Convex Considerations is a blog about risk, insurance, pricing, programming, data, analytics, mathematics, and related topics. Older posts are dated when the content was created, not when the post was created.
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2022-10-23 | Actuarial exams, aggregate, compound distribution, insurance modeling
Discretizing Severity Distributions
2022-10-15 | aggregate, compound distribution, insurance modeling, Python
Introduction aggregate is a Python package providing fast, accurate, and expressive data structures that make working with aggregate (also called compound) probability distributions easy and intuitive. It allows
2022-10-22 | Acturial exams, aggregate, compound distribution, insurance modeling
Sections relevant to aggregatge. IAA Link 7. ACTUARIAL MODELS 7.2.1 Recognize classes of distributions, including extreme value distributions, suitable for modelling the distribution of severity of loss and their relationships. (B4)
2022-07-05 | Effective Python, Python, introspection
Effective Python: Introspection Get the arguments of a function. import inspect def f(a, b, c, d): frame = inspect.currentframe() spec =
2022-06-28 | Python, Effective Python, data munging, Fitbit
Pain lies at the intersection of the computer and the real-world. Real-world data is messy, missing, inconsistent. Transforming or munging it into an analysis dataset is and art and a
2022-07-05 | aggregate, compound distribution, insurance modeling, Python
Series Outline Introduction Creating a simple aggregate distribution (throw of dice, fixed and Poisson freqs) About aggregate or compound loss distributions math and empirical examples; equal bucket size
2022-05-11 | risk, reinsurance, optimization
Catastrophe reinsurance provides insurance companies protection against excessive losses caused by catastrophes such as hurricanes, earthquakes, severe convective storms, flood, and winter freeze. Such protection is desired both to
2022-04-05 | Effective Python, Python, pandas, data
The best way to learn Python is to use it to solve a real-life problem you face. I’m often asked to suggest example projects that are good for
2017-05-17 | education, learning objectives
Contents Writing Learning Objectives Examples of Learning Objectives and Learning Outcomes Advantages of Creating Learning Objectives Testing Questions by Bloom’s Level Example: CAS and SOA Learning
2022-03-11 | set theory
Main Act 3 Extension \(\forall x\ \forall y\ \forall z\ (z \in x \leftrightarrow z \in y)\rightarrow x=y\) Foundation \(\forall x[\exists y(y\in x)\rightarrow \exists y(y\in x \wedge