PyPI page
Home page
Author:
Michael Bryant
Summary:
Portfolio Monte Carlo simulation and risk measures: aggregate outcomes across contracts, reinsurance layers and programs, and VaR/TVaR on the simulated distribution.
Latest version:
0.5.5
Required dependencies:
numpy
Optional dependencies:
lossmodels
|
pytest
Downloads last day:
28
Downloads last week:
42
Downloads last month:
91
7-day smoothing