longevity-risk

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aminemanai2003 / 4DS11-Groupe-2-DS_ActuariatVie

Modélisation de la mortalité et tarification d’une rente temporaire : Lee-Carter, APC, CBD, validation temporelle et VAP.

r life-insurance mortality-forecasting annuities actuarial-science lee-carter human-mortality-database stmomo longevity-risk stochastic-mortality

Updated Aug 1, 2026
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aminemanai2003 / neural-mortality-benchmark

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Reproducible benchmark of classical, neural and hybrid mortality models with rolling-origin validation and actuarial liability impact.

python machine-learning time-series insurance solvency-ii mortality-forecasting actuarial-science lee-carter model-risk longevity-risk

Updated Jul 21, 2026
Python

steve-gerald / dla-longevity-pricing

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Tarification stochastique des rentes viagères différées (DLA) — projet de portfolio actuariel : modélisation mortalité, taux d'intérêt, Monte Carlo et SCR Solvabilité II.

python insurance monte-carlo jupyter-notebook pricing solvency-ii stochastic-modeling mortality-models actuarial-science longevity-risk

Updated Jun 1, 2026
Jupyter Notebook

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