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GEMAct

GEMAct is a comprehensive actuarial package, based on the collective risk theory framework, that offers a set of tools for non-life (re)insurance costing, stochastic claims reserving, and loss aggregation.

The variety of available functionalities makes GEMAct modeling very flexible and provides actuarial scientists and practitioners with a powerful tool that fits into the expanding community of Python programming language.

Please visit our website to see our documentation and tutorial.

The accompanying paper is registered with DOI doi:10.1017/S1748499524000022.

APA citation:

Pittarello, G., Luini, E., & Marchione, M. M. (2024). GEMAct: a Python package for non-life (re)insurance modeling. Annals of Actuarial Science, 1–37. doi:10.1017/S1748499524000022

BibteX citation:

@article{Pittarello_Luini_Marchione_2024, title={GEMAct: a Python package for non-life (re)insurance modeling}, DOI={10.1017/S1748499524000022},
journal={Annals of Actuarial Science}, author={Pittarello, Gabriele and Luini, Edoardo and Marchione, Manfred Marvin}, year={2024}, pages={1–37}} 

The manuscript pre-print is instead available at ArXiV:2303.01129.

Future work

Please do not hesitate to contact us if you are interested in helping us in expanding our package, you can find our contact details here. Possible future enhancements could involve the introduction of new probability distribution families, the implementation of supplementary methodologies for the approximation of quantiles of the sum of random variables, and the addition of costing procedures for exotic and nontraditional reinsurance solutions.

Acknowledgments

Previous versions were presented at the Mathematical and Statistical Methods for Actuarial Sciences and Finance 2022, and at the Actuarial Colloquia 2022, in the ASTIN section.

We want to especially thank the students in Statistica per le assicurazioni, M.Sc. in Economia e Finanza, at the University of Milano-Bicocca for having tested the package.

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, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Add copy buttons to all
 blocks\n(function() {\n function addCopyButtons() {\n document.querySelectorAll('pre code').forEach(function(codeBlock) {\n if (codeBlock.parentElement.hasAttribute('data-copy-added')) return;\n codeBlock.parentElement.setAttribute('data-copy-added', 'true');\n \n var btn = document.createElement('button');\n btn.textContent = 'Copy';\n btn.style.cssText = 'position:absolute;top:4px;right:4px;padding:2px 8px;font-size:11px;background:#4ecdc4;border:none;border-radius:4px;color:#1a1a2e;cursor:pointer;opacity:0.7;transition:opacity 0.2s;';\n btn.onmouseover = function() { this.style.opacity = '1'; };\n btn.onmouseout = function() { this.style.opacity = '0.7'; };\n btn.onclick = function() {\n navigator.clipboard.writeText(codeBlock.textContent).then(function() {\n btn.textContent = 'Copied!';\n setTimeout(function() { btn.textContent = 'Copy'; }, 1500);\n });\n };\n codeBlock.parentElement.style.position = 'relative';\n codeBlock.parentElement.appendChild(btn);\n });\n }\n \n addCopyButtons();\n \n // Re-run on dynamic content\n var observer = new MutationObserver(addCopyButtons);\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Add Copy Buttons to Code Blocks");
}
} catch(__e) { console.warn('[Userscript:Add Copy Buttons to Code Blocks]', __e); }
})();
(function(){
try {
var __m = "github.com";
var __re = new RegExp('^' + "github\\.com" + '
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Python applicationDownloadsDOI

GEMAct

GEMAct is a comprehensive actuarial package, based on the collective risk theory framework, that offers a set of tools for non-life (re)insurance costing, stochastic claims reserving, and loss aggregation.

The variety of available functionalities makes GEMAct modeling very flexible and provides actuarial scientists and practitioners with a powerful tool that fits into the expanding community of Python programming language.

Please visit our website to see our documentation and tutorial.

The accompanying paper is registered with DOI doi:10.1017/S1748499524000022.

APA citation:

Pittarello, G., Luini, E., & Marchione, M. M. (2024). GEMAct: a Python package for non-life (re)insurance modeling. Annals of Actuarial Science, 1–37. doi:10.1017/S1748499524000022

BibteX citation:

@article{Pittarello_Luini_Marchione_2024, title={GEMAct: a Python package for non-life (re)insurance modeling}, DOI={10.1017/S1748499524000022},
journal={Annals of Actuarial Science}, author={Pittarello, Gabriele and Luini, Edoardo and Marchione, Manfred Marvin}, year={2024}, pages={1–37}} 

The manuscript pre-print is instead available at ArXiV:2303.01129.

Future work

Please do not hesitate to contact us if you are interested in helping us in expanding our package, you can find our contact details here. Possible future enhancements could involve the introduction of new probability distribution families, the implementation of supplementary methodologies for the approximation of quantiles of the sum of random variables, and the addition of costing procedures for exotic and nontraditional reinsurance solutions.

Acknowledgments

Previous versions were presented at the Mathematical and Statistical Methods for Actuarial Sciences and Finance 2022, and at the Actuarial Colloquia 2022, in the ASTIN section.

We want to especially thank the students in Statistica per le assicurazioni, M.Sc. in Economia e Finanza, at the University of Milano-Bicocca for having tested the package.

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, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Force GitHub README to respect dark mode\n(function() {\n var style = document.createElement('style');\n style.textContent = '\n .markdown-body {\n color-scheme: dark light;\n }\n .markdown-body pre { background: #161b22 !important; }\n .markdown-body code { background: rgba(110, 118, 129, 0.4) !important; }\n .markdown-body table th, .markdown-body table td { border-color: #30363d !important; }\n .markdown-body img { background: #0d1117; }\n .markdown-body blockquote { border-left-color: #8b949e; }\n .markdown-body hr { border-color: #30363d; }\n ';\n document.head.appendChild(style);\n})();", "GitHub Dark Mode README Fix"); } } catch(__e) { console.warn('[Userscript:GitHub Dark Mode README Fix]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + '
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Python applicationDownloadsDOI

GEMAct

GEMAct is a comprehensive actuarial package, based on the collective risk theory framework, that offers a set of tools for non-life (re)insurance costing, stochastic claims reserving, and loss aggregation.

The variety of available functionalities makes GEMAct modeling very flexible and provides actuarial scientists and practitioners with a powerful tool that fits into the expanding community of Python programming language.

Please visit our website to see our documentation and tutorial.

The accompanying paper is registered with DOI doi:10.1017/S1748499524000022.

APA citation:

Pittarello, G., Luini, E., & Marchione, M. M. (2024). GEMAct: a Python package for non-life (re)insurance modeling. Annals of Actuarial Science, 1–37. doi:10.1017/S1748499524000022

BibteX citation:

@article{Pittarello_Luini_Marchione_2024, title={GEMAct: a Python package for non-life (re)insurance modeling}, DOI={10.1017/S1748499524000022},
journal={Annals of Actuarial Science}, author={Pittarello, Gabriele and Luini, Edoardo and Marchione, Manfred Marvin}, year={2024}, pages={1–37}} 

The manuscript pre-print is instead available at ArXiV:2303.01129.

Future work

Please do not hesitate to contact us if you are interested in helping us in expanding our package, you can find our contact details here. Possible future enhancements could involve the introduction of new probability distribution families, the implementation of supplementary methodologies for the approximation of quantiles of the sum of random variables, and the addition of costing procedures for exotic and nontraditional reinsurance solutions.

Acknowledgments

Previous versions were presented at the Mathematical and Statistical Methods for Actuarial Sciences and Finance 2022, and at the Actuarial Colloquia 2022, in the ASTIN section.

We want to especially thank the students in Statistica per le assicurazioni, M.Sc. in Economia e Finanza, at the University of Milano-Bicocca for having tested the package.

Releases

Packages

Used by

Contributors

Languages

, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Highlight search terms from Google/DuckDuckGo/Bing referrer\n(function() {\n var ref = document.referrer;\n var terms = [];\n \n if (ref.includes('google.com') || ref.includes('duckduckgo.com') || ref.includes('bing.com')) {\n var url = new URL(ref);\n var q = url.searchParams.get('q') || url.searchParams.get('p');\n if (q) {\n terms = q.split(/\\s+/).filter(function(t) { return t.length > 2; });\n }\n }\n \n if (terms.length === 0) return;\n \n var style = document.createElement('style');\n style.textContent = '.userscript-highlight { background: #fbbf24; color: #1a1a2e; padding: 1px 3px; border-radius: 2px; }';\n document.head.appendChild(style);\n \n function highlight(node) {\n if (node.nodeType === 3) { // text node\n var text = node.textContent;\n var found = false;\n terms.forEach(function(term) {\n var regex = new RegExp('(' + term.replace(/[.*+?^${}()|[\\]\\\\]/g, '\\\\') + ')', 'gi');\n if (regex.test(text)) {\n found = true;\n var frag = document.createDocumentFragment();\n var parts = text.split(regex);\n parts.forEach(function(part, i) {\n if (i % 2 === 0) {\n frag.appendChild(document.createTextNode(part));\n } else {\n var span = document.createElement('span');\n span.className = 'userscript-highlight';\n span.textContent = part;\n frag.appendChild(span);\n }\n });\n node.parentNode.replaceChild(frag, node);\n }\n });\n } else if (node.nodeType === 1 && node.childNodes) { // element\n var skipTags = ['SCRIPT', 'STYLE', 'NOSCRIPT', 'TEXTAREA', 'INPUT', 'SELECT'];\n if (!skipTags.includes(node.tagName)) {\n Array.from(node.childNodes).forEach(highlight);\n }\n }\n }\n \n highlight(document.body);\n \n // Re-highlight on dynamic content\n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1 || node.nodeType === 3) highlight(node);\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Highlight Search Terms"); } } catch(__e) { console.warn('[Userscript:Highlight Search Terms]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + '
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Python applicationDownloadsDOI

GEMAct

GEMAct is a comprehensive actuarial package, based on the collective risk theory framework, that offers a set of tools for non-life (re)insurance costing, stochastic claims reserving, and loss aggregation.

The variety of available functionalities makes GEMAct modeling very flexible and provides actuarial scientists and practitioners with a powerful tool that fits into the expanding community of Python programming language.

Please visit our website to see our documentation and tutorial.

The accompanying paper is registered with DOI doi:10.1017/S1748499524000022.

APA citation:

Pittarello, G., Luini, E., & Marchione, M. M. (2024). GEMAct: a Python package for non-life (re)insurance modeling. Annals of Actuarial Science, 1–37. doi:10.1017/S1748499524000022

BibteX citation:

@article{Pittarello_Luini_Marchione_2024, title={GEMAct: a Python package for non-life (re)insurance modeling}, DOI={10.1017/S1748499524000022},
journal={Annals of Actuarial Science}, author={Pittarello, Gabriele and Luini, Edoardo and Marchione, Manfred Marvin}, year={2024}, pages={1–37}} 

The manuscript pre-print is instead available at ArXiV:2303.01129.

Future work

Please do not hesitate to contact us if you are interested in helping us in expanding our package, you can find our contact details here. Possible future enhancements could involve the introduction of new probability distribution families, the implementation of supplementary methodologies for the approximation of quantiles of the sum of random variables, and the addition of costing procedures for exotic and nontraditional reinsurance solutions.

Acknowledgments

Previous versions were presented at the Mathematical and Statistical Methods for Actuarial Sciences and Finance 2022, and at the Actuarial Colloquia 2022, in the ASTIN section.

We want to especially thank the students in Statistica per le assicurazioni, M.Sc. in Economia e Finanza, at the University of Milano-Bicocca for having tested the package.

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, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Strip utm_, fbclid, gclid, etc. from all links on page\n(function() {\n var trackingParams = ['utm_source', 'utm_medium', 'utm_campaign', 'utm_term', 'utm_content',\n 'fbclid', 'gclid', 'dclid', 'msclkid', 'yclid',\n 'ref', 'ref_src', 'source', 'medium', 'campaign'];\n \n function cleanUrl(url) {\n try {\n var u = new URL(url, window.location.origin);\n var changed = false;\n trackingParams.forEach(function(p) {\n if (u.searchParams.has(p)) {\n u.searchParams.delete(p);\n changed = true;\n }\n });\n return changed ? u.toString() : url;\n } catch (e) {\n return url;\n }\n }\n \n function cleanLinks() {\n document.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n \n cleanLinks();\n \n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1) {\n if (node.tagName === 'A') cleanLinks();\n node.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Remove Tracking Parameters from Links"); } } catch(__e) { console.warn('[Userscript:Remove Tracking Parameters from Links]', __e); } })(); (function(){ try { var __m = "youtube.com"; var __re = new RegExp('^' + "youtube\\.com" + '
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Python applicationDownloadsDOI

GEMAct

GEMAct is a comprehensive actuarial package, based on the collective risk theory framework, that offers a set of tools for non-life (re)insurance costing, stochastic claims reserving, and loss aggregation.

The variety of available functionalities makes GEMAct modeling very flexible and provides actuarial scientists and practitioners with a powerful tool that fits into the expanding community of Python programming language.

Please visit our website to see our documentation and tutorial.

The accompanying paper is registered with DOI doi:10.1017/S1748499524000022.

APA citation:

Pittarello, G., Luini, E., & Marchione, M. M. (2024). GEMAct: a Python package for non-life (re)insurance modeling. Annals of Actuarial Science, 1–37. doi:10.1017/S1748499524000022

BibteX citation:

@article{Pittarello_Luini_Marchione_2024, title={GEMAct: a Python package for non-life (re)insurance modeling}, DOI={10.1017/S1748499524000022},
journal={Annals of Actuarial Science}, author={Pittarello, Gabriele and Luini, Edoardo and Marchione, Manfred Marvin}, year={2024}, pages={1–37}} 

The manuscript pre-print is instead available at ArXiV:2303.01129.

Future work

Please do not hesitate to contact us if you are interested in helping us in expanding our package, you can find our contact details here. Possible future enhancements could involve the introduction of new probability distribution families, the implementation of supplementary methodologies for the approximation of quantiles of the sum of random variables, and the addition of costing procedures for exotic and nontraditional reinsurance solutions.

Acknowledgments

Previous versions were presented at the Mathematical and Statistical Methods for Actuarial Sciences and Finance 2022, and at the Actuarial Colloquia 2022, in the ASTIN section.

We want to especially thank the students in Statistica per le assicurazioni, M.Sc. in Economia e Finanza, at the University of Milano-Bicocca for having tested the package.

Releases

Packages

Used by

Contributors

Languages

, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Auto-enable theater mode on YouTube\n(function() {\n function tryTheater() {\n var btn = document.querySelector('button[aria-label=\"Theater mode\"], ytd-player #player button[title=\"Theater mode\"]');\n if (btn && !btn.classList.contains('activated')) {\n btn.click();\n }\n }\n \n // Try immediately\n tryTheater();\n \n // Try after navigation (SPA)\n var lastUrl = location.href;\n setInterval(function() {\n if (location.href !== lastUrl) {\n lastUrl = location.href;\n setTimeout(tryTheater, 500);\n }\n }, 1000);\n \n // Also try on player load\n var observer = new MutationObserver(tryTheater);\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "YouTube Theater Mode Default"); } } catch(__e) { console.warn('[Userscript:YouTube Theater Mode Default]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + '
Skip to content

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Python applicationDownloadsDOI

GEMAct

GEMAct is a comprehensive actuarial package, based on the collective risk theory framework, that offers a set of tools for non-life (re)insurance costing, stochastic claims reserving, and loss aggregation.

The variety of available functionalities makes GEMAct modeling very flexible and provides actuarial scientists and practitioners with a powerful tool that fits into the expanding community of Python programming language.

Please visit our website to see our documentation and tutorial.

The accompanying paper is registered with DOI doi:10.1017/S1748499524000022.

APA citation:

Pittarello, G., Luini, E., & Marchione, M. M. (2024). GEMAct: a Python package for non-life (re)insurance modeling. Annals of Actuarial Science, 1–37. doi:10.1017/S1748499524000022

BibteX citation:

@article{Pittarello_Luini_Marchione_2024, title={GEMAct: a Python package for non-life (re)insurance modeling}, DOI={10.1017/S1748499524000022},
journal={Annals of Actuarial Science}, author={Pittarello, Gabriele and Luini, Edoardo and Marchione, Manfred Marvin}, year={2024}, pages={1–37}} 

The manuscript pre-print is instead available at ArXiV:2303.01129.

Future work

Please do not hesitate to contact us if you are interested in helping us in expanding our package, you can find our contact details here. Possible future enhancements could involve the introduction of new probability distribution families, the implementation of supplementary methodologies for the approximation of quantiles of the sum of random variables, and the addition of costing procedures for exotic and nontraditional reinsurance solutions.

Acknowledgments

Previous versions were presented at the Mathematical and Statistical Methods for Actuarial Sciences and Finance 2022, and at the Actuarial Colloquia 2022, in the ASTIN section.

We want to especially thank the students in Statistica per le assicurazioni, M.Sc. in Economia e Finanza, at the University of Milano-Bicocca for having tested the package.

Releases

Packages

Used by

Contributors

Languages

, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Remove or un-stick sticky/fixed headers that block content\n(function() {\n function unstick() {\n document.querySelectorAll('header, nav, [role=\"banner\"], .header, .navbar, .sticky, .fixed-top, [style*=\"position: fixed\"], [style*=\"position:sticky\"]').forEach(function(el) {\n if (el.style.position === 'fixed' || el.style.position === 'sticky' || \n getComputedStyle(el).position === 'fixed' || getComputedStyle(el).position === 'sticky') {\n el.style.position = 'static';\n el.style.top = 'auto';\n el.style.zIndex = 'auto';\n }\n });\n }\n \n unstick();\n \n var observer = new MutationObserver(unstick);\n observer.observe(document.body, { childList: true, subtree: true, attributes: true, attributeFilter: ['style', 'class'] });\n})();", "Kill Sticky Headers"); } } catch(__e) { console.warn('[Userscript:Kill Sticky Headers]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + '
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Python applicationDownloadsDOI

GEMAct

GEMAct is a comprehensive actuarial package, based on the collective risk theory framework, that offers a set of tools for non-life (re)insurance costing, stochastic claims reserving, and loss aggregation.

The variety of available functionalities makes GEMAct modeling very flexible and provides actuarial scientists and practitioners with a powerful tool that fits into the expanding community of Python programming language.

Please visit our website to see our documentation and tutorial.

The accompanying paper is registered with DOI doi:10.1017/S1748499524000022.

APA citation:

Pittarello, G., Luini, E., & Marchione, M. M. (2024). GEMAct: a Python package for non-life (re)insurance modeling. Annals of Actuarial Science, 1–37. doi:10.1017/S1748499524000022

BibteX citation:

@article{Pittarello_Luini_Marchione_2024, title={GEMAct: a Python package for non-life (re)insurance modeling}, DOI={10.1017/S1748499524000022},
journal={Annals of Actuarial Science}, author={Pittarello, Gabriele and Luini, Edoardo and Marchione, Manfred Marvin}, year={2024}, pages={1–37}} 

The manuscript pre-print is instead available at ArXiV:2303.01129.

Future work

Please do not hesitate to contact us if you are interested in helping us in expanding our package, you can find our contact details here. Possible future enhancements could involve the introduction of new probability distribution families, the implementation of supplementary methodologies for the approximation of quantiles of the sum of random variables, and the addition of costing procedures for exotic and nontraditional reinsurance solutions.

Acknowledgments

Previous versions were presented at the Mathematical and Statistical Methods for Actuarial Sciences and Finance 2022, and at the Actuarial Colloquia 2022, in the ASTIN section.

We want to especially thank the students in Statistica per le assicurazioni, M.Sc. in Economia e Finanza, at the University of Milano-Bicocca for having tested the package.

Releases

Packages

Used by

Contributors

Languages

, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Universal Dark Mode - works on any site\n(function() {\n var enabled = true;\n \n function applyDarkMode() {\n if (!enabled) return;\n \n // Create style element if it doesn't exist\n var style = document.getElementById('universal-dark-mode-style');\n if (!style) {\n style = document.createElement('style');\n style.id = 'universal-dark-mode-style';\n document.head.appendChild(style);\n }\n \n // Dark mode CSS - inverts colors but preserves images/video\n style.textContent = '\n /* Invert everything except media */\n html {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #1a1a2e !important;\n }\n \n /* Restore images, videos, iframes, canvas */\n img, video, iframe, canvas, svg, picture, [style*=\"background-image\"] {\n filter: invert(1) hue-rotate(180deg) !important;\n }\n \n /* Preserve specific elements that should not be inverted */\n .no-dark-mode, .no-dark-mode *,\n [data-theme=\"light\"], [data-theme=\"light\"],\n .ace_editor, .ace_editor *,\n .CodeMirror, .CodeMirror *,\n .monaco-editor, .monaco-editor *,\n .markdown-body pre, .markdown-body pre *,\n .highlight, .highlight *,\n pre code, pre code * {\n filter: none !important;\n }\n \n /* Fix common UI elements */\n .modal, .popup, .dropdown-menu, .tooltip, .popover {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #2d2d44 !important;\n border-color: #444 !important;\n }\n \n /* Scrollbars */\n ::-webkit-scrollbar { background: #1a1a2e !important; }\n ::-webkit-scrollbar-thumb { background: #444 !important; }\n ::-webkit-scrollbar-thumb:hover { background: #555 !important; }\n \n /* Selection */\n ::selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ::-moz-selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ';\n }\n \n function removeDarkMode() {\n var style = document.getElementById('universal-dark-mode-style');\n if (style) style.remove();\n }\n \n // Toggle with Alt+Shift+D\n document.addEventListener('keydown', function(e) {\n if (e.altKey && e.shiftKey && e.key === 'D') {\n e.preventDefault();\n enabled = !enabled;\n if (enabled) {\n applyDarkMode();\n console.log('[Universal Dark Mode] Enabled');\n } else {\n removeDarkMode();\n console.log('[Universal Dark Mode] Disabled');\n }\n }\n });\n \n // Apply on load\n applyDarkMode();\n \n // Re-apply on dynamic content\n var observer = new MutationObserver(function(mutations) {\n if (enabled && !document.getElementById('universal-dark-mode-style')) {\n applyDarkMode();\n }\n });\n observer.observe(document.head, { childList: true });\n \n console.log('[Universal Dark Mode] Loaded - Press Alt+Shift+D to toggle');\n})();", "Universal Dark Mode"); } } catch(__e) { console.warn('[Userscript:Universal Dark Mode]', __e); } })(); })();
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Python applicationDownloadsDOI

GEMAct

GEMAct is a comprehensive actuarial package, based on the collective risk theory framework, that offers a set of tools for non-life (re)insurance costing, stochastic claims reserving, and loss aggregation.

The variety of available functionalities makes GEMAct modeling very flexible and provides actuarial scientists and practitioners with a powerful tool that fits into the expanding community of Python programming language.

Please visit our website to see our documentation and tutorial.

The accompanying paper is registered with DOI doi:10.1017/S1748499524000022.

APA citation:

Pittarello, G., Luini, E., & Marchione, M. M. (2024). GEMAct: a Python package for non-life (re)insurance modeling. Annals of Actuarial Science, 1–37. doi:10.1017/S1748499524000022

BibteX citation:

@article{Pittarello_Luini_Marchione_2024, title={GEMAct: a Python package for non-life (re)insurance modeling}, DOI={10.1017/S1748499524000022},
journal={Annals of Actuarial Science}, author={Pittarello, Gabriele and Luini, Edoardo and Marchione, Manfred Marvin}, year={2024}, pages={1–37}} 

The manuscript pre-print is instead available at ArXiV:2303.01129.

Future work

Please do not hesitate to contact us if you are interested in helping us in expanding our package, you can find our contact details here. Possible future enhancements could involve the introduction of new probability distribution families, the implementation of supplementary methodologies for the approximation of quantiles of the sum of random variables, and the addition of costing procedures for exotic and nontraditional reinsurance solutions.

Acknowledgments

Previous versions were presented at the Mathematical and Statistical Methods for Actuarial Sciences and Finance 2022, and at the Actuarial Colloquia 2022, in the ASTIN section.

We want to especially thank the students in Statistica per le assicurazioni, M.Sc. in Economia e Finanza, at the University of Milano-Bicocca for having tested the package.

Releases

Packages

Used by

Contributors

Languages