Tutorials

These tutorials walk through the main features of the Proteus Actuarial Library (PAL) with worked examples and outputs.

Getting Started

Tutorial	Description
Getting Started	First steps — distributions, stochastic variables, basic arithmetic and configuration
Distributions Guide	Choosing and parameterising severity and frequency distributions
Frequency-Severity Modelling	Compound models, aggregate losses, occurrence maxima and derived statistics
Coupling Groups, Copulas and Variable Reordering	Dependency structures, copula families, rank reordering and coupling groups
Pricing an Excess-of-Loss Reinsurance Program	XoL layers, towers, reinstatements, aggregate limits and net loss calculation
XoL Reinstatement Pricing — Mata (2000)	Reproducing pure premiums and PH transform premiums with reinstatements
Risk Measures and Capital Allocation	Spectral risk measures, standard deviation principle, CAPL and Euler allocation

Prerequisites

The tutorials assume PAL is installed and importable:

from pal import distributions, copulas, config

All examples use set_random_seed(42) for reproducibility.

Interactive Notebooks

Jupyter notebook versions of several tutorials are available in the examples/ directory for interactive exploration with inline plots.