AI / Agents

Skills
llms.txt
llms-full.txt

Developers

Ethan Kang

Meta

Requires: Python >=3.9
Package Info

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.