Metadata-Version: 2.4
Name: prospicio
Version: 0.0.3
Classifier: Development Status :: 2 - Pre-Alpha
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: License :: OSI Approved :: Apache Software License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Rust
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Scientific/Engineering :: Mathematics
Summary: Actuarial and risk modeling on a Rust core: reserving, distributions, aggregate loss, reinsurance and pricing.
Keywords: actuarial,insurance,reserving,reinsurance,risk
Author-email: Ethan Kang <ethan.yskang@gmail.com>
License: MIT OR Apache-2.0
Requires-Python: >=3.9
Description-Content-Type: text/markdown; charset=UTF-8; variant=GFM
Project-URL: Documentation, https://ekthesage.github.io/prospicio/
Project-URL: Homepage, https://ekthesage.github.io/prospicio/
Project-URL: Repository, https://github.com/EKtheSage/prospicio

# 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.

