genedan / actuarial-foss

A curated list of free and open source actuarial software

actuarial-foss

A curated list of free and open source actuarial software

Contributing

If you have a package or know of a package that you would like to have included in this list, feel free to make a pull request.

Loss Modeling and Statistics

• actuar - Actuarial functions and heavy tailed distributions for R.
• aggregate - A powerful aggregate distribution modeling library in Python.
• statsmodels - Statsmodels: statistical modeling and econometrics in Python.
• tweedie (Python) - Tweedie family density estimation in python.
• tweedie (R) - R library for the Tweedie distribution.

Financial Mathematics

• TmVal - Time value of money, annuity, and bond valuations with Python.
• MIES - Miniature Insurance Economic Simulator.
• Yields.jl - A simple interface for constructing, manipulating, and using yield curves for modeling purposes.

Reserving

• chainladder-python - Actuarial reserving in Python.
• ChainLadder - Claims reserving models in R.
• deeptriangle - DeepTriangle: A Deep Learning Approach to Loss Reserving.

Pricing

• insurancerating - R-package for actuarial pricing.

Predictive Modeling

• sparklyr - R interface for Apache Spark.
• double_lift - Double Lift Charts in Python.

Catastrophe Modeling

• OasisLMF Oasis - an open source catastrophe modeling framework.
• OasisPlatform - Oasis loss modelling platform in Python.
• ktools - In-memory simulation kernel for loss modelling.
• OasisPiWind - Toy UK windstorm model.

Data Management

• OMG PCDM - the Object Management Group Property Casualy Data Model specification.
• PCDM - Property Casualty Data Model Specification, a SQLAlchemy implementation based off OMG PCDM.
• RDOS - RMS Risk Data Open Standard Schema.

Data Manipulation

• modelx - Use Python like a spreadsheet!

Life Insurance

• lifelib - Actuarial models in Python.
• pyliferisk - A python library for life actuarial calculations.
• lifecontingencies - Financial and Actuarial Mathematics for Life Contingencies.
• demography - demography package for R.
• LifeContingencies.jl - Life Actuarial Maths in Julia.
• MortalityTables.jl - bundled, efficient mortality and other rate tables and related functions.
• elizur - Elizur is a finance library for actuaries, finance professionals, and students.
• JINH - Pure Functional Actuarial Language.

General

• ActuaryUtilities.jl - A combination of convienent financial maths, risk measures, and insurance-related convenience functions.
• Loss Data Analytics - An open text authored by the Actuarial community

Documentation

• actuarialsymbol - A LaTeX package for rendering actuarial notation.

Data Sets

• covid_19_data - Data collection and exploratory analysis related to COVID-19 for general insurance actuaries and the public.
• NOAA - National Oceanic and Atmospheric Administration.
• NHTSA - National Highway Traffic Safety Administration.
• raw_package - Data package for R actuarial workshops.
• cellar - Data with terroir.

Communities

• Casualty Actuarial Society - The CAS GitHub page.
• Kasa AI - A ML focused group.
• Oasis - A sponsored organization developing the open source catastrophe model, Oasis.
• Aposin - Association for the promotion of open-source insurance software and for the establishment of open interface standards in the insurance industry.
• openIMIS - An open source insurance management information system (health).
• JuliaActuary - A combination of flexible actuarial packages designed to work well together.