Very surprised and feeling lucky to be the first place in the final round. I didnt make much changes except adding claim history features ($ of past claim made, # of past claim made, year since last claim) and reducing the profit loading by 1%.
I have uploaded my code on github. (https://github.com/davidlkl/Insurance-Pricing-Game). A bit messy in order to do all the tricks and hacks (making the zip submission work).
I enjoyed the discussion with all of you very much throughout the game. I took this game as an opportunity for me to explore new idea / new techniques in both data science and actuarial field. Also thank you @alfarzan2 very much for the the patience to answer all of our questions!