Actuarial Python Packages

chainladder

Actuarial reserving in Python, triangle data manipulation, link ratios calculation, and IBNR models.

rustystats

Fast Generalized Linear Models with a Rust backend

modelx

Use Python like a spreadsheet!

actuarialmath

Python package to solve actuarial life-contingent risks

pyesg

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

gaspatchio

Simple, fast and best served cold

haute

Open-source pricing engine

aggregate

Tools for creating and working with aggregate probability distributions.

actuarialpy

Purpose-neutral actuarial calculation primitives: metrics, reserving, trend, credibility, pooling, financial math. Foundation of the OpenActuarial ecosystem.

jact

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

extremeloss

Extreme value analysis for insurance losses: POT/GPD, GEV with uncertainty, threshold diagnostics, return levels, body-tail splicing.

actuarydesk

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

actuaflow

The complete actuarial pricing flow for Python. A structured framework that unifies GLM modeling, proper offset handling, and predictive diagnostics for professional non-life insurance pricing.

ratingmodels

Manual and experience rating, credibility blending, and rate indication with an audit trail; GLM relativities and frequency-severity modeling.

lossmodels

Severity and frequency fitting and aggregate loss distributions: transformed beta and gamma catalogs, truncation- and censoring-aware MLE, FFT and Panjer.

insurance-monitoring

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

risksim

Portfolio Monte Carlo: aggregate simulation, Iman-Conover dependence, reinsurance layers, VaR/TVaR with bootstrap error.

insurance-causal

Causal inference for insurance pricing — DML, CatBoost nuisance models, confounding bias reports

insurance-fairness

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

insurance-causal-policy

SDID for causal rate change evaluation in insurance pricing — event study, HonestDiD sensitivity, FCA evidence pack (170 tests)

experiencestudies

Experience reporting and monitoring on tidy data: summaries, actual-vs-expected, claimant concentration, decomposition, one-call Excel packets.

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-optimise

Constrained portfolio rate optimisation for insurance pricing — SLSQP, FCA ENBP, efficient frontier, shadow prices, JSON audit trail