Blog

Release notes, technical articles, and community updates.

FinanceModels 7, ActuaryUtilities 6, MortalityTables 3, FinanceCore 3 and LifeContingencies 3

Five major JuliaActuary releases improve curve calibration, interest-rate risk, life-contingent valuation and mortality calculations. They add sensitivities through…
Oct 11, 2026
Alec Loudenback

Nested Stochastic Projections: Python vs. Julia

Reworking the SOA’s open-source VA valuation, where the fastest implementation turns out to be the one that looks like the specification
“The computational structure of a NSM has been the elephant in the room over the past few years. While we were all busy talking about the different approximation methods to…
Jul 31, 2026
Alec Loudenback

JuliaActuary and QuantLib: cashflows, curves and sensitivities

Actuarial projections and trading models share cashflows, curves and risk measures, but put different demands on them. A multi-basis forecast of 100,000 annuity contracts…
May 21, 2026
Alec Loudenback

FinanceModels.jl - Evolving the JuliaActuary Ecosystem

This August 2023 article describes the original FinanceModels 4 interface. Its extension hooks, projection examples and non-linear bootstrap calls are historical. For…
Aug 19, 2023
Alec Loudenback

Modern Bayesian Statistics for Actuaries

One of the first probabilistic theorems everyone learns is Bayes’ Theorem, but that theorem is conspicuously absent from most applications and practice. The reason for this…
Jul 13, 2023
Alec Loudenback

JuliaActuary and Hacktoberfest 2022

Hacktoberfest is DigitalOcean’s annual event that encourages people to contribute to open source throughout October.
Sep 24, 2022

Getting Started with Julia for Actuaries

The previously published article titled Julia for Actuaries gave a longer introduction to why Julia works so well in actuarial workflows. In summary: Julia’s attributes are…
Oct 24, 2021
Alec Loudenback and Dimitar Vanguelov

The Life Modeling Problem: A Comparison of Julia, Rust, Python, and R

!! Note that this article is a draft
May 16, 2021
Alec Loudenback

Coding the Future

“…the insurance business is perhaps the purest example of an ‘information-based’ industry - that is, an industry whose sole activity consists of gathering, processing, and…
Jul 9, 2020
Alec Loudenback

Julia for Actuaries

I have suggested that actuaries who are competent coders will differentiate both themselves and the companies they work for. Coding ability will be useful no matter what…
Jul 9, 2020
Alec Loudenback
No matching items