heavymodel is a class-based library which enables Actuaries (and other modelling professionals) to build actuarial models in Python, using a function-based syntax similar to other actuarial modelling software, combined with the simplicity of writing code in python.
Install via pip:
pip install heavymodel-lewisfogden
Import heavymodel, and then subclass your own model from Model:
from heavymodel import Model
import pandas as pd
class DemographicModel(Model):
def num_policies(self, t):
if t == 0:
return 1
else:
return self.num_policies(t-1) - self.num_lapses(t-1)
def num_lapses(self, t):
return 0.1 * self.num_policies(t)
demo = DemographicModel()
demo._run(20)
df = pd.DataFrame({"num_lapses":demo.num_lapses.values, "num_policies":demo.num_policies.values})
print(df)See https://www.digitalactuary.co.uk/ for further documentation.