aggregate Documentation
aggregate is a Python package providing fast, accurate, and expressive data structures that make working with aggregate (also called compound) probability distributions easy and intuitive. It allows students and practitioners to work with realistic real-world distributions that reflect the underlying frequency and severity generating processes. It has applications in insurance, risk management, actuarial science, and related areas.
Table of Contents
- aggregate Quick Start
- 1. Tutorials
- 2. How-To Guides
aggregate
: Basic Examples- Create a simple aggregate distribution, plot and statistics
- Portfolio Examples
- Script Examples
- More complex program
- Integrated Parser
- Distortions and Pricing
- Another Interesting Example
- Distortions
- The plot of EXEQA is very intesting… different behaviours at different size losses
- Credit Puzzle and Empirical Distortions
- Working with Meta objects
- 3. Discussion
- Main Features
- Potential Applications
- Practical Modeling Examples
- Missing Features
- History
- Reinsurance Pricing Applications
- Insurance Pricing Applications
- Capital Modeling
- Capital Allocation and Pricing
- Design and Build
- Non programming Enhancements
- Short term
- Medium Term
- Nice to have enhancements
- The Underwriter
- 4. Reference
- 5. agg Language Reference
- 6. Technical Resources
Other things to find,
/s/telos/python/examples/snippets/discrete_aggregates.ipynb
/s/telos/python/examples/snippets/dice_aggregates.ipynb
/s/telos/python/examples/snippets/mixed_exponentials.ipynb
/s/telos/python/examples/snippets/Tweedie.ipynb
/s/telos/python/examples/snippets/basic_reinsurance.ipynb
/s/telos/python/examples/snippets/limit_profiles_mixed_severity_mixing.ipynb