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prospicio

Actuarial and risk modeling on a Rust core, for Python and R.

  • Reserving: triangles, Chain Ladder, Mack, Bornhuetter–Ferguson, Benktander, Cape Cod, Clark, tails, the ODP bootstrap and the Merz–Wüthrich one-year view, checked against R ChainLadder and chainladder-python.
  • Distributions: parametric, discretized and sampled distributions, PredictiveDistribution, risk measures, distortions, copulas and extreme values.
  • Aggregate loss and reinsurance: Panjer, FFT and Monte Carlo compound distributions, layers and towers, reinstatements.
  • Pricing: layer rating, exposure curves, tower matching and risk-loaded pricing.
  • Models: GLM, GAM, elastic net and Tweedie (statsmodels parity), Bayesian GLMs with NUTS, and adapters over LightGBM and XGBoost.
pip install prospicio

The package is pre-alpha: the API will change before v1.0.

Documentation: https://ekthesage.github.io/prospicio/. Source, and the same library for R and Rust: https://github.com/EKtheSage/prospicio.

Licensed under either of MIT or Apache-2.0, at your option.

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prospicio-0.0.1-cp39-abi3-win_amd64.whl CPython 3.9 abi3 Windows x86-64 Details
prospicio-0.0.1-cp39-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl CPython 3.9 abi3 Linux glibc 2.17+ x86-64 Details
prospicio-0.0.1-cp39-abi3-manylinux_2_17_aarch64.manylinux2014_aarch64.whl CPython 3.9 abi3 Linux glibc 2.17+ ARM64 Details
prospicio-0.0.1-cp39-abi3-macosx_10_12_x86_64.macosx_11_0_arm64.macosx_10_12_universal2.whl CPython 3.9 abi3 macOS 11.0+ ARM64, macOS 10.12+ universal2 (ARM64, x86-64), macOS 10.12+ x86-64 Details

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