aggregate.CompoundReport
What a compound calculation produced and the error it introduced.
Usage
aggregate.CompoundReport()Returned with the aggregate grid by panjer and fft. Read aliasing_error first for FFT results: when it is not negligible the grid is unreliable, including tail_mass.
Attributes
| Name | Description |
|---|---|
| aliasing_error | Largest change in any probability when the FFT buffer doubles; 0 for |
| expected_mean |
E[N] * E[X] on the severity grid.
|
| grid_mean | Mean of the aggregate grid. |
| method |
Method: "panjer" or "fft".
|
| points | Number of points in the aggregate grid. |
| tail_mass | Aggregate probability above the last point, lumped onto it. |
aliasing_error
Largest change in any probability when the FFT buffer doubles; 0 for
aliasing_error: float
Panjer.
expected_mean
E[N] * E[X] on the severity grid.
expected_mean: float
grid_mean
Mean of the aggregate grid.
grid_mean: float
method
Method: "panjer" or "fft".
method: str
points
Number of points in the aggregate grid.
points: int
tail_mass
Aggregate probability above the last point, lumped onto it.
tail_mass: float
Methods
| Name | Description |
|---|---|
| mean_error() |
grid_mean - expected_mean.
|
mean_error()
grid_mean - expected_mean.
Usage
mean_error()Returns
float