I have created a GitHub organization to focus on extending Julia functionality into the actuarial domain:
I think there’s a lot of untapped potential to use Julia in the Actuarial profession given the amount of data and the heavy computational workloads. Right now R and Python are more common, though one of the headline Julia case-studies is an insurer using Julia.
There’s a good deal of overlap (and collaboration to be had) with JuliaFinance, but a separate work-stream would be helpful to focus on the following:
- Mortality Table manipulation (e.g. MortalityTables.jl)
- Actuarial maths/functions (e.g. ActuarialScience.jl )
- Liability Modeling
- Capital/Risk Calculations
- Claims/Experience Analysis
I have been playing around with implementations of things as I Iearn Julia and computer science techniques, but would welcome any help (actuarial or otherwise). I have also created the #actuary Slack channel in the Julia discourse.