prospicio_prob/
lib.rs

1//! Risk mathematics: the hub every domain reads and writes.
2//!
3//! Holds the [`Distribution`] and [`Severity`] traits, the parametric [`Lognormal`], the
4//! sampled representation [`Sampled`], the shared [`risk`] measures,
5//! [`Distortion`] risk measures and their allocation, [`copula`]s, extreme
6//! value tails ([`evt`]) and [`PredictiveDistribution`], the joint result
7//! every model returns. The
8//! discretized representation follows `docs/design/distributions.md`.
9//!
10//! With the `arrow` feature, [`PredictiveDistribution`] reads and writes
11//! Arrow IPC files; the format is described in `ipc`.
12
13pub mod capital;
14pub mod copula;
15pub mod counting;
16pub mod custom;
17pub mod dist;
18pub mod distortion;
19pub mod distribution;
20pub mod evt;
21pub mod gamma;
22pub mod grid;
23#[cfg(feature = "arrow")]
24pub mod ipc;
25pub mod large_losses;
26pub mod local_pareto;
27pub mod loglogistic;
28pub mod lognormal;
29pub mod mixture;
30pub mod pareto;
31pub mod piecewise_pareto;
32pub mod portfolio;
33pub mod predictive;
34pub mod provenance;
35pub mod risk;
36pub mod sampled;
37pub mod serial;
38pub mod severity;
39pub mod tweedie;
40pub mod weibull;
41
42pub use copula::{Archimedean, ArchimedeanCopula, Copula, GaussianCopula, StudentTCopula};
43pub use counting::{Binomial, Counting, NegativeBinomial, PanjerClass, Poisson};
44pub use custom::Custom;
45pub use dist::{Dist, SeverityDist};
46pub use distortion::Distortion;
47pub use distribution::Distribution;
48pub use gamma::Gamma;
49pub use grid::{Discretization, DiscretizationReport, Grid};
50pub use large_losses::LargeLosses;
51pub use local_pareto::{
52    LocalParetoApproximation, LocalParetoConversion, LogAffinePareto, local_pareto_to_piecewise,
53};
54pub use loglogistic::Loglogistic;
55pub use lognormal::Lognormal;
56pub use mixture::Mixture;
57pub use pareto::Pareto;
58pub use piecewise_pareto::{PiecewisePareto, Truncation};
59pub use predictive::{ComponentKey, KeyValue, PredictiveDistribution};
60pub use provenance::{InputHasher, Provenance};
61pub use sampled::{Empirical, Sampled};
62pub use severity::Severity;
63pub use tweedie::Tweedie;
64pub use weibull::Weibull;
prospicio_prob/lib.rs

prospicio_prob/
lib.rs
