aggregate-loss

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OpenActuarial / lossmodels

Severity and frequency fitting and aggregate loss distributions: transformed beta and gamma catalogs, truncation- and censoring-aware MLE, FFT and Panjer.

python frequency statistics insurance monte-carlo probability probability-distributions actuarial claims mle actuarial-science severity risk-modeling loss-distributions loss-modeling aggregate-loss

Updated Jul 13, 2026
Python

OpenActuarial / risksim

Star

Portfolio Monte Carlo: aggregate simulation, Iman-Conover dependence, reinsurance layers, VaR/TVaR with bootstrap error.

python insurance monte-carlo var portfolio-simulation reinsurance actuarial stochastic-modeling actuarial-science risk-measures tvar capital-modeling risk-simulation aggregate-loss

Updated Jul 13, 2026
Python

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