API Reference

This section contains the complete API reference for the Proteus Actuarial Library.

• Variables
  • ProteusVariable
    • ProteusVariable.__init__()
    • ProteusVariable.dim_name
    • ProteusVariable.values
    • ProteusVariable.dimensions
    • ProteusVariable.count()
    • ProteusVariable.index()
    • ProteusVariable.get_value_at_sim()
    • ProteusVariable.upsample()
    • ProteusVariable.sum()
    • ProteusVariable.validate_freqsev_consistency()
    • ProteusVariable.from_csv()
    • ProteusVariable.from_dict()
    • ProteusVariable.from_series()
    • ProteusVariable.correlation_matrix()
    • ProteusVariable.show_histogram()
    • ProteusVariable.show_cdf()
  • ProteusVariable
    • ProteusVariable
  • StochasticScalar
    • StochasticScalar
    • StochasticScalar
• Distributions
  • DistributionBase
    • DistributionBase.__init__()
    • DistributionBase.cdf()
    • DistributionBase.invcdf()
    • DistributionBase.generate()
  • DiscreteDistributionBase
    • DiscreteDistributionBase.__init__()
    • DiscreteDistributionBase.cdf()
    • DiscreteDistributionBase.generate()
    • DiscreteDistributionBase.invcdf()
  • Poisson
    • Poisson.__init__()
    • Poisson.cdf()
    • Poisson.invcdf()
    • Poisson.generate()
  • NegBinomial
    • NegBinomial.__init__()
    • NegBinomial.cdf()
    • NegBinomial.invcdf()
    • NegBinomial.generate()
  • Binomial
    • Binomial.__init__()
    • Binomial.cdf()
    • Binomial.invcdf()
    • Binomial.generate()
  • HyperGeometric
    • HyperGeometric.__init__()
    • HyperGeometric.cdf()
    • HyperGeometric.invcdf()
    • HyperGeometric.generate()
  • Bernoulli
    • Bernoulli.__init__()
    • Bernoulli.cdf()
    • Bernoulli.generate()
    • Bernoulli.invcdf()
  • GPD
    • GPD.__init__()
    • GPD.cdf()
    • GPD.invcdf()
    • GPD.generate()
  • Burr
    • Burr.__init__()
    • Burr.cdf()
    • Burr.invcdf()
    • Burr.generate()
  • Beta
    • Beta.__init__()
    • Beta.cdf()
    • Beta.invcdf()
    • Beta.generate()
  • LogLogistic
    • LogLogistic.__init__()
    • LogLogistic.cdf()
    • LogLogistic.invcdf()
    • LogLogistic.generate()
  • Normal
    • Normal.__init__()
    • Normal.cdf()
    • Normal.invcdf()
    • Normal.generate()
  • Logistic
    • Logistic.__init__()
    • Logistic.cdf()
    • Logistic.invcdf()
    • Logistic.generate()
  • LogNormal
    • LogNormal.__init__()
    • LogNormal.cdf()
    • LogNormal.invcdf()
    • LogNormal.generate()
  • Gamma
    • Gamma.__init__()
    • Gamma.cdf()
    • Gamma.invcdf()
    • Gamma.generate()
  • InverseGamma
    • InverseGamma.__init__()
    • InverseGamma.cdf()
    • InverseGamma.invcdf()
    • InverseGamma.generate()
  • Pareto
    • Pareto.__init__()
    • Pareto.cdf()
    • Pareto.invcdf()
    • Pareto.generate()
  • Paralogistic
    • Paralogistic.__init__()
    • Paralogistic.cdf()
    • Paralogistic.invcdf()
    • Paralogistic.generate()
  • InverseBurr
    • InverseBurr.__init__()
    • InverseBurr.cdf()
    • InverseBurr.invcdf()
    • InverseBurr.generate()
  • InverseParalogistic
    • InverseParalogistic.__init__()
    • InverseParalogistic.cdf()
    • InverseParalogistic.invcdf()
    • InverseParalogistic.generate()
  • Weibull
    • Weibull.__init__()
    • Weibull.cdf()
    • Weibull.invcdf()
    • Weibull.generate()
  • InverseWeibull
    • InverseWeibull.__init__()
    • InverseWeibull.cdf()
    • InverseWeibull.invcdf()
    • InverseWeibull.generate()
  • GEV
    • GEV.__init__()
    • GEV.cdf()
    • GEV.invcdf()
    • GEV.generate()
  • StudentsT
    • StudentsT.__init__()
    • StudentsT.cdf()
    • StudentsT.invcdf()
    • StudentsT.generate()
  • InverseGaussian
    • InverseGaussian.__init__()
    • InverseGaussian.cdf()
    • InverseGaussian.invcdf()
    • InverseGaussian.generate()
  • Exponential
    • Exponential.__init__()
    • Exponential.cdf()
    • Exponential.invcdf()
    • Exponential.generate()
  • Uniform
    • Uniform.__init__()
    • Uniform.cdf()
    • Uniform.invcdf()
    • Uniform.generate()
  • InverseExponential
    • InverseExponential.__init__()
    • InverseExponential.cdf()
    • InverseExponential.invcdf()
    • InverseExponential.generate()
  • DistributionGeneratorBase
    • DistributionGeneratorBase.__init__()
    • DistributionGeneratorBase.cdf()
    • DistributionGeneratorBase.invcdf()
    • DistributionGeneratorBase.generate()
  • DiscreteDistributionGenerator
    • DiscreteDistributionGenerator.__init__()
    • DiscreteDistributionGenerator.cdf()
    • DiscreteDistributionGenerator.generate()
    • DiscreteDistributionGenerator.invcdf()
  • ContinuousDistributionGenerator
    • ContinuousDistributionGenerator.__init__()
    • ContinuousDistributionGenerator.cdf()
    • ContinuousDistributionGenerator.generate()
    • ContinuousDistributionGenerator.invcdf()
  • Available Distributions
• Frequency Severity Models
  • FrequencySeverityModel
    • FrequencySeverityModel.__init__()
    • FrequencySeverityModel.generate()
  • FreqSevSims
    • FreqSevSims.__init__()
    • FreqSevSims.values
    • FreqSevSims.n_sims
    • FreqSevSims.aggregate()
    • FreqSevSims.occurrence()
    • FreqSevSims.count()
    • FreqSevSims.deep_copy()
    • FreqSevSims.copy()
    • FreqSevSims.apply()
    • FreqSevSims.all()
    • FreqSevSims.any()
    • FreqSevSims.astype()
    • FreqSevSims.upsample()
  • Classes
    • FrequencySeverityModel
    • FreqSevSims
• Copulas
  • Copula
    • Copula.dimension
    • Copula.generate()
    • Copula.apply()
  • EllipticalCopula
    • EllipticalCopula.__init__()
    • EllipticalCopula.apply()
    • EllipticalCopula.generate()
    • EllipticalCopula.dimension
  • GaussianCopula
    • GaussianCopula.__init__()
    • GaussianCopula.generate()
    • GaussianCopula.apply()
    • GaussianCopula.dimension
  • StudentsTCopula
    • StudentsTCopula.__init__()
    • StudentsTCopula.generate()
    • StudentsTCopula.apply()
    • StudentsTCopula.dimension
  • ArchimedeanCopula
    • ArchimedeanCopula.generator_inv()
    • ArchimedeanCopula.generate_latent_distribution()
    • ArchimedeanCopula.generate()
    • ArchimedeanCopula.apply()
    • ArchimedeanCopula.dimension
  • ClaytonCopula
    • ClaytonCopula.__init__()
    • ClaytonCopula.dimension
    • ClaytonCopula.generator_inv()
    • ClaytonCopula.generate_latent_distribution()
    • ClaytonCopula.apply()
    • ClaytonCopula.generate()
  • levy_stable()
  • GumbelCopula
    • GumbelCopula.__init__()
    • GumbelCopula.dimension
    • GumbelCopula.generator_inv()
    • GumbelCopula.generate_latent_distribution()
    • GumbelCopula.apply()
    • GumbelCopula.generate()
  • FrankCopula
    • FrankCopula.__init__()
    • FrankCopula.dimension
    • FrankCopula.generator_inv()
    • FrankCopula.generate_latent_distribution()
    • FrankCopula.apply()
    • FrankCopula.generate()
  • JoeCopula
    • JoeCopula.__init__()
    • JoeCopula.dimension
    • JoeCopula.generator_inv()
    • JoeCopula.generate_latent_distribution()
    • JoeCopula.apply()
    • JoeCopula.generate()
  • MM1Copula
    • MM1Copula.__init__()
    • MM1Copula.dimension
    • MM1Copula.delta_matrix
    • MM1Copula.theta
    • MM1Copula.generate()
    • MM1Copula.apply()
  • GalambosCopula
    • GalambosCopula.__init__()
    • GalambosCopula.dimension
    • GalambosCopula.generate()
    • GalambosCopula.apply()
  • PlackettCopula
    • PlackettCopula.dimension
    • PlackettCopula.__init__()
    • PlackettCopula.generate()
    • PlackettCopula.apply()
  • HuslerReissCopula
    • HuslerReissCopula.__init__()
    • HuslerReissCopula.is_adjusted
    • HuslerReissCopula.dimension
    • HuslerReissCopula.adjusted_lambda_matrix
    • HuslerReissCopula.apply()
    • HuslerReissCopula.tail_dependence_matrix
    • HuslerReissCopula.calculate_lambda_from_tail_dependence()
    • HuslerReissCopula.from_tail_dependence_matrix()
    • HuslerReissCopula.generate()
  • ExtremalTCopula
    • ExtremalTCopula.apply()
    • ExtremalTCopula.__init__()
    • ExtremalTCopula.dimension
    • ExtremalTCopula.generate()
    • ExtremalTCopula.from_tail_dependence_matrix()
  • apply_copula()
  • Available Copulas
  • Usage Example
• Reinsurance Contracts
  • ContractResults
    • ContractResults.__init__()
  • XoL
    • XoL.__init__()
    • XoL.apply()
    • XoL.calc_summary()
    • XoL.print_summary()
  • XoLTower
    • XoLTower.__init__()
    • XoLTower.apply()
    • XoLTower.print_summary()
  • Available Contract Types
  • Usage Example
• Configuration
  • set_default_n_sims()
  • set_random_seed()
  • Configuration Options
    • n_sims
    • rng
  • GPU Mode
• Statistics
  • tvar()
  • loss_summary()
  • Functions
• Mathematical Utilities
  • exp()
  • sum()
  • mean()
  • std()
  • var()
  • percentile()
  • min()
  • max()
  • where()
  • safe_divide()
  • minimum()
  • maximum()
  • cumsum()
  • floor()
  • all()
• Type Definitions
  • ArithmeticProtocol
    • ArithmeticProtocol.__init__()
  • Config
    • Config.n_sims
    • Config.seed
    • Config.rng
    • Config.__init__()
  • DistributionLike
    • DistributionLike.cdf()
    • DistributionLike.invcdf()
    • DistributionLike.generate()
    • DistributionLike.__init__()
  • NumericProtocol
    • NumericProtocol.__init__()
  • VectorLike
    • VectorLike.__init__()