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.
1 maintainer
Metadata
1 maintainer
Release files for prospicio 0.0.4
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | |
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| prospicio-0.0.4.tar.gz | 1.7 MB | With provenance | Details |
Built distributions (wheels)
| File | Reset | |||
|---|---|---|---|---|
| prospicio-0.0.4-cp39-abi3-win_amd64.whl | CPython 3.9 | abi3 | Windows x86-64 | Details |
| prospicio-0.0.4-cp39-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl | CPython 3.9 | abi3 | Linux glibc 2.17+ x86-64 | Details |
| prospicio-0.0.4-cp39-abi3-manylinux_2_17_aarch64.manylinux2014_aarch64.whl | CPython 3.9 | abi3 | Linux glibc 2.17+ ARM64 | Details |
| prospicio-0.0.4-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+ x86-64, macOS 10.12+ universal2 (ARM64, x86-64) | Details |
Total release size: 44.3 MB
Release files / prospicio-0.0.4.tar.gz
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