In the new release, we made the tail extrapolation possible for the CRM.
v.1.1.0
In this new version of the package we release new functionalities for the different models.
LossModel
- Closed form moments of the aggregate loss distribution with the parameter `use_dist` in the methods `mean`, `std`, `var`, and `skewness` and `coeff_variation`.
- `threshold` parameter for modeling the analysis threshold of `Frequency`.
- In `Severity`, new methods: `censored_mean`, `censored_std`, `censored_var`, `censored_skewness`, and `censored_coeff_variation` .
LossAggregation
- New methods: `lev` and `censored_moments`.
Data sets
- New data sets in `gemdata` for claims reserving
LossReserve
- More explicit names for the parameters of `AggregateData`.
- For the CRM model it is possible to indicate the mixing frequency and mixing severity parameters as an `int`.
v.1.0.1-doi
Zenodo DOI connection is created