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aggregate - working with compound probability distributions

Project description

What is it?

aggregate is a Python package providing an expressive language and fast, accurate computations to make working with aggregate (compound) probability distributions easy and intuitive. It allows students and practitioners to use realistic real-world distributions that reflect the underlying frequency and severity generating processes. It has applications in insurance, risk management, actuarial science, and related areas.

Documentation

https://aggregate.readthedocs.io/

Where to get it

https://github.com/mynl/aggregate

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.

Project details


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