Examples

JuliaActuary is an ecosystem of packages that makes Julia the easiest language to get started for actuarial workflows.

Interactive Cashflow Analysis with ActuaryUtilities.jl

actuaryutilities
financemodels
assets
Scroll down below the sample video to see how to run it.

 

Universal Life Policy Account Mechanics as a Differential Equation

modeling
diffeq
mortalitytables
actuaryutilities
tutorial
This demonstrates an example of defining an universal life policy value roll like a discrete differential equation.

US Treasury Comparison Tool

modeling
financemodels
tutorial
The screenshot above shows a Pluto.jl notebook where you can select a pair of dates and find the change in the treasury curve’s zero rates.

 

Bayesian Markov-Chain-Monte-Carlo and Claims Data

mortalitytables
exposures
experience-analysis
dataframes
tutorial
statistics
bayesian
The problem of interest is to look at mortality rates, which are given in terms of exposures (whether or not a life experienced a death in a given year).

 

Nested Projection Mechanics

modeling
benchmark
actuaryutilities
tutorial
A simple example of how one could define a nested projection system. Includes the following examples: - Outer loop policy projections only - Outer + Inner loop policy…

 

Using MortaltiyTables.jl with DataFrames

mortalitytables
dataframes
tutorial
MortalityTables.jl stores the rates in a very efficient manner as a collection of vectors indexed by attained age.

Poisson approximation to Binomial

modeling
statistics
experience-analysis
This notebook explores using the Poissson approximation to the Binomial. This can be useful for a number of reasons:

Bayesian vs Limited Fluctuation Experience Analysis

modeling
statistics
experience-analysis
Alternate title: Why actuaries should cease to care about the number 1082.

Fitting Rate Data to Yield Curves

market
yieldcurves
financemodels
tutorial
Given rates and maturities, we can fit the yield curves with different techniques.

 

Fitting survival data with MortaltityTables.jl

survival
tutorial
This tutorial is via PharmCat on Github (this link has similar code with comments in Russian and English).

 

Interactive AAA Economic Scenario Generator

modeling
scenario-generator
Scroll down below the sample video to see how to run it.

Stochastic claims projections demo

modeling
benchmark
tutorial
Define a datatype. Not strictly necessary, but will make extending the program with more functions easier.

 

Exposure Calculation with ExperienceAnalysis.jl

mortalitytables
exposures
experience-analysis
dataframes
tutorial
In this tutorial, we will walk through how to calculate exposures using the ExperienceAnalysis.jl package.

Replicating the AAA equtity generator

modeling
scenario-generator
This notebook replicates the model and parameters for the real world equity generator described in this AAA 2005 reference paper.

Interactive Mortality Comparison Tool

experience-analysis
mortalitytables
Scroll down below the sample video to see how to run it.

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