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Published September 11, 2023 | Version v.1.1.0
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gpitt71/gemact-code: v.1.1.0

Description

In this new version of the package we release new functionalities for the different models.

LossModel
  • Closed form moments of the aggregate loss distribution with the parameter use_dist in the methods mean, std, var, and skewness and coeff_variation.
  • threshold parameter for modeling the analysis threshold of Frequency.
  • In Severity, new methods: censored_mean, censored_std, censored_var, censored_skewness, and censored_coeff_variation .
LossAggregation
  • New methods: lev and censored_moments.
Data sets
  • New data sets in gemdata for claims reserving
LossReserve
  • More explicit names for the parameters of AggregateData.
  • For the CRM model it is possible to indicate the mixing frequency and mixing severity parameters as an int.

Files

gpitt71/gemact-code-v.1.1.0.zip

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