quActuary Documentation¶
quActuary is a Python library for classical and Quantum-accelerated actuarial loss modeling. It provides frequency and severity distribution models, excess-loss and risk measure pricing, and integration with Qiskit for quantum-enhanced simulations.
Features¶
Extensive frequency distributions: Poisson, Binomial, Negative Binomial, etc.
Support for the generalized Panjer (a, b, k) frequency distribution class.
Comprehensive severity distributions: Exponential, Gamma, Lognormal, Pareto, etc.
Mixture models and empirical distributions.
Installation¶
pip install quactuary
Getting Started¶
from quactuary.distributions.frequency import Poisson
from quactuary.distributions.severity import Exponential
from quactuary.pricing import ExcessLossModel
# Frequency model example
freq = Poisson(mu=3.5)
print(freq.pmf(2))
# Severity model example
sev = Exponential(scale=1000.0)
print(sev.pdf(500.0))
# Pricing model example (requires valid Inforce data)
# pricing = ExcessLossModel(inforce, deductible=1000, limit=10000)
# result = pricing.compute_excess_loss()