This paper introduces \code{gemact}, a \proglang{Python} package for actuarial modeling based on the collective risk model. The library supports applications to costing and risk transfers, risks aggregation, and claims reserving. We add new probability distributions to those available in \pkg{scipy}, including the (a,b,0) and (a,b,1) discrete distributions, the Archimedean and the Elliptical classes of copulas. We provide a software implementation of the AEP algorithm for calculating the cumulative distribution function of the sum of dependent, non-negative random variables, given their dependency structure specified with a copula. The theoretical framework is introduced in brief at the beginning of each section to provide the reader with a sufficient understanding of the underlying actuarial models.
翻译:本文介绍基于集体风险模型的精算模型模型的\code{gemact}( proglang{ Python} ) 软件包。 图书馆支持成本计算和风险转移、 风险汇总和索赔保留等应用。 我们在\pkk{scipy} 中提供的可能性分布中添加新的概率分布, 包括( a, b, 0) 和 ( a, b, 1) 离散分布、 Archimedean 和 Elliptical class 。 我们提供软件应用 AEP 算法, 用于计算依赖性、 非负性随机变量总和的累积分布功能, 因为它们具有直系、 非负性随机变量的依附性结构, 并用 copula 来说明。 理论框架在每一节的开头都简短地介绍, 以便读者充分了解基本精算模型 。</s>