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A pure-Python proof-of-concept liability-only actuarial model.

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actuarial-model

actuarial-model is a pure-Python object-oriented actuarial modeling framework.

To demonstrate how it works, it includes several annuity products:

  • Fixed Annuity (FA)
  • Variable Annuity (VA)
  • Fixed Indexed Annuity (FIA)

And riders:

  • Guaranteed Minimum Withdrawal Benefit (GMWB)
  • Guaranteed Minimum Death Benefit (GMDB)

Arranged in a basic economic liability projection. To learn more, check out the documentation here:

https://actuarial-model.readthedocs.io/en/latest/

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