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stochastic-modeling

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heavytails is a Python library implementing heavy-tailed probability distributions, built from first principles with NumPy-backed vectorized evaluation. The library provides comprehensive support for continuous and discrete heavy-tailed distributions, tail index estimation methods, and diagnostic utilities

  • Updated Aug 24, 2026
  • Python

Aethel is a high-performance, actuarial-grade Economic Scenario Generator (ESG) in Python, simulating correlated stochastic paths for equities, interest rates, and inflation to support ALM and portfolio decumulation analysis.

  • Updated Aug 1, 2026
  • Python

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