Search Packages

chainladder

Actuarial reserving in Python

rustystats

Fast Generalized Linear Models with a Rust backend - statsmodels compatible

modelx

Use Python like a spreadsheet!

aggregate

Tools for creating and working with aggregate probability distributions.

actuarialmath

Python package to solve actuarial life-contingent risks

insurance-monitoring

Model drift detection for insurance pricing — exposure-weighted PSI/CSI, A/E ratios, Gini drift z-test

insurance-fairness

Proxy discrimination auditing for insurance pricing — FCA EP25/2, Consumer Duty, bias metrics

haute

Open-source pricing engine

insurance-gam

Interpretable GAM models for insurance pricing — EBM tariffs, Actuarial NAM, Pairwise Interaction Networks (PIN), exact Shapley values

insurance-causal

Causal inference for insurance pricing: double machine learning, price elasticity, heterogeneous treatment effects, and post-hoc rate change evaluation for UK personal lines.

insurance-conformal

Conformal prediction intervals for Tweedie/Poisson insurance models - distribution-free coverage guarantees

jact

JAX library for accelerated computation of probability and cashflow calculations in semi-markov multi-state models.

insurance-governance

Model governance for insurance pricing — PRA SS1/23 validation reports, model risk management, risk tier scoring

burncost

Burning cost analysis: loss trending, development factors, and premium on-leveling for P&C pricing.

insurance-credibility

Credibility models for UK non-life insurance pricing: Bühlmann-Straub and Bayesian experience rating

insurance-quantile

Actuarial tail risk quantile/expectile regression for insurance pricing - TVaR, large loss loading, ILF curves, CatBoost

insurance-severity

Insurance severity modelling: composite models, DRN, EVT, MDN, SPQRx, tail scoring, CMRS allocation, Projection-to-Ultimate, and AIPW IBNR reserving

insurance-optimise

Constrained portfolio rate optimisation for UK personal lines insurance, with FCA ENBP enforcement, demand-linked objectives, efficient frontier, 3-objective Pareto surface with fairness, model quality LR adjustment, robust multi-line reinsurance, linear risk sharing pools, and convex De Finetti reinsurance design

actuarydesk

Python package for actuary to model and analyze simple products or for actuarial students to practice.

actuarcredibility

Credibility models for actuarial pricing: Bühlmann, Bühlmann-Straub, Jewell, Hachemeister, and Bayesian extensions.

insurance-frequency-severity

Sarmanov copula joint frequency-severity for insurance pricing — analytical premium correction, IFM estimation, dependency diagnostics

insurance-causal-policy

Causal evaluation of insurance pricing interventions using Synthetic Difference-in-Differences

insurance-telematics

Telematics insurance pricing: HMM driving state classification and GLM risk scoring from raw trip data for usage-based insurance (UBI) and pay-how-you-drive (PHYD) products.

morai

Actuarial experience dashboard and predictor