Tools for creating and working with aggregate probability distributions.
Project description
Purpose
aggregate solves insurance, risk management, and actuarial problems using realistic models that reflect underlying frequency and severity. It delivers the speed and accuracy of parametric distributions to situations that usually require simulation, making it as easy to work with an aggregate (compound) probability distribution as the lognormal. aggregate includes an expressive language called DecL to describe aggregate distributions and is implemented in Python under an open source BSD-license.
Documentation
Where to get it
Installation
pip install aggregate
Dependencies
See requirements.txt.
License
BSD 3 licence
Contributing to aggregate
All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome.
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