https://github.com/casact/reinspy

reinspy - a Python Reinsurance Package
https://github.com/casact/reinspy

actuarial reinsurance

Last synced: 29 days ago
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reinspy - a Python Reinsurance Package

• Host: GitHub
• URL: https://github.com/casact/reinspy
• Owner: casact
• License: mpl-2.0
• Created: 2023-08-11T13:54:32.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2023-09-24T01:35:11.000Z (about 1 year ago)
• Last Synced: 2024-11-17T01:07:29.506Z (about 1 month ago)
• Topics: actuarial, reinsurance
• Language: Python
• Homepage: https://reinspy.com/docs
• Size: 46.9 KB
• Stars: 4
• Watchers: 2
• Forks: 1
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# reinspy - a Python Reinsurance Package

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[![codecov](https://codecov.io/gh/genedan/reinspy/branch/main/graph/badge.svg?token=B2tp2sywL2)](https://codecov.io/gh/genedan/reinspy) ![tests](https://github.com/genedan/reinspy/workflows/Unit%20Tests/badge.svg) ![docs](https://github.com/genedan/reinspy/workflows/Docs/badge.svg)

### Sources

reinspy aims to implement methods and functions from the following papers:

- Albrecher, Beirlant, Teugels: Reinsurance: Actuarial and Statistical Aspects

- Carter: Reinsurance

- Clark: Basics of Reinsurance Pricing 

- Kearney: Reinsurance Principles and Practices

- Meyers, Heckman: The Calculation of Aggregate Loss Distributions from Claim Severity and Claim Count distributions

- Parodi: Pricing in General Insurance

- Robertson: The Computation of aggregate loss distributions

- Strain: Reinsurance

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### Scope

reinspy aims to support the following types of reinsurance transactions:

**Types:**

- Treaty

- Facultative

**Allocation Methods:**

- Pro Rata

- Excess of Loss

**Sub-types:**

- Quota Share

- Surplus Share

- Per Risk

- Per Occurrence

- Aggregate Excess