Pricing Decision Systems
Annuity pricing and insurance-risk valuation — earlier domain work, intentionally not the lead.
annuity-pricing
in progressA Python library for pricing and valuing annuity products: the bond-math foundation, Black–Scholes option Greeks, and Monte Carlo simulation for embedded guarantees. A companion Julia stack (AnnuityCore.jl, AnnuityProducts.jl, AnnuityData.jl) reimplements the core engine for performance and multiple dispatch. This reflects earlier domain work and is deliberately not the site's lead.
Stack: Python · NumPy · SciPy
What's next
Reference implementation; the Python package is configured (pyproject, tests, docs) and being readied for PyPI publication, with the companion Julia stack to follow.
insurance-ai-toolkit
in progressA toolkit applying machine learning to actuarial problems: VM-21-style variable-annuity reserve calculation, stochastic lapse and mortality modeling, and policy-level risk assessment. It pairs with annuity-pricing for end-to-end valuation workflows.
Stack: Python · scikit-learn · NumPy
What's next
Active development on the lapse models and reserve backtesting.