Releases: gpitt71/gemact-code
Releases · gpitt71/gemact-code
v.1.2.1.
Internal update and compatibility check with scipy (distribution moment method compatible with scipy version >= 1.11.3)
Full Changelog: v1.2.0...v.1.2.1
v1.2.0
In the Version 1.2.0 we implemented in the form of a vignette the Replication Code and the Supplementary Material of our manuscript , and updated the package with source code that did not affect the usability of the software.
What's Changed
New Contributors
Full Changelog: v1.1.1...v1.2.0
v.1.1.1
v.1.1.0
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
.
LossAggregation
- New methods:
lev
andcensored_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
.
DOI created with Zenodo
Zenodo DOI connection is created
v1.0.1.
- This version is alligned with the paper pre-print available at https://arxiv.org/abs/2303.01129.
- No new functionalities were added for this version.
- DOI created
Full Changelog: v0.3.4...v1.0.1
v0.3.4.
v0.3.1
In the new release:
- The new class
PolicyStructure
simplified the use ofLossModel
. - The new classes
AggregateData
andReservingModel
simplified the use ofLossReserve
. - New distributions available
Paralogistic
,Inverse Paralogistic
,Pareto1
(single-parameter Pareto) andPareto2
(Pareto type II). - Return type bug on
LossAggregation
fixed.
Hutsabi
New features:
- lossreserve graphs adjusted and enhanced,
- gemdata development triangle naming improved,
- lossmodel aggregate deductible new parametrization,
- fundamental copulaa available, i.e. Fréchet–Hoeffding copula bounds, independent copula,
- improved external library management.