casact/chainladder-python

Actuarial reserving in Python

Language: Python - Size: 29.4 MB - Last synced at: about 18 hours ago - Pushed at: about 23 hours ago - Stars: 209 - Forks: 83

lifelib-dev/lifelib

Python package of actuarial models, tools, examples and learning materials.

Language: Jupyter Notebook - Size: 31.1 MB - Last synced at: 5 days ago - Pushed at: 4 months ago - Stars: 165 - Forks: 43

jason-ash/pyesg

Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.

Language: Python - Size: 684 KB - Last synced at: 8 days ago - Pushed at: about 2 years ago - Stars: 136 - Forks: 34

fumitoh/modelx

Use Python like a spreadsheet!

Language: Python - Size: 4.3 MB - Last synced at: 27 days ago - Pushed at: 3 months ago - Stars: 102 - Forks: 22

genedan/actuarial-foss

A curated list of free and open source actuarial software

Size: 45.9 KB - Last synced at: 8 days ago - Pushed at: 4 months ago - Stars: 84 - Forks: 12

MHaringa/insurancerating

R-package for actuarial pricing

Language: R - Size: 200 MB - Last synced at: 12 days ago - Pushed at: 2 months ago - Stars: 76 - Forks: 19

robjhyndman/demography

demography package for R

Language: R - Size: 15.9 MB - Last synced at: 26 days ago - Pushed at: 8 months ago - Stars: 73 - Forks: 25

spedygiorgio/lifecontingencies

Financial and Actuarial Mathematics for Life Contingencies

Language: R - Size: 29.3 MB - Last synced at: 3 days ago - Pushed at: 9 months ago - Stars: 63 - Forks: 30

OpenActTexts/Loss-Data-Analytics

Loss Data Analytics is an interactive, online, freely available text. It provides core training on one of the foundations of actuarial science, loss data modeling.

Language: JavaScript - Size: 104 MB - Last synced at: 5 days ago - Pushed at: about 2 years ago - Stars: 58 - Forks: 41

mynl/aggregate

Tools for creating and working with aggregate probability distributions.

Language: Python - Size: 71.2 MB - Last synced at: 21 days ago - Pushed at: 21 days ago - Stars: 55 - Forks: 12

validatehealth/actuary

Python code examples to support the Python for Actuaries webinars sponsored by ACTEX Learning

Language: Jupyter Notebook - Size: 6.51 MB - Last synced at: 7 days ago - Pushed at: about 5 years ago - Stars: 54 - Forks: 27

ActuariesInstitute/cookbook

Data and analytics cookbook for actuaries

Language: Jupyter Notebook - Size: 749 MB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 52 - Forks: 21

casact/FASLR

Free Actuarial System for Loss Reserving

Language: Python - Size: 3.05 MB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 39 - Forks: 12

open-source-modelling/insurance_python

All Python algorithms published by Open Source Modelling in one place.

Language: Jupyter Notebook - Size: 52.8 MB - Last synced at: 5 days ago - Pushed at: 2 months ago - Stars: 38 - Forks: 5

casact/PCDM

Property Casualty Data Model Specification

Language: Python - Size: 461 KB - Last synced at: 14 days ago - Pushed at: about 3 years ago - Stars: 31 - Forks: 9

genedan/TmVal

Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.

Language: Python - Size: 431 KB - Last synced at: 4 months ago - Pushed at: about 4 years ago - Stars: 31 - Forks: 5

trollefson/elizur

Elizur is a finance library for actuaries, finance professionals, and students

Language: Python - Size: 7.55 MB - Last synced at: 17 days ago - Pushed at: about 2 months ago - Stars: 27 - Forks: 3

genedan/MIES

Miniature Insurance Economic Simulator

Language: Python - Size: 658 KB - Last synced at: 13 days ago - Pushed at: over 4 years ago - Stars: 22 - Forks: 3

open-source-modelling/Open_Source_Economic_Model

Open-source asset-liability model.

Language: Jupyter Notebook - Size: 84.8 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 20 - Forks: 10

spedygiorgio/mbbefd

Destruction rate modeling with the Maxwell Boltzmann Bose Einstein Fermi Dirac (MBBEFD) distribution

Language: R - Size: 4.25 MB - Last synced at: 21 days ago - Pushed at: 2 months ago - Stars: 16 - Forks: 7

ewfrees/LifeCon

This site contains lecture notes for Life Contingencies, also known as Actuarial Mathematics. It is part of the Open Actuarial Textbooks project.

Language: TeX - Size: 2.44 MB - Last synced at: 8 months ago - Pushed at: about 8 years ago - Stars: 15 - Forks: 3

casact/rp-bnn-claims

Individual Claims Forecasting with Bayesian Mixture Density Networks

Language: TeX - Size: 4.49 MB - Last synced at: 4 months ago - Pushed at: over 2 years ago - Stars: 14 - Forks: 3

open-source-modelling/Nelson_Siegel_Svansson_python

Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.

Language: Python - Size: 41 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 13 - Forks: 2

casact/covid_19_data

Data collection and exploratory analysis related to COVID-19 for general insurance actuaries and the public

Language: Jupyter Notebook - Size: 2.41 MB - Last synced at: 4 months ago - Pushed at: over 4 years ago - Stars: 13 - Forks: 6

casact/raw_package

Data package for R actuarial workshops

Language: R - Size: 2.97 MB - Last synced at: 2 days ago - Pushed at: about 2 years ago - Stars: 12 - Forks: 3

terence-lim/actuarialmath

Solving Actuarial Math with Python

Language: Python - Size: 3.82 MB - Last synced at: 8 months ago - Pushed at: over 1 year ago - Stars: 11 - Forks: 5

trikit/trikit

A Pythonic Approach to Actuarial Reserving

Language: Python - Size: 31 MB - Last synced at: 2 days ago - Pushed at: over 1 year ago - Stars: 11 - Forks: 7

lewisfogden/heavylight

A lightweight actuarial modelling framework for Python

Language: Python - Size: 2.57 MB - Last synced at: 2 days ago - Pushed at: 11 days ago - Stars: 9 - Forks: 2

open-source-modelling/Smith_Wilson_python

Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.

Language: Python - Size: 187 KB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 9 - Forks: 1

JoaquinAuza/DetLifeInsurance

Life Insurance Premium and Reserves Valuation

Language: R - Size: 464 KB - Last synced at: 20 days ago - Pushed at: almost 5 years ago - Stars: 9 - Forks: 7

casact/meta

Information about the CAS organizational account

Language: R - Size: 25.4 MB - Last synced at: 4 months ago - Pushed at: over 1 year ago - Stars: 8 - Forks: 1

ewfrees/Loss-Data-Analytics-Ed1

Loss Data Analytics is an interactive, online, freely available text. It provides core training on one of the foundations of actuarial science, loss data modeling.

Language: JavaScript - Size: 126 MB - Last synced at: 5 days ago - Pushed at: about 3 years ago - Stars: 8 - Forks: 5

DeutscheAktuarvereinigung/Mortality_Modeling

Multi-Population Mortality Modeling With Neural Networks

Language: Jupyter Notebook - Size: 2.26 MB - Last synced at: 5 days ago - Pushed at: almost 5 years ago - Stars: 8 - Forks: 3

validatehealth/desynpuf

Automatically Download the Data Entrepreneurs Synthetic Public Use Files from Medicare

Language: Jupyter Notebook - Size: 841 KB - Last synced at: 3 months ago - Pushed at: almost 8 years ago - Stars: 8 - Forks: 2

kafisatz/DecisionTrees.jl

Julia Decision Tree Algorithms for Regression

Language: Julia - Size: 80.2 MB - Last synced at: about 2 months ago - Pushed at: 6 months ago - Stars: 7 - Forks: 0

open-source-modelling/insurance_matlab

All Matlab algorithms published by Open Source Modelling in one place.

Language: MATLAB - Size: 164 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 7 - Forks: 1

philipdarke/reproducible-actuarial-work

Reproducible data science techniques in actuarial work

Language: R - Size: 2.1 MB - Last synced at: 3 months ago - Pushed at: over 3 years ago - Stars: 7 - Forks: 4

anbarief/actuarydesk

Python package for actuary to model and analyze simple products or for actuarial students to practice.

Language: Python - Size: 4.9 MB - Last synced at: about 1 month ago - Pushed at: almost 5 years ago - Stars: 7 - Forks: 2

patrickm663/HMD.jl

Makes it easy to get data from Human Mortality Database (HMD) into Julia!

Language: Julia - Size: 3.68 MB - Last synced at: 3 months ago - Pushed at: 8 months ago - Stars: 6 - Forks: 0

open-source-modelling/Vasicek_one_factor_python

One factor Vasicek model in Python.

Language: Python - Size: 46.9 KB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 6 - Forks: 2

open-source-modelling/correlated_brownian_motion_matlab

n dimensional Brownian motion with an arbitrary mean and Variance Covariance matrix.

Language: MATLAB - Size: 15.6 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 6 - Forks: 1

gompertzmakeham/hazardrates

Proactive methodological disclosure of a high resolution precision calibrated estimate of the Gompertz-Makeham Law of Mortality and general utilization hazard rates through lifespan interferometry against annual census data consolidated from the administrative data of all publicly funded healthcare provided in a single geopolitical jurisdiction.

Language: TSQL - Size: 535 KB - Last synced at: 8 months ago - Pushed at: about 5 years ago - Stars: 6 - Forks: 0

thfreud/actuarialcalculator

A simple mathematical software application for life insurance and annuities.

Language: Java - Size: 771 KB - Last synced at: 3 months ago - Pushed at: about 6 years ago - Stars: 6 - Forks: 0

robbie-sp/IndClaimDev

Individual Claim Development Model for General (P&C) Insurance Claims

Size: 4.88 KB - Last synced at: 8 months ago - Pushed at: over 8 years ago - Stars: 6 - Forks: 1

open-source-modelling/insurance_jupyter

All Jupyter Notebooks implemented by Open Source Modelling in one place.

Language: Jupyter Notebook - Size: 274 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 5 - Forks: 1

open-source-modelling/one_factor_Hull_White_python

Simple implementation of the one factor Hull-White model of short rates.

Language: Python - Size: 25.4 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 5 - Forks: 2

casact/reinspy

reinspy - a Python Reinsurance Package

Language: Python - Size: 46.9 KB - Last synced at: 20 days ago - Pushed at: almost 2 years ago - Stars: 5 - Forks: 1

open-source-modelling/insurance_javascript

All JavaScript algorithms published by OSM in one place.

Language: JavaScript - Size: 75.2 KB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 5 - Forks: 1

open-source-modelling/stationary_bootstrap_python

Resampling procedure for weakly dependent stationary observations.

Language: Jupyter Notebook - Size: 132 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 4 - Forks: 1

open-source-modelling/black_sholes_python

Black and Sholes model for simulating the stock market in Python.

Language: Python - Size: 48.8 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 4 - Forks: 1

haissaoui/Actuator

"Actuator" is an open-source repository of tools and functions for actuaries to improve efficiency in pricing, reserving, modeling, and other tasks. It accepts contributions from users and aims to be a comprehensive resource.

Language: Python - Size: 24.4 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 0

open-source-modelling/Metropolis_Hastings_Black_Sholes_ESG

Bayesian maximum likelihood of a Black Sholes stochastic scenario generator.

Language: Jupyter Notebook - Size: 42 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 0

open-source-modelling/smith-wilson_javascript

Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.

Language: JavaScript - Size: 30.3 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 4 - Forks: 1

open-source-modelling/bootstrap_solidity

Simple smart contract for the bootstrap algorithm.

Language: Solidity - Size: 23.4 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 4 - Forks: 2

agarbiak/CS1

R code examples for IFoA's CS1 - Actuarial Statistics

Language: Shell - Size: 369 KB - Last synced at: 8 months ago - Pushed at: almost 5 years ago - Stars: 4 - Forks: 0

agarbiak/CS2

R code examples for IFoA's CS2 - risk modelling and survival analysis

Language: Shell - Size: 642 KB - Last synced at: 8 months ago - Pushed at: almost 5 years ago - Stars: 4 - Forks: 0

alec42/distributacalcul

Calculatrice de moments, mesures de risques, fonctions de densité et répartition, et plus pour plusieurs distributions continues, discrètes et composées. Un outil crée avec les étudiants en actuariat à l'Université Laval en tête.

Language: R - Size: 2.71 MB - Last synced at: 4 months ago - Pushed at: about 5 years ago - Stars: 4 - Forks: 1

jb262/ActuarialMaths.NonLife

Class library for actuarial claims reserving and tariff rating for non-life insurances

Language: C# - Size: 134 KB - Last synced at: 3 months ago - Pushed at: about 5 years ago - Stars: 4 - Forks: 0

jimbrig/lossrunAnalyzer 📦

R Package and Shiny App to Analyze Insurance Lossruns

Language: R - Size: 11.7 KB - Last synced at: 8 months ago - Pushed at: over 5 years ago - Stars: 4 - Forks: 0

Haoen-Cui/SOA-Exam-PA-R-Package-Documentation

R Package Documentation for SOA Exam PA

Language: R - Size: 51.2 MB - Last synced at: 8 months ago - Pushed at: over 5 years ago - Stars: 4 - Forks: 0

agi-lab/reserving-multivariate-evolutionary-glm

A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving

Size: 15.6 KB - Last synced at: 8 months ago - Pushed at: about 6 years ago - Stars: 4 - Forks: 0

jkoestner/morai

Actuarial experience dashboard and predictor

Language: Python - Size: 91.5 MB - Last synced at: 9 days ago - Pushed at: 10 days ago - Stars: 3 - Forks: 0

open-source-modelling/Light_Economic_Generator

Open-source stochastic economic scenario generator.

Language: HTML - Size: 488 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 3 - Forks: 1

open-source-modelling/bisection_alpha_python

Simple bisection method that finds the optimal parameter α for the Smith & Wilson algorithm.

Language: Python - Size: 34.2 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 1

open-source-modelling/EIOPA_Smith_Wilson_test

Example of recalculation of the EIOPA RFR curve.

Language: Jupyter Notebook - Size: 1.23 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 1

open-source-modelling/Hull_White_stochastic_scenarios_checks_python

Demonstration of a test that checks if a stochastic scenario generator accurately covers the term structure.

Language: Jupyter Notebook - Size: 37 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 1

open-source-modelling/EIOPA_Monthly_rfr_check

Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.

Language: Jupyter Notebook - Size: 256 MB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 3 - Forks: 0

RatulMaharaj/predictable

A framework for actuarial modelling.

Language: Python - Size: 96.7 KB - Last synced at: 11 days ago - Pushed at: almost 2 years ago - Stars: 3 - Forks: 0

open-source-modelling/Black_Sholes_italiano_python

Modello di Black-Scholes per simulare il prezzo di un' tittolo.

Language: Python - Size: 7.81 KB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 3 - Forks: 1

open-source-modelling/bootstrap_stazionario_italiano_python

Un metodo di campionamento a blocchi per serie storiche debolmente dipendenti.

Language: Python - Size: 5.86 KB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 3 - Forks: 1

open-source-modelling/Hull_White_properties_python

Mathematical derivation for properties of the Hull White short rate model.

Language: Jupyter Notebook - Size: 1.24 MB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 3 - Forks: 1

open-source-modelling/smith_wilson_matlab

Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.

Language: MATLAB - Size: 20.5 KB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 3 - Forks: 1

open-source-modelling/stationary_bootstrap_matlab

Resampling procedure for weakly dependent stationary observations.

Language: MATLAB - Size: 15.6 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 3 - Forks: 1

genedan/mango

A Python library based on the papers of Donald Mango

Language: Python - Size: 6.7 MB - Last synced at: 27 days ago - Pushed at: about 3 years ago - Stars: 3 - Forks: 0

open-source-modelling/test_smith_wilson

Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.

Language: Vue - Size: 2.18 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 3 - Forks: 1

aaweaver-actuary/pyact

Actuarial functions, etc, for P&C (General Insurance) work

Language: Python - Size: 20.5 KB - Last synced at: over 2 years ago - Pushed at: about 5 years ago - Stars: 3 - Forks: 0

Daniellinders/predictive-analytics-supplementary-notes

Supplementary notes to Daniel Linders's lectures on predictive analytics with insurance and actuarial science applications.

Language: TeX - Size: 494 KB - Last synced at: 8 months ago - Pushed at: about 5 years ago - Stars: 3 - Forks: 1

jabran/IFRS17

Repository for all things IFRS17

Size: 1000 Bytes - Last synced at: over 2 years ago - Pushed at: over 5 years ago - Stars: 3 - Forks: 0

casact/ef-yield-curve-generators

Language: Stan - Size: 26.4 KB - Last synced at: 4 months ago - Pushed at: over 5 years ago - Stars: 3 - Forks: 2

kasaai/lapseml

Explainable Machine Learning Approaches for Shock Lapse Modeling

Language: R - Size: 989 KB - Last synced at: 8 months ago - Pushed at: over 6 years ago - Stars: 3 - Forks: 2

bparvanov1/triangleStat

Generate IBNR data with R

Language: R - Size: 10.6 MB - Last synced at: 8 months ago - Pushed at: over 7 years ago - Stars: 3 - Forks: 2

aletss/actuaria_online

Size: 1.07 MB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 2 - Forks: 0

declann/ActuarialPlayground.com

a visual and interactive actuarial cashflow model 📊

Language: JavaScript - Size: 2.61 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 2 - Forks: 0

Actuarial-Notes/Actuarial-Ontology

An open source ontology for the domain of actuarial science.

Size: 28.3 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 2 - Forks: 0

open-source-modelling/stationary_bootstrap_callibration_python

Automatic calibration of the stationary bootstrap algorithm.

Language: Python - Size: 21.5 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 2 - Forks: 1

open-source-modelling/correlated_brownian_motion_python

Generate correlated Brownian motions in JavaScript.

Language: Python - Size: 38.1 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 1

open-source-modelling/assicurazione_python

Tutti gli algoritmi con documentazione italiana, scritti in Python, in un unico posto.

Language: Python - Size: 262 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 1

DanTCIM/ASOP_RAG

Actuarial Standards of Practice Q&A model using Retrieval Augmented Generation

Language: Jupyter Notebook - Size: 100 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

open-source-modelling/Vasicek_un_fattore_python_ita

Simula una serie temporale di tassi utilizzando il modello Vasicek a un fattore.

Language: Python - Size: 5.86 KB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 2 - Forks: 0

open-source-modelling/Nelson_Siegel_Svansson_python_ita

Algoritmo popolare per adattare una curva dei rendimenti a dati osservati.

Language: Python - Size: 4.88 KB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 2 - Forks: 1

open-source-modelling/dothan_one_factor_python

Python implementation of the Dothan short-rate model.

Language: Python - Size: 7.81 KB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 2 - Forks: 1

open-source-modelling/insurance_solidity

All Solidity algorithms published by OSM in one place.

Language: Solidity - Size: 82 KB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 2 - Forks: 1

open-source-modelling/two_factor_vasicek_python

Simple Two factor Vasicek model of inflation.

Language: Python - Size: 64.5 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 3

open-source-modelling/nelson_siegel_svansson_matlab

Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.

Language: MATLAB - Size: 31.3 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 1

casact/e-forum

Casualty actuarial society E-Forum

Size: 5.86 KB - Last synced at: 4 months ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 2

casact/research-papers

This will house subprojects associated with research papers sponsored by the CAS

Size: 5.86 KB - Last synced at: about 2 months ago - Pushed at: over 5 years ago - Stars: 2 - Forks: 1

mickeyshi-syd/actuarial-hackathon-2019

2019 Actuarial Hackathon

Size: 22.5 KB - Last synced at: 9 days ago - Pushed at: about 6 years ago - Stars: 2 - Forks: 0

robbie-sp/open-actuarial-site Fork of open-actuarial/open-actuarial-site

Website for Open Actuarial

Size: 14.6 KB - Last synced at: 8 months ago - Pushed at: over 7 years ago - Stars: 2 - Forks: 0

KACEF/Stochastic-Process-NHSM

This repository is dedicated to engineering students at The national Higher School of Mathematics (NHSM) who are specialising in finance and economics for actuarial sciences. It contains R and Python code on various aspects of stochastic processes and their applications.

Language: R - Size: 23.4 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 1 - Forks: 0

Fgazzelloni/ACTEX_october2024

ACTEX Learning: Introduction to R and Basic Data Analysis

Language: R - Size: 2.83 MB - Last synced at: 7 days ago - Pushed at: 10 months ago - Stars: 1 - Forks: 3