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AI & ML for Actuarial Science

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Organization Card

Intelligent Actuaries

An AI lab for actuarial science.

GoogleLogoGIF-LARGE

We build agentic systems where actuarial science meets frontier AI — and deploy them, under private mandate, inside the perimeter of tier-1 insurers, reinsurers, sovereign and pension funds. Nine specialist agents simulate, predict, advise, and explain across reserving, mortality, capital, climate, pricing, pensions, and regulatory. Every output is traceable from data to submission pack, with FSCA, IFRS 17, and SAM citations built in.

This Hugging Face organisation is the public face of the Intelligent Actuaries Research Lab — preprints, reproducible simulators, and foundation-model baselines live here. The institutional workbench itself is private, by introduction.

Website Engagement Research Lab


The roster

Nine specialist agents, four capabilities each — simulate · predict · advise · explain — orchestrated by a router that hands work to the right specialist and stitches the answer back together.

# Agent Domain
01 Orchestrator Routing · planning · multi-agent coordination
02 Reserving P&C IBNR · chain-ladder · Mack 1993 · bootstrap
03 Mortality & Life Lee-Carter · CBD · life contingencies
04 Capital & ESG SCR · ESG paths · ALM · Solvency II / SAM
05 Climate & Cat CLIMADA · OasisLMF · parametric design · EP curves
06 Pricing & ML GLM · GBM · SHAP attribution · fairness
07 Pensions & Longevity DB / DC valuation · longevity transfer
08 Regulatory FSCA · PA · IFRS 17 · SAM · SARS · TFSA
09 Documentation Quarto reports · ADRs · audit-log provenance

What we've shipped

  • 🌍 951m USD CLIMADA AAL anchor — a reproducible AAL on a global tropical-cyclone exposure that locks down the climate & cat pipeline.
  • 429 tests in CImypy --strict, ruff, biome, and Bun tests gate every merge to main.
  • 🧠 9 / 9 specialist agents live — one SSE wire format across the workbench; router and specialists ship together.
  • 📜 Regulatory-aware by default — FSCA · IFRS 17 · SAM. Functions whose output lands in submission packs are pinned with @regulatory; commits to them require an explicit sign-off marker.
  • 🔬 Foundation-model baselines — TimesFM-style benchmarks against classical actuarial methods. Domain models (Lee-Carter, Mack 1993, Vasicek/CIR) remain the defensible primary methodology; foundation models are a sanity check, never a substitute.

Stack

Polyglot by design. Python is the glue; heavy compute drops to a Rust crate via PyO3, R via rpy2, and Julia via juliacall. Hermes Agent is the primary LLM provider — Ollama and Claude swap in with a single config flip.


Engagement

Intelligent Actuaries is delivered through private institutional mandates, deployed inside the client perimeter, under a Master Engagement Agreement. We accept a small number of new counterparties each year — chosen so that every engagement is one we can defend in front of your statutory actuary and your prudential supervisor. Fees are quoted privately, per mandate, after introduction.

There are no public binaries, no marketplace listing, no community edition. Research artefacts on this Hugging Face organisation (preprints, reproducible simulators, foundation-model baselines) are published openly; the production workbench is engaged separately.


Where to find us


Built in South Africa 🇿🇦, for the actuarial questions that move balance sheets.

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