This paper introduces gemact, a Python package for actuarial modeling based on the collective risk model. The library supports applications to costing and risk transfers, risks aggregation, and claims reserving. We add new probability distributions to those available in scipy, including the (a,b,0) and (a,b,1) discrete distributions, the Archimedean and the Elliptical classes of copulas. We provide a software implementation of the AEP algorithm for calculating the cumulative distribution function of the sum of dependent, non-negative random variables, given their dependency structure specified with a copula. The theoretical framework is introduced in brief at the beginning of each section to provide the reader with a sufficient understanding of the underlying actuarial models.

翻译：本文介绍了gemact，一个基于集体风险模型进行精算建模的Python包。该库支持成本核算与风险转移、风险聚合及索赔准备金计提等应用。我们在scipy现有概率分布基础上新增了(a,b,0)和(a,b,1)离散分布、阿基米德族和椭圆族连结函数。我们提供了AEP算法的软件实现，该算法用于在给定由连结函数指定的相依结构时，计算相依非负随机变量之和的累积分布函数。每节开篇都简要介绍了理论框架，以使读者对底层精算模型有充分理解。