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Author:
Michael Bryant
Summary:
Extreme-value tail estimation for large claims: peaks-over-threshold GPD fitting, threshold diagnostics, return levels, and severity splicing.
Latest version:
0.7.2
Required dependencies:
numpy
|
scipy
Optional dependencies:
actuarialpy
|
experiencestudies
|
lossmodels
|
matplotlib
|
pytest
|
ratingmodels
|
risksim
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