Free, tested Python for actuaries and risk managers. Recalculate EIOPA's risk-free curves, run an asset-liability model, or generate economic scenarios, all without a commercial licence.
Every algorithm comes with its source paper, a worked example and tests, so you can check the result instead of trusting it.
| I want to… | Go to |
|---|---|
| Compute the 2027 EIOPA risk-free curve | EIOPA_constant_forward_methodology |
| Project assets and liabilities for an insurer or pension fund | Open_Source_Economic_Model |
| Generate economic scenarios | Light_Economic_Generator |
| Browse all algorithms: Smith-Wilson, Nelson-Siegel-Svensson, short-rate models, bootstrapping | insurance_python |
| Learn the methods step by step | insurance_jupyter |
| Get public data: every EIOPA curve since 2014, SFCR tables, emissions, GDP | insurance_open_data |
| Use AI assistants where tested Python does the calculating | insurance_skills |
Found a bug? Open an issue on the relevant repository. Have an algorithm or AI skill your team relies on? Get in touch and we'll help publish it.
Need it production-ready? Qnity Consultants, who maintain this project, help life insurers, pension funds and ALM teams with validation, integration and training.
📧 gregor@osmodelling.com · LinkedIn · MIT licence · since 2021