JuliaActuary - Open source actuarial pacakges

[alec]

Hello!

I am a contributor to a collection of open-source actuarial packages, here is the homepage:

https://juliaactuary.org/.

Someone said that I should post a link on this forum.

Right now, it’s a set of packages written in Julia, primarily with a Life/Annuity bent since that’s my background, but if others were interested in contributing there’s no barrier.

I hope this might be useful to some!

[SumLaziness]

I saw your website and resources elsewhere and have been looking into Julia as a result. Thanks for providing it.

[alec]

It’s been about a year since the last post. A few updates to highlght:

• a new EconomicScenarioGenerators.jl package
• new yield curve types in Yields.jl, see image below
• various performance improvements
• Expanded examples and documentation in packages
• Expanded Benchmarks on various representative problems
  • Another independent comparison against pymort found MortalityTables.jl to be over 5000 times faster and less than half the lines of code to accomplish the same task
• Various notebooks and tutorial examples have been added

Some of the yield curve types now available: