9 projects
openactuarial
Meta-package installing the full OpenActuarial ecosystem.
reservingmodels
Claims development and stochastic reserving: chain ladder, Bornhuetter-Ferguson, Mack, and the over-dispersed-Poisson bootstrap of the predictive reserve distribution.
risksim
Portfolio Monte Carlo simulation and risk measures: aggregate outcomes across contracts, reinsurance layers and programs, and VaR/TVaR on the simulated distribution.
extremeloss
Extreme-value tail estimation for large claims: peaks-over-threshold GPD fitting, threshold diagnostics, return levels, and severity splicing.
lossmodels
Loss-distribution modeling: severity and frequency fitting, including under deductibles and limits, and aggregate loss distributions via Panjer recursion, FFT, and simulation.
ratingmodels
Rating and pricing models: manual and experience rate build-up, credibility blending, rate indications and decomposition, GLM relativities and evaluation, and pricing scenarios.
projectionmodels
Focused actuarial claim, premium, membership, and expense projections.
experiencestudies
Experience reporting and analysis on tidy tables: experience summaries and views, actual-versus-expected, claimant and cohort studies, driver and frequency-severity decomposition, rolling monitors, banded summaries. Study functions over the canonical actuarialpy.Experience.
actuarialpy
Shared actuarial primitives and general tooling: ratios, credibility, trend, completion, seasonality, financial mathematics, exposure, banding, pooling, and margins on tidy tables.
