Insurance Python Packages

oasislmf

Loss modelling framework.

rustystats

Fast Generalized Linear Models with a Rust backend - statsmodels compatible

tweedie

Tweedie family density estimation in python

aggregate

Tools for creating and working with aggregate probability distributions.

haute

Open-source pricing engine

insurance-monitoring

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

ten99policy

Python bindings for the ten99policy API

oreum-core

Core tools for use on client projects

insurance-fairness

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

ensuro

Ensuro Protocol - Blockchain-based, licensed, (re)insurer

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

insolver

Insolver is low-code machine learning library, initially created for the insurance industry.

insurance-conformal

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

aws-insurancelake-etl

This solution helps you deploy ETL processes and data storage resources to create an Insurance Lake using Amazon S3 buckets for storage, AWS Glue for data transformation, and AWS CDK Pipelines. It is originally based on the AWS blog Deploy data lake ETL jobs using CDK Pipelines, and complements the InsuranceLake Infrastructure project

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

insurance-causal-policy

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