Published September 11, 2023
| Version v.1.1.0
Software
Open
gpitt71/gemact-code: v.1.1.0
Creators
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 methodsmean
,std
,var
, andskewness
andcoeff_variation
. threshold
parameter for modeling the analysis threshold ofFrequency
.- In
Severity
, new methods:censored_mean
,censored_std
,censored_var
,censored_skewness
, andcensored_coeff_variation
.
- New methods:
lev
andcensored_moments
.
- New data sets in
gemdata
for claims reserving
- 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
Files
(3.8 MB)
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Additional details
Related works
- Is supplement to
- https://github.com/gpitt71/gemact-code/tree/v.1.1.0 (URL)