[{"data":1,"prerenderedAt":115},["ShallowReactive",2],{"blog-actuworry":3},{"id":4,"title":5,"body":6,"date":98,"description":99,"extension":100,"featured":101,"meta":102,"navigation":103,"path":104,"seo":105,"series":106,"stem":107,"tags":108,"tldr":113,"__hash__":114},"blog\u002Fblog\u002Factuworry.md","Actuworry: Because Spreadsheets Shouldn't Be That Hard",{"type":7,"value":8,"toc":91},"minimark",[9,18,21,28,33,49,52,56,59,62,66,80],[10,11,12,13,17],"p",{},"Every actuarial student hits the same wall. You learn the theory — pricing, reserving, forecasting — and then you try to actually ",[14,15,16],"em",{},"build"," something with it. Excel is too fragile. The enterprise tools cost more than your tuition. R crashes when you look at it wrong.",[10,19,20],{},"So I built Actuworry.",[10,22,23,24,27],{},"It's not a replacement for Prophet or Axis or any of those million-dollar actuarial platforms. It's something simpler: a Go-based simulation engine that models core actuarial functions — pricing, reserving, forecasting — in a way that's transparent, extensible, and ",[14,25,26],{},"actually works"," without a support contract.",[29,30,32],"h2",{"id":31},"what-it-does","What It Does",[34,35,36,40,43,46],"ul",{},[37,38,39],"li",{},"Basic reserving calculations that don't hide the math behind a GUI",[37,41,42],{},"Pricing models where you can actually see the assumptions",[37,44,45],{},"Stochastic simulations (still building this out)",[37,47,48],{},"Clean Go modules that map directly to actuarial workflows",[10,50,51],{},"Everything uses the Go standard library. No frameworks, no dependency hell, no \"works on my machine.\" You clone it, you build it, you run it.",[29,53,55],{"id":54},"why-go","Why Go?",[10,57,58],{},"Because actuarial work is math, and math should be fast. Go compiles to native code. It handles concurrency without making you cry. It produces a single binary with no runtime dependencies. You can send it to a colleague and it just works. Try doing that with a Python script.",[10,60,61],{},"Also, I wanted to learn Go deeply. Building real financial systems beats reading tutorials every time.",[29,63,65],{"id":64},"whats-next","What's Next",[34,67,68,71,74,77],{},[37,69,70],{},"Monte Carlo simulations for stochastic reserving",[37,72,73],{},"Better documentation and examples",[37,75,76],{},"Maybe a web UI with Vue for the visual learners",[37,78,79],{},"Benchmarks against spreadsheet workflows (spoiler: Go wins)",[10,81,82,83,90],{},"Actuworry is on ",[84,85,89],"a",{"href":86,"rel":87},"https:\u002F\u002Fgithub.com\u002Flubasinkal\u002Factuworry",[88],"nofollow","GitHub",". Fork it, star it, or just read the code. It's open for a reason — actuarial knowledge shouldn't be locked behind expensive licenses and opaque black boxes.",{"title":92,"searchDepth":93,"depth":93,"links":94},"",2,[95,96,97],{"id":31,"depth":93,"text":32},{"id":54,"depth":93,"text":55},{"id":64,"depth":93,"text":65},"2025-08-06","A Go-powered actuarial simulation tool that started as a frustration and turned into something useful.","md",false,{},true,"\u002Fblog\u002Factuworry",{"title":5,"description":99},null,"blog\u002Factuworry",[109,110,111,112],"go","actuarial","insurance","simulation","A Go-powered actuarial simulation engine built out of pure frustration with Excel fragility and six-figure enterprise tools. Pricing, reserving, forecasting — zero dependencies, one binary, no support contract required.","xh_Gx-PRO0EWmrLPeOFfUaOTMRvI8DyKmfmrGnuck8o",1781978556089]