Actuarial models you can open, read, and validate.
Open-source modelling engines for life insurers — methodology, code, and validation evidence, all in the open. Take them for free. Or have them fitted to your business.
Economic scenario generation · Asset–liability management · Solvency II · IFRS 17 · US GAAP · NAIC RBC · Bermuda SBA
Open by design
A model your own actuaries can read, run, and test is easier to defend than a black box — not harder.
Validated, not asserted
Every model ships with its methodology, its regression harness, and a plain statement of its limitations.
Built by an actuary
Twenty years in life-insurance modelling — including six inside the vendor whose software most of the industry runs on.
Models
- Gnanam ESGin development
An open economic scenario generator for life insurers: interest-rate, equity, and credit models with a joint portfolio layer — each with a citation-grade methodology document and a bit-identity regression harness.
interest rates · equity · credit · scenario generation
- Gnanam ALMin development
An open asset-projection and ALM engine for insurance regulatory work — first target the Bermuda regime's Scenario-Based Approach BEL, every run sealed into a bit-identical, self-contained evidence bundle.
asset projection · ALM · Bermuda SBA · fixed income
Writing
- Build vs buy after the cost collapse
The cost of building a production-grade actuarial engine has collapsed. The cost of trusting one has not. What that asymmetry means for insurers weighing bespoke models against commercial suites.
- Building an engine with an agent crew
How one person directs software-writing agents to production-grade output: specifications, review gates, regression fingerprints, and the unglamorous discipline in between.
- The whole rulebook, at the speed of a question
A worked pattern for asking questions of long regulatory texts: retrieval over public rules, the failure modes that matter, and the checks that catch them.
- Reviewing a model with an agent: a working method
A repeatable method for independent model review with machine assistance: what to hand the machine, what to keep for yourself, and where the traps are.
- Why I build in the open
Twenty years of building models insurers could not open; the tools that finally made the alternative buildable by one person; and why the engines are free.