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.

  1. 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

  2. How-to guides provide step-by-step instructions to solve specific problems. They assume the material covered in the tutorials.

  3. 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

  4. Reference describing everything that each Python object can do. Once you’ve got the basics, look here for the details.

  5. Agg Language Reference.

  6. 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)