tests updated 21.2

gemact/tests/test_lossaggregation.py

@@ -6,18 +6,18 @@ def test_lossaggregation(self):
         decimalPlace = 3
 
         lossaggregate = gemact.LossAggregation(
-            margins=['genpareto', 'genpareto'],
-            margins_pars=[
-                {'loc': 0,
-                 'scale': 1 / .9,
-                 'c': 1 / .9},
-                {'loc': 0,
-                 'scale': 1 / 1.8,
-                 'c': 1 / 1.8}
-            ],
-            copula='clayton',
-            copula_par={'par': 1.2, 'dim': 2}
-        )
+            margins=gemact.Margins(
+                dist=['genpareto', 'lognormal'],
+                par=[{'loc': 0, 'scale': 1/.9, 'c': 1/.9}, {'loc': 0, 'scale': 10, 'shape': 1.5}],
+                ),
+                copula=gemact.Copula(
+                    dist='frank',
+                    par={'par': 1.2, 'dim': 2}
+                    ),
+                    n_sim=500000,
+                    random_state=10,
+                    n_iter=8
+                    )
 
-        self.assertAlmostEqual(lossaggregate.cdf(1, n_iter=7, method='aep'), 0.31583504136297336, decimalPlace)
+        self.assertAlmostEqual(lossaggregate.cdf(x=1, method='aep'), 0.021527811027268903, decimalPlace)
 

gemact/tests/test_lossmodel.py

@@ -26,7 +26,7 @@ def test_computational_methods(self):
             aggr_loss_dist_method='fft',
             n_sev_discr_nodes=int(80),
             sev_discr_step=1,
-            n_aggr_dist_nodes=int(100)
+            n_aggr_dist_nodes=int(256)
         )
 
 
@@ -39,7 +39,7 @@ def test_computational_methods(self):
             aggr_loss_dist_method='recursion',
             n_sev_discr_nodes=int(80),
             sev_discr_step=1,
-            n_aggr_dist_nodes=int(100)
+            n_aggr_dist_nodes=int(256)
         )
 
 
@@ -68,30 +68,22 @@ def test_severity_discretization(self):
         ld=severity.discretize(
             discr_method='lowerdiscretization',
             n_discr_nodes=50,
-            discr_step= 1,
-            deductible=0,
-            cover=np.inf)
+            discr_step= 1)
 
         ud = severity.discretize(
             discr_method='upperdiscretization',
             n_discr_nodes=50,
-            discr_step= 1,
-            deductible=0,
-            cover=np.inf)
+            discr_step= 1)
 
         md = severity.discretize(
             discr_method='massdispersal',
             n_discr_nodes=50,
-            discr_step= 1,
-            deductible=0,
-            cover=np.inf)
+            discr_step= 1)
 
         lm = severity.discretize(
             discr_method='localmoments',
             n_discr_nodes=50,
-            discr_step= 1,
-            deductible=0,
-            cover=np.inf)
+            discr_step= 1)
 
         print('Sum of probabilities md', np.sum(md['fj']))
         print('probabilities ld', md['fj'][:5])

gemact/tests/test_lossreserve.py

@@ -5,17 +5,17 @@ class TestLossModel(unittest.TestCase):
     def test_AggregateData(self):
 
         ip_ = gemact.gemdata.incremental_payments
-        in_ = gemact.gemdata.incurred_number
+        in_ = gemact.gemdata.payments_number
         cp_ = gemact.gemdata.cased_payments
-        cn_ = gemact.gemdata.cased_number
+        cn_ = gemact.gemdata.open_number
         reported_ = gemact.gemdata.reported_claims
 
         ad = gemact.AggregateData(
-            incremental_payments=ip_,
-            cased_payments=cp_,
-            cased_number=cn_,
-            reported_claims=reported_,
-            incurred_number=in_)
+                    incremental_payments=ip_,
+                    cased_payments=cp_,
+                    open_claims_number =cn_,
+                    reported_claims=reported_,
+                    payments_number=in_)
 
         return ad