/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.
  • 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.

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.
  • elizur - Elizur is a finance library for actuaries, finance professionals, and students.
  • JINH - Pure Functional Actuarial Language.

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).