This paper introduces gemact, a Python package for actuarial modelling based on the collective risk model. The library supports applications to risk costing and risk transfer, loss aggregation, and loss reserving. We add new probability distributions to those available in scipy, including the (a, b, 0) and (a, b, 1) discrete distributions, copulas of the Archimedean family, the Gaussian, the Student t and the Fundamental copulas. We provide an 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 at the beginning of each section to give the reader with a sufficient understanding of the underlying actuarial models.

翻译：本文介绍gemact，一个基于集体风险模型进行精算建模的Python包。该库支持风险成本核算与风险转移、损失聚合及损失准备金评估等应用。我们在scipy现有概率分布基础上新增了多种分布，包括(a, b, 0)与(a, b, 1)离散分布、阿基米德族联结函数、高斯联结函数、学生t联结函数及基本联结函数。我们提供了AEP算法的实现，用于计算具有由联结函数指定的相依结构的非负相依随机变量之和的累积分布函数。每节开头均引入理论框架，使读者能够充分理解所涉及的精算模型。