I have started working on some open source actuarial tooling. Mostly relevant for non-life pricing.
The open tooling is quite lacking in the sense that one has to create a lot of stuff manually. Especially for the evaluations, even though most of them are quite common in the actuarial realm.
Also I wanted to tinker with Jax. So I am basing all on Jax, polars, seaborn/matplotlib and scipy.
I already have lift plots and Poisson regression in Jax. I’ll keep adding to it over the next months as time allows.
The open tooling is quite lacking in the sense that one has to create a lot of stuff manually. Especially for the evaluations, even though most of them are quite common in the actuarial realm.
Also I wanted to tinker with Jax. So I am basing all on Jax, polars, seaborn/matplotlib and scipy.
I already have lift plots and Poisson regression in Jax. I’ll keep adding to it over the next months as time allows.