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reinspy - a Python Reinsurance Package

PyPI version codecov tests docs

Sources

reinspy aims to implement methods and functions from the following papers:

  • Albrecher, Beirlant, Teugels: Reinsurance: Actuarial and Statistical Aspects
  • Carter: Reinsurance
  • Clark: Basics of Reinsurance Pricing
  • Kearney: Reinsurance Principles and Practices
  • Meyers, Heckman: The Calculation of Aggregate Loss Distributions from Claim Severity and Claim Count distributions
  • Parodi: Pricing in General Insurance
  • Robertson: The Computation of aggregate loss distributions
  • Strain: Reinsurance

Scope

reinspy aims to support the following types of reinsurance transactions:

Types:

  • Treaty
  • Facultative

Allocation Methods:

  • Pro Rata
  • Excess of Loss

Sub-types:

  • Quota Share
  • Surplus Share
  • Per Risk
  • Per Occurrence
  • Aggregate Excess