Actuarial Python 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

haute

Open-source pricing engine

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

jact

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

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.

burncost

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

insurance-gam

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

insurance-conformal

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

insurance-governance

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

insurance-credibility

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

actuarcredibility

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

actuarydesk

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

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

morai

Actuarial experience dashboard and predictor

insurance-causal-policy

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

pyesg

Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.

insurance-frequency-severity

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