Gemact

Latest version: v1.2.1

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1.2.0

In the Version 1.2.0 we implemented in the form of a vignette the Replication Code and the Supplementary Material of our [manuscript ](https://arxiv.org/abs/2303.01129), and updated the package with source code that did not affect the usability of the software.

What's Changed
* Drop/stretch down by EdoLu in https://github.com/gpitt71/gemact-code/pull/7
* Severity transformed moment by EdoLu in https://github.com/gpitt71/gemact-code/pull/8

New Contributors
* EdoLu made their first contribution in https://github.com/gpitt71/gemact-code/pull/7

**Full Changelog**: https://github.com/gpitt71/gemact-code/compare/v1.1.1...v1.2.0

1.1.1

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

1.0.1

- This version is alligned with the paper pre-print available at https://arxiv.org/abs/2303.01129.
- No new functionalities were added for this version.
- DOI created

**Full Changelog**: https://github.com/gpitt71/gemact-code/compare/v0.3.4...v1.0.1

0.3.4

New plot functionalities:

- Print the discretized severity distribution c.d.f.
- Print the aggregate distribution c.d.f.

0.3.1

In the new release:

- The new class `PolicyStructure` simplified the use of `LossModel` .
- The new classes `AggregateData` and `ReservingModel` simplified the use of `LossReserve`.
- New distributions available `Paralogistic`, `Inverse Paralogistic`, `Pareto1` (single-parameter Pareto) and `Pareto2` (Pareto type II).
- Return type bug on `LossAggregation` fixed.

0.2.1

New features:
- lossreserve graphs adjusted and enhanced,
- gemdata development triangle naming improved,
- lossmodel aggregate deductible new parametrization,
- fundamental copulaa available, i.e. Fréchet–Hoeffding copula bounds, independent copula,
- improved external library management.

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