Supplementary material of GEMAct: a Python package for non-life (re)insurance modelling.
paper_code_blocks.pycontains the code blocks of the manuscript.lossmodel_comparisons.pycontains the code for the internal comparison of the methods to compute the aggregate loss distribution (Table 1), and the comparison of FFT implementa- tions with aggregate library (Table 2)lossaggregation_accuracy_speed.pycontains the code for the comparison of the AEP and MC methods to compute the cdf (Table 3).lossaggregation_sensitivity.pycontains the code for the sensitivity analysis of the AEP and MC methods to compute the cdf (Table 4).lossreserve_comparison_w_chl.pycontains the code to compute the CRMR results.reserving_data_generator_and_chl.Rcontains the code to generate the simulated data set that we save in the module gemdata and the code to compute Mack’s Chain Ladder.