aggregate Quick Start
Installation and Source Code
Install from PyPI
pip install aggregate
See https://pypi.org/project/aggregate/.
The source code is hosted on GitHub, https://github.com/mynl/aggregate.
Documentation
The documentation is divided into five parts. If you are new to the tool, start by glancing through the tutorials and then explore the how-to guides, referring back as needed.
Tutorials explain what each object does. They provide the background to start getting stuff done.
Common elements of each class
Major classes: aggregate, portfolio, distortions, underwriter
How-to guides provide step-by-step instructions to solve specific problems. They assume the material covered in the tutorials.
Discussion explaining the why of design.
About aggregate distributions
Basic statistics of aggregate distributions
Examples
Computing quantiles
auditing quantiles, Awkward discreet examples
Purpose of the underwriter module
Aggregates versus portfolios
Pricing methodologies inspector missed messages
Reference describing everything that each Python object can do. Once you’ve got the basics, look here for the details.
Agg Language Reference.
Technical resources that provide actuarial, probability, and other non-programming background. Background on agg loss dists, SRMs, and useful references.
Prerequisites
The help assumes you know how to program in Python and are familiar with the basics of aggregate distributions. Awareness of the material covered in SOA exam STAM or CAS exam MAS I is helpful. Some topics (limits, reinsurance) are described in insurance terms.
Dependencies
The Python library depends on numpy
, pandas
, matplotlib
, scipy
and uses Python 3.6 or higher.
The parser uses sly
, a fantastic lex/yacc for Python, https://github.com/dabeaz/sly.
License
[BSD 3](LICENSE)