aggregate 0.6.2

这是什么？

aggregate是一个python包，提供快速、准确和表达性的数据 设计用于处理概率分布的结构 简单直观。它的主要目的是成为一种教育工具，允许 复杂，现实世界分布的实验。它在 保险、风险管理、精算学及相关领域。

主要特点

以下是一些aggregate做得很好的事情：

• Output in tabular form using Pandas
• Human readable persistence in YAML
• Built in library of insurance severity curves for both catastrophe and non catastrophe lines
• Built in parameterization for most major lines of insurance in the US, making it easy to build a “toy company” based on market share by line
• Clear distinction between catastrophe and non-catastrohpe lines
• Use of Fast Fourier Transforms throughout differentiates ^{tt1}$ from tools based on simulation
• Fast, accurate - no simulations!
• Graphics and summaries following Pandas and Matplotlib syntax

潜在应用

• Education

  • Building intuition around how loss distribtions convolve
  • Convergence to the central limit theorem
  • Generalized distributions
  • Compound Poisson distributions
  • Mixed distributiuons
  • Tail behavior based on frequency or severity tail
  • Log concavity properties

• Pricing small insurance portfolios on a claim by claim basis
• Analysis of default probabilities
• Allocation of capital and risk charges
• Detailed creation of marginal loss distributions that can then be sampled and used by other simulation software, e.g. to incorporate dependence structures, or in situations where it is necessary to track individual events, e.g. to compute gross, ceded and net bi- and trivariate distributions.

缺少功能

这里有一些重要的事情aggregate做不做做：

• It is strictly univariate. It is impossible to model bivariate or multivariate distributions. As a result ^{tt1}$ is fast and accurate
• ^{tt1}$ can model correlation between variables using shared mixing variables. This is adequate to build realistic distributions but would not be adequate for an industrial- strength insurance company model.

文件

http://www.mynl.com/aggregate/index.html

哪里可以买到

• 源代码当前托管在github上，地址：
• https://github.com/mynl/aggregate

安装

pip安装聚合

依赖性

• [numpy]（https://www.numpy.org）：1.9.0或更高版本
• [熊猫]（https://github.com/pandas-dev/pandas）：0.23.0或更高

许可证

[BSD 3]（许可证）

有助于聚合

所有贡献，错误报告，错误修复，文档改进， 我们欢迎您的改进和想法。