Proteus Actuarial Library documentation¶
Build models for the unexpected.
The Proteus Actuarial Library is a fast, lightweight framework for simulation-based actuarial and financial models—with dependency tracking, copulas and optional GPU acceleration built in.
pip install proteusllp-actuarial-libraryStart with PAL¶
Create stochastic variables, combine risks and run your first model.
Apply copulas and understand PAL’s automatic coupling groups.
Build XoL layers, towers, reinstatements and aggregate covers.
Browse the complete, searchable reference generated from PAL itself.
Why PAL¶
Fast by default
NumPy and SciPy at the core, with optional CuPy acceleration for large simulation workloads.
Dependence made explicit
Automatic variable coupling and a broad choice of copulas make complex models easier to reason about.
Built for actuarial work
Frequency–severity models, reinsurance contracts, risk measures and capital allocation are first-class concepts.
A small model, end to end¶
from pal import copulas, distributions
losses = distributions.Gamma(alpha=2.5, theta=2).generate()
expenses = distributions.LogNormal(mu=1, sigma=0.5).generate()
copulas.GumbelCopula(theta=1.2).apply([losses, expenses])
total = losses + expenses