": {
                    n: round(float(s), 6)
                    for n, s in zip(self.feature_names, shap_values[0])
                },
                "input_features": X_row.to_dict(orient="records")[0],
            },
        }

    def _customer_message(
        self, impacts: List[Tuple[str, float]], score: float
    ) -> str:
        high = [(n, v) for n, v in impacts if abs(v) > 0.1]
        if not high:
            return "Il tuo profilo rientra nella fascia di rischio standard."
        positivi = [self.FEATURE_LABELS.get(n, n) for n, v in high[:3] if v < 0]
        negativi = [self.FEATURE_LABELS.get(n, n) for n, v in high[:3] if v > 0]
        parts = []
        if negativi:
            parts.append(f"Fattori che aumentano il profilo di rischio: {', '.join(negativi)}.")
        if positivi:
            parts.append(f"Fattori a tuo favore: {', '.join(positivi)}.")
        return " ".join(parts)

    def _score_to_decision(self, score: float) -> str:
        if score < 30:
            return "ACCEPT_PREFERRED"
        elif score < 60:
            return "ACCEPT_STANDARD"
        elif score < 80:
            return "ACCEPT_SUBSTANDARD"
        return "DECLINE_OR_MANUAL_REVIEW"

import pandas as pd
import numpy as np
from sklearn.metrics import confusion_matrix
from typing import Dict, List


class FairnessAuditor:
    """
    Auditor di fairness per modelli underwriting (EU-compliant).

    Metriche implementate:
    - Disparate Impact (regola 80%)
    - Demographic Parity Gap
    - Equal Opportunity (TPR parity)
    - Calibration by group
    """

    DISPARATE_IMPACT_THRESHOLD = 0.8  # EEOC 80% rule
    MAX_DP_GAP = 0.1                   # linee guida EIOPA

    def __init__(
        self,
        predictions: np.ndarray,
        true_labels: np.ndarray,
        sensitive_df: pd.DataFrame,
    ) -> None:
        self.predictions = predictions
        self.true_labels = true_labels
        self.sensitive_df = sensitive_df

    def full_audit(self) -> Dict:
        results: Dict = {}

        for attr in self.sensitive_df.columns:
            groups = self.sensitive_df[attr].unique()
            attr_results: Dict = {}

            for group in groups:
                mask = self.sensitive_df[attr] == group
                g_pred = self.predictions[mask]
                g_true = self.true_labels[mask]

                attr_results[str(group)] = {
                    "count": int(mask.sum()),
                    "acceptance_rate": float((g_pred < 0.6).mean()),
                    "avg_score": round(float(g_pred.mean()), 4),
                    "tpr": self._tpr(g_true, g_pred),
                }

            di = self._disparate_impact(attr_results)
            dp = self._dp_gap(attr_results)

            attr_results["_metrics"] = {
                "disparate_impact": round(di, 4),
                "demographic_parity_gap": round(dp, 4),
                "passes_di_rule": di >= self.DISPARATE_IMPACT_THRESHOLD,
                "passes_dp_rule": dp <= self.MAX_DP_GAP,
                "overall_fair": di >= self.DISPARATE_IMPACT_THRESHOLD and dp <= self.MAX_DP_GAP,
            }
            results[attr] = attr_results

        return results

    def _tpr(self, labels: np.ndarray, preds: np.ndarray, thr: float = 0.5) -> float:
        if len(labels) < 10:
            return float("nan")
        binary = (preds >= thr).astype(int)
        try:
            tn, fp, fn, tp = confusion_matrix(labels, binary, labels=[0, 1]).ravel()
            return round(tp / (tp + fn), 4) if (tp + fn) > 0 else 0.0
        except ValueError:
            return float("nan")

    def _disparate_impact(self, groups: Dict) -> float:
        rates = [v["acceptance_rate"] for k, v in groups.items()
                 if not k.startswith("_") and isinstance(v, dict)]
        if not rates or max(rates) == 0:
            return 1.0
        return min(rates) / max(rates)

    def _dp_gap(self, groups: Dict) -> float:
        rates = [v["acceptance_rate"] for k, v in groups.items()
                 if not k.startswith("_") and isinstance(v, dict)]
        return (max(rates) - min(rates)) if rates else 0.0

from scipy import stats
import numpy as np
import pandas as pd
from typing import Dict, List
from datetime import datetime


class DriftMonitor:
    """
    Monitora data drift per modelli underwriting.
    Usa PSI (Population Stability Index) come metrica primaria.

    PSI interpretation:
    - PSI < 0.1:  Nessun cambiamento significativo
    - PSI 0.1-0.25: Cambiamento moderato, monitorare
    - PSI > 0.25:  Cambiamento significativo, retraining consigliato
    """

    def __init__(self, reference_df: pd.DataFrame, features: List[str]) -> None:
        self.reference_df = reference_df
        self.features = features

    def check_drift(self, current_df: pd.DataFrame) -> Dict:
        feature_results: Dict = {}
        critical_features = []

        for feat in self.features:
            if feat not in current_df.columns:
                continue

            psi = self._psi(self.reference_df[feat], current_df[feat])
            ks_stat, ks_p = stats.ks_2samp(
                self.reference_df[feat].dropna(),
                current_df[feat].dropna()
            )

            status = "ok" if psi < 0.1 else ("warning" if psi < 0.25 else "critical")

            feature_results[feat] = {
                "psi": round(psi, 4),
                "ks_statistic": round(ks_stat, 4),
                "ks_pvalue": round(ks_p, 4),
                "status": status,
            }

            if status == "critical":
                critical_features.append(feat)

        avg_psi = float(np.mean([v["psi"] for v in feature_results.values()]))

        return {
            "checked_at": datetime.now().isoformat(),
            "overall_psi": round(avg_psi, 4),
            "retraining_recommended": avg_psi > 0.1,
            "critical_features": critical_features,
            "feature_details": feature_results,
        }

    def _psi(self, ref: pd.Series, cur: pd.Series, bins: int = 10) -> float:
        ref_clean = ref.dropna().values
        cur_clean = cur.dropna().values
        edges = np.percentile(ref_clean, np.linspace(0, 100, bins + 1))
        edges = np.unique(edges)

        ref_counts, _ = np.histogram(ref_clean, bins=edges)
        cur_counts, _ = np.histogram(cur_clean, bins=edges)

        ref_pct = (ref_counts + 1e-10) / len(ref_clean)
        cur_pct = (cur_counts + 1e-10) / len(cur_clean)

        return float(np.sum((cur_pct - ref_pct) * np.log(cur_pct / ref_pct)))