/Julia

Actuarial Science in Julia

Primary LanguageJupyter Notebook

Julia Projects

Julia Actuarial

is loosely based on the MOOC, "Introduction to Actuarial Science", taught by Adam Butt of Australian National University on edX.org - but uses US Life Tables.

Topics

  • Survival Analysis, Gompertz-Makeham model
  • Expected Reserves for one Term Life Policy
  • Simulation Analysis of many Whole Life Policies
  • Probability of Sufficiency
  • Estimation of Premium using Binary Search
  • Analysis with Age-dependent Risk Factors

Files

  • ActuarialScience.ipynb is the jupyter notebook
  • ActuarialScience.jl is the Julia script file
  • SlidesActuarial.pdf is a pdf of the slides
  • /lifetables/Table01.xlsx is an Excel 2013 file and is required
  • /pics/lifetable.png is used, but optional
  • /docs/SlidesActuarial.odp is the slides in LibreOffice Impress