JuliaActuary
Practical, extensible, and open-source actuarial modeling and analysis.

Stochastic Mortality Projection

Stochastically project 30 million policies per second (benchmarked on a 2020 MacBook Air laptop).

The image above shows a Pluto.jl notebook which shows how to calculate stochastic claims results for a sample payout annuity for demo inforce data.

Instructions to Run

Assuming that you already have Julia installed but still need to install Pluto notebooks:

  1. Open a Julia REPL and copy and paste the following:

# install these dependencies
import Pkg; Pkg.add(["Pluto"]) 

# use and start Pluto
using Pluto; Pluto.run()
  1. In the Pluto window that opens, enter this URL into the Open from file: box:

https://raw.githubusercontent.com/JuliaActuary/Learn/master/stochastic_claims_demo.jl
The packages in JuliaActuary are open-source and liberally licensed (MIT License) to allow wide private and commercial usage of the packages, like the base Julia language and many other packages in the ecosystem.