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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

Pricing

Predictive Modeling

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

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.

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