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v.1.1.0

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@gpitt71 gpitt71 released this 11 Sep 14:03
· 44 commits to main since this release
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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.