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
.