Actuarial modeling with GEMAct#
Distributions#
The following table lists the distributions supported by GEMAct and makes a comparison with SciPy.
Distribution |
GEMAct name |
Support |
SciPy(Y/N) |
|---|---|---|---|
Poisson |
poisson |
discrete |
\(\textcolor{green}{Y}\) |
Binomial |
binom |
discrete |
\(\textcolor{green}{Y}\) |
Geometric |
geom |
discrete |
\(\textcolor{green}{Y}\) |
Negative Binomial |
nbinom |
discrete |
\(\textcolor{green}{Y}\) |
Logarithmic (a.k.a. Log-Series) |
logser |
discrete |
\(\textcolor{green}{Y}\) |
Zero-Truncated Poisson |
ztpoisson |
discrete |
\(\textcolor{red}{N}\) |
Zero-Truncated Binomial |
ztbinom |
discrete |
\(\textcolor{red}{N}\) |
Zero-Truncated Geometric |
ztgeom |
discrete |
\(\textcolor{red}{N}\) |
Zero-Truncated Negative Binomial |
ztnbinom |
discrete |
\(\textcolor{red}{N}\) |
Zero-Modified Poisson |
zmpoisson |
discrete |
\(\textcolor{red}{N}\) |
Zero-Modified Binomial |
zmbinom |
discrete |
\(\textcolor{red}{N}\) |
Zero-Modified Geometric |
zmgeom |
discrete |
\(\textcolor{red}{N}\) |
Zero-Modified Negative Binomial |
zmnbinom |
discrete |
\(\textcolor{red}{N}\) |
Zero-Modified Logarithmic (a.k.a. Log-Series) |
zmlogser |
discrete |
\(\textcolor{red}{N}\) |
Beta |
beta |
continuous |
\(\textcolor{green}{Y}\) |
Exponential |
exponential |
continuous |
\(\textcolor{green}{Y}\) |
Gamma |
gamma |
continuous |
\(\textcolor{green}{Y}\) |
Log Gamma |
loggamma |
continuous |
\(\textcolor{green}{Y}\) |
Inverse Gamma |
invgamma |
continuous |
\(\textcolor{green}{Y}\) |
Generalized Pareto |
genpareto |
continuous |
\(\textcolor{green}{Y}\) |
Pareto |
pareto2 |
continuous |
\(\textcolor{green}{Y}\) |
Single-Parameter Pareto |
pareto1 |
continuous |
\(\textcolor{red}{N}\) |
Lognormal |
lognormal |
continuous |
\(\textcolor{green}{Y}\) |
Generalized Beta |
genbeta |
continuous |
\(\textcolor{red}{N}\) |
Burr |
burr12 |
continuous |
\(\textcolor{green}{Y}\) |
Paralogistic |
paralogistic |
continuous |
\(\textcolor{red}{N}\) |
Inverse Burr (Dagum) |
dagum |
continuous |
\(\textcolor{green}{Y}\) |
Inverse Paralogistic |
invparalogistic |
continuous |
\(\textcolor{red}{N}\) |
Weibull |
weibull |
continuous |
\(\textcolor{green}{Y}\) |
Inverse Weibull |
invweibull |
continuous |
\(\textcolor{green}{Y}\) |
Inverse Gaussian |
invgauss |
continuous |
\(\textcolor{green}{Y}\) |
Fisk |
fisk |
continuous |
\(\textcolor{green}{Y}\) |
PWC |
pwc |
discrete |
\(\textcolor{red}{N}\) |
PWL |
pwl |
continuous |
\(\textcolor{red}{N}\) |
Uniform |
uniform |
continuous |
\(\textcolor{green}{Y}\) |
Copulas#
The following table lists the copulas supported by GEMAct.
Copula |
Family |
GEMAct name |
|---|---|---|
Clayton |
Archimedean |
clayton |
Frank |
Archimedean |
frank |
Gumbel |
Archimedean |
gumbel |
Joe |
Archimedean |
joe |
Ali-Mikhail-Haq |
Archimedean |
ali-mikhail-haq |
Gaussian |
Elliptical |
gaussian |
Student t |
Elliptical |
tstudent |
Independent |
Fundamental |
independent |
Fréchet-Hoeffding upper bound (M) |
Fundamental |
frechet–hoeffding-lower |
Fréchet-Hoeffding lower bound (W) |
Fundamental |
frechet–hoeffding-upper |