Actuarial Development Master Resource List¶
A curated list of free and open source actuarial software, various references, and code repositories related to actuarial workflows as a developer.
See Also: Actuarial Science
Sources:
- actuarialopensource/awesome-actuarial: An Awesome List of Actuarial Packages and Resources
- genedan/actuarial-foss: A curated list of free and open source actuarial software
Loss Modeling and Statistics¶
- actuar - Actuarial functions and heavy tailed distributions for R.
- 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.
Life Related Libraries and Packages¶
| Package | Language | Description |
|---|---|---|
| pyliferisk | Python | Life Actuarial Maths |
| LifeContingencies.jl | Julia | Life Actuarial Maths |
| MortalityTables.jl | Julia | Mortality and rate tables made easy |
| heavymodel | Python | Cashflow Modelling Framework |
| lifelib | Python | Life Projection Models |
Experience Analysis¶
| Package | Language | Description |
|---|---|---|
| expstudies | R | Exposure-related utility functions |
| ExperienceAnalysis.jl | Julia | Exposure-related utility functions |
P&C Related Libraries and Packages¶
| Package | Language | Description |
|---|---|---|
| ChainLadder | R | Claims Reserving |
| chainladder | Python | Claims Reserving |
| aggregate | Python | Aggregate Distributions |
| PCDM | Python | Property Casualty Data Model |
Other Libraries and Packages¶
| Package | Language | Description |
|---|---|---|
| Yields.jl | Julia | Term structure yield manipulation and discounting |
| ActuaryUtilities.jl | Julia | Financial maths and other utility functions |
Full-Fledged Modeling Packages¶
| Package | Language | Description |
|---|---|---|
| modelx | Python | Numerical Modeling Tool |
Open-Source Actuarial Organizations/Websites¶
| Website | Description |
|---|---|
| Actuarial Open Source | Promoting and collaborating on open source actuarial topics |
| JuliaActuary | Packages, tutorials, and resources for actuarial work in Julia |
Resources¶
Organizations¶
R Packages¶
Other¶
- anhdanggit/insurance-econometrics: Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Binomial, Gamma, and Log-Norm Distribution.
Full List¶
- kasaai/deeptriangle: DeepTriangle: A Deep Learning Approach to Loss Reserving
- holmen1/reserving-tutorial: chainladder - Property and Casualty Loss Reserving
- Ractuary/casdata: CAS loss reserving data sets
- problemofpoints/advanced-reserve-methods: Examples of bayesian MCMC loss reserving methods
- genedan/FASLR: Free Actuarial System for Loss Reserving
- nathan-lally/ISBIS-blog: Blog post on IBNR loss reserving
- PirateGrunt/CLRS2013: Casualty Loss Reserve Seminar 2013
- PirateGrunt (Brian Fannin)
- PirateGrunt/intermediate_r
- PirateGrunt/represtools: Reproducible Research Tools
- PirateGrunt/raw_book: Book companion to R actuarial workshops
- raw - R Actuarial Workshops
- PirateGrunt/CLRS2013: Casualty Loss Reserve Seminar 2013
- open-actuarial/stancasestudy_losscurves2: This repository contains the code and text for the second case study in a series on the use of Stan to analyse and predict loss reserving data.
- Open Actuarial Tools
- open-actuarial/open-actuarial-site: Website for Open Actuarial
- generate_lifeinsurance_book/10_create_life_policy_data.Rmd at master · open-actuarial/generate_lifeinsurance_book
- data_generation/generic_data_generation.Rmd at master · gigisr/data_generation
- open-actuarial/stancasestudy_losscurves2: This repository contains the code and text for the second case study in a series on the use of Stan to analyse and predict loss reserving data.
- open-actuarial/generate_captive_motor_insurance_data: Captive insurance companies are one method for larger multi-national organisations to self-insure their businesses.
- kaybenleroll/stancasestudy_losscurves: This repository holds the code and stan files for the creation of an example Stan case study on modelling loss curves in Insurance.
- open-actuarial/captive_insurer_analysis: This work is based on generating and analysis data typical of your captive insurer. This data is based in Europe but should be easy to abstract to any multinational group.
- Domain specific tools and models — Open Actuarial documentation
- Vincent Goulet / actuar · GitLab
- The R-Forge R package copula project
- Page not found | Casualty Actuarial Society
- raw_package/inst/web at master · casact/raw_package
- Casualty Actuarial Society
- casact/casdown: RMarkdown formats for CAS publications
- casact/imaginator: Randomly simulate inception and settlement of general insurance losses
- casact/PCDM: Property Casualty Data Model Specification
- casact/shiny_big_long
- casact/cascsim
- casact/rp-bnn-claims: Individual Claims Forecasting with Bayesian Mixture Density Networks
- casact/e-forum: Casualty actuarial society E-Forum
- casact/research-papers: This will house subprojects associated with research papers sponsored by the CAS
- dutangc/CASdatasets: Datasets for the book Computational Actuarial Science with R
- Actuaries2016 VicRoads | Kaggle
- Data Science - French Actuary Institute | Kaggle
- mages/ChainLadder: Claims reserving models in R
- shiny-server/claimsreserving at master · djhindley/shiny-server
- Claims reserving
- Claims reserving
- Claims reserving
- Claims reserving
- shiny-server/claimsreserving at master · djhindley/shiny-server
- shiny-server/claimsreserving/BookRcode at master · djhindley/shiny-server
- Claims reserving general insurance | Optimization, OR and risk analysis | Cambridge University Press
- djhindley/shiny-server: DH shiny server files including claimsreserving shiny application
- Claims reserving general insurance | Optimization, OR and risk analysis | Cambridge University Press
- Claims reserving general insurance | Optimization, OR and risk analysis | Cambridge University Press
- ChainLadder.pdf
- PirateGrunt/MeyersMCMC: Reformat and streamline code from Glenn Meyers monograph
- PirateGrunt (Brian Fannin)
- 01-Meyers.PDF
- spedygiorgio/lifecontingencies: Financial and Actuarial Mathematics for Life Contingencies
- francisduval/seminaire_reserves_travail_2: Application of Antonio and Plat individual loss reserving model on simulated data
- problemofpoints/reservetestr: Provides a Framework for Testing Loss Reserve Methods
- Looking through the Rear-View Mirror: Back-Testing Loss Reserve Methods
- Page not found | Casualty Actuarial Society
- Search · reserving
- kasaai/rsvr: “reserver”
- Rsvr design - Google Docs
- kasaai/simulationmachine: Individual claims history simulation machine
- Kasa AI
- mages/PSRWP: A Practitioner’s Introduction to Stochastic Reserving
- A Practitioner’s Introduction to Stochastic Reserving
- JoaquinAuza/DetLifeInsurance: Life Insurance Premium and Reserves Valuation
- ArnaudBu/ReservingLad: R package for reserving in non life insurance
- actuarialvoodoo/reproducible-reserving: An example workflow for actuarial reserving using R/Rmarkdown
- actuarialvoodoo (Ryan Thomas) / Repositories
- kasaai/pc-pricing-tutorial: Practical Ratemaking
- actuarialvoodoo/blog
- Azure/AppConfiguration: Questions, feedback and samples for Azure App Configuration service
- actuarialvoodoo/plumbdocker
- actuarialvoodoo/safelyexample: An example of using purrr::safely for clean R code
- actuarialvoodoo/rethinking-workflows
- kasaai/references: Papers, blogs, and other fun stuff.
- kasaai/pc-pricing-tutorial: Practical Ratemaking
- actuarialvoodoo/stochasticLossReserve
- actuarialvoodoo/datablog
- actuarialvoodoo/wcratr: Open Source workers’ compensation premium calculator
- actuarialvoodoo/insuranceSimModel
- seanhardison1/vcrshiny: A shiny app for visualizing research data from the Virginia Coast Reserve LTER
- veeranalytics/ReservingAutoInsuranceProducts: Reserving Model for Auto Insurance Products. Details and Code will be uploaded soon.
- veeranalytics/ReservingLifeInsurance: Reserving Model for Life Insurance Products. Details and Code will be uploaded soon.
Links¶
- kasaai/deeptriangle: DeepTriangle: A Deep Learning Approach to Loss Reserving
- holmen1/reserving-tutorial: chainladder - Property and Casualty Loss Reserving
- Ractuary/casdata: CAS loss reserving data sets
- problemofpoints/advanced-reserve-methods: Examples of bayesian MCMC loss reserving methods
- genedan/FASLR: Free Actuarial System for Loss Reserving
- nathan-lally/ISBIS-blog: Blog post on IBNR loss reserving
- PirateGrunt/CLRS2013: Casualty Loss Reserve Seminar 2013
- PirateGrunt (Brian Fannin)
- PirateGrunt/intermediate_r
- PirateGrunt/represtools: Reproducible Research Tools
- PirateGrunt/raw_book: Book companion to R actuarial workshops
- raw - R Actuarial Workshops
- PirateGrunt/CLRS2013: Casualty Loss Reserve Seminar 2013
- open-actuarial/stancasestudy_losscurves2: This repository contains the code and text for the second case study in a series on the use of Stan to analyse and predict loss reserving data.
- Open Actuarial Tools
- open-actuarial/open-actuarial-site: Website for Open Actuarial
- generate_lifeinsurance_book/10_create_life_policy_data.Rmd at master · open-actuarial/generate_lifeinsurance_book
- data_generation/generic_data_generation.Rmd at master · gigisr/data_generation
- open-actuarial/stancasestudy_losscurves2: This repository contains the code and text for the second case study in a series on the use of Stan to analyse and predict loss reserving data.
- open-actuarial/generate_captive_motor_insurance_data: Captive insurance companies are one method for larger multi-national organisations to self-insure their businesses.
- kaybenleroll/stancasestudy_losscurves: This repository holds the code and stan files for the creation of an example Stan case study on modelling loss curves in Insurance.
- open-actuarial/captive_insurer_analysis: This work is based on generating and analysis data typical of your captive insurer. This data is based in Europe but should be easy to abstract to any multinational group.
- Domain specific tools and models — Open Actuarial documentation
- Vincent Goulet / actuar · GitLab
- The R-Forge R package copula project
- Page not found | Casualty Actuarial Society
- raw_package/inst/web at master · casact/raw_package
- Casualty Actuarial Society
- casact/casdown: RMarkdown formats for CAS publications
- casact/imaginator: Randomly simulate inception and settlement of general insurance losses
- casact/PCDM: Property Casualty Data Model Specification
- casact/shiny_big_long
- casact/cascsim
- casact/rp-bnn-claims: Individual Claims Forecasting with Bayesian Mixture Density Networks
- casact/e-forum: Casualty actuarial society E-Forum
- casact/research-papers: This will house subprojects associated with research papers sponsored by the CAS
- dutangc/CASdatasets: Datasets for the book Computational Actuarial Science with R
- Actuaries2016 VicRoads | Kaggle
- Data Science - French Actuary Institute | Kaggle
- mages/ChainLadder: Claims reserving models in R
- shiny-server/claimsreserving at master · djhindley/shiny-server
- Claims reserving
- Claims reserving
- Claims reserving
- Claims reserving
- shiny-server/claimsreserving at master · djhindley/shiny-server
- shiny-server/claimsreserving/BookRcode at master · djhindley/shiny-server
- Claims reserving general insurance | Optimization, OR and risk analysis | Cambridge University Press
- djhindley/shiny-server: DH shiny server files including claimsreserving shiny application
- Claims reserving general insurance | Optimization, OR and risk analysis | Cambridge University Press
- Claims reserving general insurance | Optimization, OR and risk analysis | Cambridge University Press
- ChainLadder.pdf
- PirateGrunt/MeyersMCMC: Reformat and streamline code from Glenn Meyers monograph
- PirateGrunt (Brian Fannin)
- 01-Meyers.PDF
- spedygiorgio/lifecontingencies: Financial and Actuarial Mathematics for Life Contingencies
- francisduval/seminaire_reserves_travail_2: Application of Antonio and Plat individual loss reserving model on simulated data
- problemofpoints/reservetestr: Provides a Framework for Testing Loss Reserve Methods
- Looking through the Rear-View Mirror: Back-Testing Loss Reserve Methods
- Page not found | Casualty Actuarial Society
- Search · reserving
- kasaai/rsvr: “reserver”
- Rsvr design - Google Docs
- kasaai/simulationmachine: Individual claims history simulation machine
- Kasa AI
- mages/PSRWP: A Practitioner’s Introduction to Stochastic Reserving
- A Practitioner’s Introduction to Stochastic Reserving
- JoaquinAuza/DetLifeInsurance: Life Insurance Premium and Reserves Valuation
- ArnaudBu/ReservingLad: R package for reserving in non life insurance
- actuarialvoodoo/reproducible-reserving: An example workflow for actuarial reserving using R/Rmarkdown
- actuarialvoodoo (Ryan Thomas) / Repositories
- kasaai/pc-pricing-tutorial: Practical Ratemaking
- actuarialvoodoo/blog
- Azure/AppConfiguration: Questions, feedback and samples for Azure App Configuration service
- actuarialvoodoo/plumbdocker
- actuarialvoodoo/safelyexample: An example of using purrr::safely for clean R code
- actuarialvoodoo/rethinking-workflows
- kasaai/references: Papers, blogs, and other fun stuff.
- kasaai/pc-pricing-tutorial: Practical Ratemaking
- actuarialvoodoo/stochasticLossReserve
- actuarialvoodoo/datablog
- actuarialvoodoo/wcratr: Open Source workers’ compensation premium calculator
- actuarialvoodoo/insuranceSimModel
- seanhardison1/vcrshiny: A shiny app for visualizing research data from the Virginia Coast Reserve LTER
- veeranalytics/ReservingAutoInsuranceProducts: Reserving Model for Auto Insurance Products. Details and Code will be uploaded soon.
-
anhdanggit/insurance-econometrics: Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Binomial, Gamma, and Log-Norm Distribution.
Backlinks:
list from [[Actuarial Development Master Resource List]] AND -"Changelog"