ergodic_insurance
- ergodic_insurance package
- Subpackages
- ergodic_insurance.reporting package
- Submodules
- ergodic_insurance.reporting.cache_manager module
- ergodic_insurance.reporting.config module
- ergodic_insurance.reporting.executive_report module
- ergodic_insurance.reporting.formatters module
- ergodic_insurance.reporting.insight_extractor module
- ergodic_insurance.reporting.report_builder module
- ergodic_insurance.reporting.scenario_comparator module
- ergodic_insurance.reporting.table_generator module
- ergodic_insurance.reporting.technical_report module
- ergodic_insurance.reporting.validator module
- Module contents
- ergodic_insurance.visualization package
- Submodules
- ergodic_insurance.visualization.annotations module
- ergodic_insurance.visualization.batch_plots module
- ergodic_insurance.visualization.core module
- ergodic_insurance.visualization.executive_plots module
- ergodic_insurance.visualization.export module
- ergodic_insurance.visualization.figure_factory module
- ergodic_insurance.visualization.improved_tower_plot module
- ergodic_insurance.visualization.interactive_plots module
- ergodic_insurance.visualization.style_manager module
- ergodic_insurance.visualization.technical_plots module
- Module contents
- ergodic_insurance.visualization_infra package
- ergodic_insurance.reporting package
- Submodules
- ergodic_insurance.accrual_manager module
AccrualTypePaymentScheduleAccrualItemAccrualManagerAccrualManager.accrued_expensesAccrualManager.accrued_revenuesAccrualManager.current_periodAccrualManager.__deepcopy__()AccrualManager.record_expense_accrual()AccrualManager.record_revenue_accrual()AccrualManager.process_payment()AccrualManager.get_quarterly_tax_schedule()AccrualManager.get_claim_payment_schedule()AccrualManager.get_total_accrued_expenses()AccrualManager.get_total_accrued_revenues()AccrualManager.get_accruals_by_type()AccrualManager.get_payments_due()AccrualManager.advance_period()AccrualManager.get_balance_sheet_items()AccrualManager.clear_fully_paid()
- ergodic_insurance.accuracy_validator module
ValidationResultValidationResult.accuracy_scoreValidationResult.mean_errorValidationResult.max_errorValidationResult.relative_errorValidationResult.ks_statisticValidationResult.ks_pvalueValidationResult.passed_testsValidationResult.failed_testsValidationResult.edge_casesValidationResult.is_valid()ValidationResult.summary()
ReferenceImplementationsStatisticalValidationEdgeCaseTesterAccuracyValidator
- ergodic_insurance.adaptive_stopping module
StoppingRuleStoppingCriteriaStoppingCriteria.ruleStoppingCriteria.r_hat_thresholdStoppingCriteria.min_essStoppingCriteria.relative_toleranceStoppingCriteria.mcse_relative_thresholdStoppingCriteria.min_iterationsStoppingCriteria.max_iterationsStoppingCriteria.check_intervalStoppingCriteria.patienceStoppingCriteria.confidence_levelStoppingCriteria.__post_init__()
ConvergenceStatusAdaptiveStoppingMonitorAdaptiveStoppingMonitor.r_hat_historyAdaptiveStoppingMonitor.ess_historyAdaptiveStoppingMonitor.mean_historyAdaptiveStoppingMonitor.variance_historyAdaptiveStoppingMonitor.iteration_historyAdaptiveStoppingMonitor.convergence_rateAdaptiveStoppingMonitor.estimated_total_iterationsAdaptiveStoppingMonitor.check_convergence()AdaptiveStoppingMonitor.detect_adaptive_burn_in()AdaptiveStoppingMonitor.estimate_convergence_rate()AdaptiveStoppingMonitor.get_stopping_summary()
- ergodic_insurance.batch_processor module
ProcessingStatusBatchResultBatchResult.scenario_idBatchResult.scenario_nameBatchResult.statusBatchResult.simulation_resultsBatchResult.execution_timeBatchResult.error_messageBatchResult.metadataBatchResult.scenario_idBatchResult.scenario_nameBatchResult.statusBatchResult.simulation_resultsBatchResult.execution_timeBatchResult.error_messageBatchResult.metadata
AggregatedResultsAggregatedResults.batch_resultsAggregatedResults.summary_statisticsAggregatedResults.comparison_metricsAggregatedResults.sensitivity_analysisAggregatedResults.execution_summaryAggregatedResults.batch_resultsAggregatedResults.summary_statisticsAggregatedResults.comparison_metricsAggregatedResults.sensitivity_analysisAggregatedResults.execution_summaryAggregatedResults.get_successful_results()AggregatedResults.to_dataframe()
CheckpointDataBatchProcessor
- ergodic_insurance.benchmarking module
BenchmarkMetricsBenchmarkMetrics.execution_timeBenchmarkMetrics.simulations_per_secondBenchmarkMetrics.memory_peak_mbBenchmarkMetrics.memory_average_mbBenchmarkMetrics.cpu_utilizationBenchmarkMetrics.cache_hit_rateBenchmarkMetrics.accuracy_scoreBenchmarkMetrics.convergence_iterationsBenchmarkMetrics.execution_timeBenchmarkMetrics.simulations_per_secondBenchmarkMetrics.memory_peak_mbBenchmarkMetrics.memory_average_mbBenchmarkMetrics.cpu_utilizationBenchmarkMetrics.cache_hit_rateBenchmarkMetrics.accuracy_scoreBenchmarkMetrics.convergence_iterationsBenchmarkMetrics.to_dict()
BenchmarkResultBenchmarkResult.scaleBenchmarkResult.metricsBenchmarkResult.configurationBenchmarkResult.timestampBenchmarkResult.system_infoBenchmarkResult.optimizationsBenchmarkResult.scaleBenchmarkResult.metricsBenchmarkResult.configurationBenchmarkResult.timestampBenchmarkResult.system_infoBenchmarkResult.optimizationsBenchmarkResult.meets_target()BenchmarkResult.summary()
BenchmarkConfigBenchmarkConfig.scalesBenchmarkConfig.n_yearsBenchmarkConfig.n_workersBenchmarkConfig.memory_limit_mbBenchmarkConfig.target_timesBenchmarkConfig.repetitionsBenchmarkConfig.warmup_runsBenchmarkConfig.enable_profilingBenchmarkConfig.scalesBenchmarkConfig.n_yearsBenchmarkConfig.n_workersBenchmarkConfig.memory_limit_mbBenchmarkConfig.target_timesBenchmarkConfig.repetitionsBenchmarkConfig.warmup_runsBenchmarkConfig.enable_profiling
SystemProfilerBenchmarkRunnerBenchmarkSuiteComprehensiveBenchmarkResultComprehensiveBenchmarkResult.resultsComprehensiveBenchmarkResult.configComprehensiveBenchmarkResult.system_infoComprehensiveBenchmarkResult.resultsComprehensiveBenchmarkResult.configComprehensiveBenchmarkResult.system_infoComprehensiveBenchmarkResult.meets_requirements()ComprehensiveBenchmarkResult.summary()ComprehensiveBenchmarkResult.save_report()
ConfigurationComparisonrun_quick_benchmark()
- ergodic_insurance.bootstrap_analysis module
DEFAULT_N_BOOTSTRAPDEFAULT_CONFIDENCEDEFAULT_N_WORKERSBootstrapResultBootstrapResult.statisticBootstrapResult.confidence_levelBootstrapResult.confidence_intervalBootstrapResult.bootstrap_distributionBootstrapResult.methodBootstrapResult.n_bootstrapBootstrapResult.biasBootstrapResult.accelerationBootstrapResult.convergedBootstrapResult.metadataBootstrapResult.summary()
BootstrapAnalyzerbootstrap_confidence_interval()
- ergodic_insurance.business_optimizer module
OptimizationDirectionBusinessObjectiveBusinessObjective.nameBusinessObjective.weightBusinessObjective.target_valueBusinessObjective.optimization_directionBusinessObjective.constraint_typeBusinessObjective.constraint_valueBusinessObjective.nameBusinessObjective.weightBusinessObjective.target_valueBusinessObjective.optimization_directionBusinessObjective.constraint_typeBusinessObjective.constraint_valueBusinessObjective.__post_init__()
BusinessConstraintsBusinessConstraints.max_risk_toleranceBusinessConstraints.min_roe_thresholdBusinessConstraints.max_leverage_ratioBusinessConstraints.min_liquidity_ratioBusinessConstraints.max_premium_budgetBusinessConstraints.min_coverage_ratioBusinessConstraints.regulatory_requirementsBusinessConstraints.max_risk_toleranceBusinessConstraints.min_roe_thresholdBusinessConstraints.max_leverage_ratioBusinessConstraints.min_liquidity_ratioBusinessConstraints.max_premium_budgetBusinessConstraints.min_coverage_ratioBusinessConstraints.regulatory_requirementsBusinessConstraints.__post_init__()
OptimalStrategyOptimalStrategy.coverage_limitOptimalStrategy.deductibleOptimalStrategy.premium_rateOptimalStrategy.expected_roeOptimalStrategy.bankruptcy_riskOptimalStrategy.growth_rateOptimalStrategy.capital_efficiencyOptimalStrategy.recommendationsOptimalStrategy.coverage_limitOptimalStrategy.deductibleOptimalStrategy.premium_rateOptimalStrategy.expected_roeOptimalStrategy.bankruptcy_riskOptimalStrategy.growth_rateOptimalStrategy.capital_efficiencyOptimalStrategy.recommendationsOptimalStrategy.to_dict()
BusinessOptimizationResultBusinessOptimizationResult.optimal_strategyBusinessOptimizationResult.objective_valuesBusinessOptimizationResult.constraint_satisfactionBusinessOptimizationResult.convergence_infoBusinessOptimizationResult.sensitivity_analysisBusinessOptimizationResult.optimal_strategyBusinessOptimizationResult.objective_valuesBusinessOptimizationResult.constraint_satisfactionBusinessOptimizationResult.convergence_infoBusinessOptimizationResult.sensitivity_analysisBusinessOptimizationResult.is_feasible()
BusinessOptimizer
- ergodic_insurance.claim_development module
DevelopmentPatternTypeClaimDevelopmentClaimDevelopment.pattern_nameClaimDevelopment.development_factorsClaimDevelopment.tail_factorClaimDevelopment.__post_init__()ClaimDevelopment.create_immediate()ClaimDevelopment.create_medium_tail_5yr()ClaimDevelopment.create_long_tail_10yr()ClaimDevelopment.create_very_long_tail_15yr()ClaimDevelopment.calculate_payments()ClaimDevelopment.get_cumulative_paid()
ClaimClaimCohortCashFlowProjectorload_development_patterns()
- ergodic_insurance.config module
DEFAULT_RISK_FREE_RATEBusinessOptimizerConfigBusinessOptimizerConfig.base_roeBusinessOptimizerConfig.protection_benefit_factorBusinessOptimizerConfig.roe_noise_stdBusinessOptimizerConfig.base_bankruptcy_riskBusinessOptimizerConfig.max_risk_reductionBusinessOptimizerConfig.premium_burden_risk_factorBusinessOptimizerConfig.time_risk_constantBusinessOptimizerConfig.base_growth_rateBusinessOptimizerConfig.growth_boost_factorBusinessOptimizerConfig.premium_drag_factorBusinessOptimizerConfig.asset_growth_factorBusinessOptimizerConfig.equity_growth_factorBusinessOptimizerConfig.risk_transfer_benefit_rateBusinessOptimizerConfig.risk_reduction_valueBusinessOptimizerConfig.stability_valueBusinessOptimizerConfig.growth_enablement_valueBusinessOptimizerConfig.assumed_volatilityBusinessOptimizerConfig.volatility_reduction_factorBusinessOptimizerConfig.min_volatility
DecisionEngineConfigManufacturerConfigManufacturerConfig.initial_assetsManufacturerConfig.asset_turnover_ratioManufacturerConfig.base_operating_marginManufacturerConfig.tax_rateManufacturerConfig.retention_ratioManufacturerConfig.ppe_ratioManufacturerConfig.initial_assetsManufacturerConfig.asset_turnover_ratioManufacturerConfig.base_operating_marginManufacturerConfig.tax_rateManufacturerConfig.nol_carryforward_enabledManufacturerConfig.nol_limitation_pctManufacturerConfig.retention_ratioManufacturerConfig.ppe_ratioManufacturerConfig.insolvency_toleranceManufacturerConfig.expense_ratiosManufacturerConfig.premium_payment_monthManufacturerConfig.revenue_patternManufacturerConfig.check_intra_period_liquidityManufacturerConfig.set_default_ppe_ratio()ManufacturerConfig.validate_margin()ManufacturerConfig.from_industry_config()ManufacturerConfig.model_config
WorkingCapitalConfigGrowthConfigDebtConfigSimulationConfigSimulationConfig.time_resolutionSimulationConfig.time_horizon_yearsSimulationConfig.max_horizon_yearsSimulationConfig.random_seedSimulationConfig.fiscal_year_endSimulationConfig.time_resolutionSimulationConfig.time_horizon_yearsSimulationConfig.max_horizon_yearsSimulationConfig.random_seedSimulationConfig.fiscal_year_endSimulationConfig.validate_horizons()SimulationConfig.model_config
OutputConfigLoggingConfigConfigPricingScenarioPricingScenario.namePricingScenario.descriptionPricingScenario.market_conditionPricingScenario.primary_layer_ratePricingScenario.first_excess_ratePricingScenario.higher_excess_ratePricingScenario.capacity_factorPricingScenario.competition_levelPricingScenario.retention_discountPricingScenario.volume_discountPricingScenario.loss_ratio_targetPricingScenario.expense_ratioPricingScenario.new_business_appetitePricingScenario.renewal_retention_focusPricingScenario.coverage_enhancement_willingnessPricingScenario.validate_rate_ordering()PricingScenario.model_config
TransitionProbabilitiesTransitionProbabilities.soft_to_softTransitionProbabilities.soft_to_normalTransitionProbabilities.soft_to_hardTransitionProbabilities.normal_to_softTransitionProbabilities.normal_to_normalTransitionProbabilities.normal_to_hardTransitionProbabilities.hard_to_softTransitionProbabilities.hard_to_normalTransitionProbabilities.hard_to_hardTransitionProbabilities.validate_probabilities()TransitionProbabilities.model_config
MarketCyclesPricingScenarioConfigProfileMetadataProfileMetadata.nameProfileMetadata.descriptionProfileMetadata.versionProfileMetadata.extendsProfileMetadata.includesProfileMetadata.presetsProfileMetadata.authorProfileMetadata.createdProfileMetadata.tagsProfileMetadata.validate_name()ProfileMetadata.validate_version()ProfileMetadata.model_config
InsuranceLayerConfigInsuranceLayerConfig.nameInsuranceLayerConfig.limitInsuranceLayerConfig.attachmentInsuranceLayerConfig.base_premium_rateInsuranceLayerConfig.reinstatementsInsuranceLayerConfig.aggregate_limitInsuranceLayerConfig.limit_typeInsuranceLayerConfig.per_occurrence_limitInsuranceLayerConfig.validate_layer_structure()InsuranceLayerConfig.model_config
InsuranceConfigLossDistributionConfigLossDistributionConfig.frequency_distributionLossDistributionConfig.frequency_annualLossDistributionConfig.severity_distributionLossDistributionConfig.severity_meanLossDistributionConfig.severity_stdLossDistributionConfig.correlation_factorLossDistributionConfig.tail_alphaLossDistributionConfig.validate_frequency_dist()LossDistributionConfig.validate_severity_dist()LossDistributionConfig.model_config
ModuleConfigPresetConfigWorkingCapitalRatiosConfigExpenseRatioConfigExpenseRatioConfig.gross_margin_ratioExpenseRatioConfig.sga_expense_ratioExpenseRatioConfig.manufacturing_depreciation_allocationExpenseRatioConfig.admin_depreciation_allocationExpenseRatioConfig.direct_materials_ratioExpenseRatioConfig.direct_labor_ratioExpenseRatioConfig.manufacturing_overhead_ratioExpenseRatioConfig.selling_expense_ratioExpenseRatioConfig.general_admin_ratioExpenseRatioConfig.validate_depreciation_allocation()ExpenseRatioConfig.validate_cogs_breakdown()ExpenseRatioConfig.validate_sga_breakdown()ExpenseRatioConfig.cogs_ratioExpenseRatioConfig.operating_margin_ratioExpenseRatioConfig.model_config
DepreciationConfigExcelReportConfigExcelReportConfig.enabledExcelReportConfig.output_pathExcelReportConfig.include_balance_sheetExcelReportConfig.include_income_statementExcelReportConfig.include_cash_flowExcelReportConfig.include_reconciliationExcelReportConfig.include_metrics_dashboardExcelReportConfig.include_pivot_dataExcelReportConfig.engineExcelReportConfig.currency_formatExcelReportConfig.decimal_placesExcelReportConfig.date_formatExcelReportConfig.validate_engine()ExcelReportConfig.model_config
IndustryConfigIndustryConfig.industry_typeIndustryConfig.days_sales_outstandingIndustryConfig.days_inventory_outstandingIndustryConfig.days_payables_outstandingIndustryConfig.gross_marginIndustryConfig.operating_expense_ratioIndustryConfig.current_asset_ratioIndustryConfig.ppe_ratioIndustryConfig.intangible_ratioIndustryConfig.DepreciationIndustryConfig.ppe_useful_lifeIndustryConfig.depreciation_methodIndustryConfig.industry_typeIndustryConfig.days_sales_outstandingIndustryConfig.days_inventory_outstandingIndustryConfig.days_payables_outstandingIndustryConfig.gross_marginIndustryConfig.operating_expense_ratioIndustryConfig.current_asset_ratioIndustryConfig.ppe_ratioIndustryConfig.intangible_ratioIndustryConfig.ppe_useful_lifeIndustryConfig.depreciation_methodIndustryConfig.__post_init__()IndustryConfig.validate()IndustryConfig.working_capital_daysIndustryConfig.operating_margin
ManufacturingConfigServiceConfigRetailConfigConfigV2ConfigV2.profileConfigV2.manufacturerConfigV2.working_capitalConfigV2.growthConfigV2.debtConfigV2.simulationConfigV2.model_configConfigV2.outputConfigV2.loggingConfigV2.insuranceConfigV2.lossesConfigV2.excel_reportingConfigV2.working_capital_ratiosConfigV2.expense_ratiosConfigV2.depreciationConfigV2.industry_configConfigV2.custom_modulesConfigV2.applied_presetsConfigV2.overridesConfigV2.from_profile()ConfigV2.with_inheritance()ConfigV2.apply_module()ConfigV2.apply_preset()ConfigV2.with_overrides()ConfigV2.validate_completeness()
PresetLibrary
- ergodic_insurance.config_compat module
- ergodic_insurance.config_loader module
ConfigLoaderConfigLoader.DEFAULT_CONFIG_DIRConfigLoader.DEFAULT_CONFIG_FILEConfigLoader.load()ConfigLoader.load_scenario()ConfigLoader.compare_configs()ConfigLoader.validate_config()ConfigLoader.load_pricing_scenarios()ConfigLoader.switch_pricing_scenario()ConfigLoader.list_available_configs()ConfigLoader.clear_cache()
load_config()
- ergodic_insurance.config_manager module
ConfigManagerConfigManager.config_dirConfigManager.profiles_dirConfigManager.modules_dirConfigManager.presets_dirConfigManager._cacheConfigManager._preset_librariesConfigManager.load_profile()ConfigManager.with_preset()ConfigManager.with_overrides()ConfigManager.validate()ConfigManager.list_profiles()ConfigManager.list_modules()ConfigManager.list_presets()ConfigManager.clear_cache()ConfigManager.get_profile_metadata()ConfigManager.create_profile()
- ergodic_insurance.config_migrator module
- ergodic_insurance.convergence module
ConvergenceStatsConvergenceDiagnosticsConvergenceDiagnostics.calculate_r_hat()ConvergenceDiagnostics.calculate_ess()ConvergenceDiagnostics.calculate_batch_ess()ConvergenceDiagnostics.calculate_ess_per_second()ConvergenceDiagnostics.calculate_mcse()ConvergenceDiagnostics.check_convergence()ConvergenceDiagnostics.geweke_test()ConvergenceDiagnostics.heidelberger_welch_test()
- ergodic_insurance.convergence_advanced module
SpectralDiagnosticsAutocorrelationAnalysisAdvancedConvergenceDiagnosticsAdvancedConvergenceDiagnostics.calculate_autocorrelation_full()AdvancedConvergenceDiagnostics.calculate_spectral_density()AdvancedConvergenceDiagnostics.calculate_ess_batch_means()AdvancedConvergenceDiagnostics.calculate_ess_overlapping_batch()AdvancedConvergenceDiagnostics.heidelberger_welch_advanced()AdvancedConvergenceDiagnostics.raftery_lewis_diagnostic()
- ergodic_insurance.convergence_plots module
- ergodic_insurance.decimal_utils module
- ergodic_insurance.decision_engine module
OptimizationMethodOptimizationConstraintsOptimizationConstraints.max_premium_budgetOptimizationConstraints.min_coverage_limitOptimizationConstraints.max_coverage_limitOptimizationConstraints.max_bankruptcy_probabilityOptimizationConstraints.min_retained_limitOptimizationConstraints.max_retained_limitOptimizationConstraints.max_layersOptimizationConstraints.min_layersOptimizationConstraints.required_roi_improvementOptimizationConstraints.max_debt_to_equityOptimizationConstraints.max_insurance_cost_ratioOptimizationConstraints.min_coverage_requirementOptimizationConstraints.max_retention_limit
InsuranceDecisionInsuranceDecision.retained_limitInsuranceDecision.layersInsuranceDecision.total_premiumInsuranceDecision.total_coverageInsuranceDecision.pricing_scenarioInsuranceDecision.optimization_methodInsuranceDecision.convergence_iterationsInsuranceDecision.objective_valueInsuranceDecision.__post_init__()
DecisionMetricsDecisionMetrics.ergodic_growth_rateDecisionMetrics.bankruptcy_probabilityDecisionMetrics.expected_roeDecisionMetrics.roe_improvementDecisionMetrics.premium_to_limit_ratioDecisionMetrics.coverage_adequacyDecisionMetrics.capital_efficiencyDecisionMetrics.value_at_risk_95DecisionMetrics.conditional_value_at_riskDecisionMetrics.decision_scoreDecisionMetrics.time_weighted_roeDecisionMetrics.roe_volatilityDecisionMetrics.roe_sharpe_ratioDecisionMetrics.roe_downside_deviationDecisionMetrics.roe_1yr_rollingDecisionMetrics.roe_3yr_rollingDecisionMetrics.roe_5yr_rollingDecisionMetrics.operating_roeDecisionMetrics.insurance_impact_roeDecisionMetrics.tax_effect_roeDecisionMetrics.calculate_score()
SensitivityReportRecommendationsInsuranceDecisionEngine
- ergodic_insurance.ergodic_analyzer module
ErgodicDataErgodicAnalysisResultsErgodicAnalysisResults.time_average_growthErgodicAnalysisResults.ensemble_average_growthErgodicAnalysisResults.survival_rateErgodicAnalysisResults.ergodic_divergenceErgodicAnalysisResults.insurance_impactErgodicAnalysisResults.validation_passedErgodicAnalysisResults.metadataErgodicAnalysisResults.time_average_growthErgodicAnalysisResults.ensemble_average_growthErgodicAnalysisResults.survival_rateErgodicAnalysisResults.ergodic_divergenceErgodicAnalysisResults.insurance_impactErgodicAnalysisResults.validation_passedErgodicAnalysisResults.metadata
ValidationResultsValidationResults.premium_deductions_correctValidationResults.recoveries_creditedValidationResults.collateral_impacts_includedValidationResults.time_average_reflects_benefitValidationResults.overall_validValidationResults.detailsValidationResults.premium_deductions_correctValidationResults.recoveries_creditedValidationResults.collateral_impacts_includedValidationResults.time_average_reflects_benefitValidationResults.overall_validValidationResults.details
ErgodicAnalyzerErgodicAnalyzer.convergence_thresholdErgodicAnalyzer.calculate_time_average_growth()ErgodicAnalyzer.calculate_ensemble_average()ErgodicAnalyzer.check_convergence()ErgodicAnalyzer.compare_scenarios()ErgodicAnalyzer.significance_test()ErgodicAnalyzer.analyze_simulation_batch()ErgodicAnalyzer.integrate_loss_ergodic_analysis()ErgodicAnalyzer.validate_insurance_ergodic_impact()
- ergodic_insurance.excel_reporter module
ExcelReportConfigExcelReportConfig.output_pathExcelReportConfig.include_balance_sheetExcelReportConfig.include_income_statementExcelReportConfig.include_cash_flowExcelReportConfig.include_reconciliationExcelReportConfig.include_metrics_dashboardExcelReportConfig.include_pivot_dataExcelReportConfig.formattingExcelReportConfig.engineExcelReportConfig.currency_formatExcelReportConfig.decimal_placesExcelReportConfig.date_formatExcelReportConfig.output_pathExcelReportConfig.include_balance_sheetExcelReportConfig.include_income_statementExcelReportConfig.include_cash_flowExcelReportConfig.include_reconciliationExcelReportConfig.include_metrics_dashboardExcelReportConfig.include_pivot_dataExcelReportConfig.formattingExcelReportConfig.engineExcelReportConfig.currency_formatExcelReportConfig.decimal_placesExcelReportConfig.date_format
ExcelReporter
- ergodic_insurance.exposure_base module
FinancialStateProviderExposureBaseRevenueExposureAssetExposureEquityExposureEmployeeExposureEmployeeExposure.base_employeesEmployeeExposure.hiring_rateEmployeeExposure.automation_factorEmployeeExposure.base_employeesEmployeeExposure.hiring_rateEmployeeExposure.automation_factorEmployeeExposure.__post_init__()EmployeeExposure.get_exposure()EmployeeExposure.get_frequency_multiplier()EmployeeExposure.reset()
ProductionExposureProductionExposure.base_unitsProductionExposure.growth_rateProductionExposure.seasonalityProductionExposure.quality_improvement_rateProductionExposure.base_unitsProductionExposure.growth_rateProductionExposure.seasonalityProductionExposure.quality_improvement_rateProductionExposure.__post_init__()ProductionExposure.get_exposure()ProductionExposure.get_frequency_multiplier()ProductionExposure.reset()
CompositeExposureScenarioExposureScenarioExposure.scenariosScenarioExposure.selected_scenarioScenarioExposure.interpolationScenarioExposure.scenariosScenarioExposure.selected_scenarioScenarioExposure.interpolationScenarioExposure.__post_init__()ScenarioExposure.get_exposure()ScenarioExposure.get_frequency_multiplier()ScenarioExposure.reset()
StochasticExposureStochasticExposure.base_valueStochasticExposure.process_typeStochasticExposure.parametersStochasticExposure.seedStochasticExposure.base_valueStochasticExposure.process_typeStochasticExposure.parametersStochasticExposure.seedStochasticExposure.__post_init__()StochasticExposure.reset()StochasticExposure.get_exposure()StochasticExposure.get_frequency_multiplier()
- ergodic_insurance.financial_statements module
FinancialStatementConfigFinancialStatementConfig.currency_symbolFinancialStatementConfig.decimal_placesFinancialStatementConfig.include_yoy_changeFinancialStatementConfig.include_percentagesFinancialStatementConfig.fiscal_year_endFinancialStatementConfig.consolidate_monthlyFinancialStatementConfig.current_claims_ratioFinancialStatementConfig.currency_symbolFinancialStatementConfig.decimal_placesFinancialStatementConfig.include_yoy_changeFinancialStatementConfig.include_percentagesFinancialStatementConfig.fiscal_year_endFinancialStatementConfig.consolidate_monthlyFinancialStatementConfig.current_claims_ratio
CashFlowStatementFinancialStatementGeneratorFinancialStatementGenerator.manufacturer_dataFinancialStatementGenerator.configFinancialStatementGenerator.metrics_historyFinancialStatementGenerator.years_availableFinancialStatementGenerator.ledgerFinancialStatementGenerator.generate_balance_sheet()FinancialStatementGenerator.generate_income_statement()FinancialStatementGenerator.generate_cash_flow_statement()FinancialStatementGenerator.generate_reconciliation_report()
MonteCarloStatementAggregator
- ergodic_insurance.hjb_solver module
- ergodic_insurance.insurance module
InsuranceLayerInsurancePolicyInsurancePolicy.layersInsurancePolicy.deductibleInsurancePolicy.pricing_enabledInsurancePolicy.pricerInsurancePolicy.pricing_resultsInsurancePolicy.pricing_resultsInsurancePolicy.process_claim()InsurancePolicy.calculate_recovery()InsurancePolicy.calculate_premium()InsurancePolicy.from_yaml()InsurancePolicy.get_total_coverage()InsurancePolicy.to_enhanced_program()InsurancePolicy.apply_pricing()InsurancePolicy.create_with_pricing()
- ergodic_insurance.insurance_accounting module
InsuranceRecoveryInsuranceRecovery.amountInsuranceRecovery.claim_idInsuranceRecovery.year_approvedInsuranceRecovery.amount_receivedInsuranceRecovery.amountInsuranceRecovery.claim_idInsuranceRecovery.year_approvedInsuranceRecovery.amount_receivedInsuranceRecovery.__post_init__()InsuranceRecovery.outstandingInsuranceRecovery.__deepcopy__()
InsuranceAccountingInsuranceAccounting.prepaid_insuranceInsuranceAccounting.monthly_expenseInsuranceAccounting.annual_premiumInsuranceAccounting.months_in_periodInsuranceAccounting.current_monthInsuranceAccounting.recoveriesInsuranceAccounting.prepaid_insuranceInsuranceAccounting.monthly_expenseInsuranceAccounting.annual_premiumInsuranceAccounting.months_in_periodInsuranceAccounting.current_monthInsuranceAccounting.recoveriesInsuranceAccounting.__post_init__()InsuranceAccounting.__deepcopy__()InsuranceAccounting.pay_annual_premium()InsuranceAccounting.record_monthly_expense()InsuranceAccounting.record_claim_recovery()InsuranceAccounting.receive_recovery_payment()InsuranceAccounting.get_total_receivables()InsuranceAccounting.get_amortization_schedule()InsuranceAccounting.reset_for_new_period()InsuranceAccounting.get_summary()
- ergodic_insurance.insurance_pricing module
MarketCycleMarketCyclePricingParametersPricingParameters.loss_ratioPricingParameters.expense_ratioPricingParameters.profit_marginPricingParameters.risk_loadingPricingParameters.confidence_levelPricingParameters.simulation_yearsPricingParameters.min_premiumPricingParameters.max_rate_on_linePricingParameters.loss_ratioPricingParameters.expense_ratioPricingParameters.profit_marginPricingParameters.risk_loadingPricingParameters.confidence_levelPricingParameters.simulation_yearsPricingParameters.min_premiumPricingParameters.max_rate_on_line
LayerPricingLayerPricing.attachment_pointLayerPricing.limitLayerPricing.expected_frequencyLayerPricing.expected_severityLayerPricing.pure_premiumLayerPricing.technical_premiumLayerPricing.market_premiumLayerPricing.rate_on_lineLayerPricing.confidence_intervalLayerPricing.attachment_pointLayerPricing.limitLayerPricing.expected_frequencyLayerPricing.expected_severityLayerPricing.pure_premiumLayerPricing.technical_premiumLayerPricing.market_premiumLayerPricing.rate_on_lineLayerPricing.confidence_interval
InsurancePricerInsurancePricer.calculate_pure_premium()InsurancePricer.calculate_technical_premium()InsurancePricer.calculate_market_premium()InsurancePricer.price_layer()InsurancePricer.price_insurance_program()InsurancePricer.price_insurance_policy()InsurancePricer.compare_market_cycles()InsurancePricer.simulate_cycle_transition()InsurancePricer.create_from_config()
- ergodic_insurance.insurance_program module
ReinstatementTypeOptimizationConstraintsOptimizationConstraints.max_total_premiumOptimizationConstraints.min_total_coverageOptimizationConstraints.max_layersOptimizationConstraints.min_layersOptimizationConstraints.max_attachment_gapOptimizationConstraints.min_roe_improvementOptimizationConstraints.max_iterationsOptimizationConstraints.convergence_tolerance
OptimalStructureEnhancedInsuranceLayerEnhancedInsuranceLayer.attachment_pointEnhancedInsuranceLayer.limitEnhancedInsuranceLayer.base_premium_rateEnhancedInsuranceLayer.reinstatementsEnhancedInsuranceLayer.reinstatement_premiumEnhancedInsuranceLayer.reinstatement_typeEnhancedInsuranceLayer.aggregate_limitEnhancedInsuranceLayer.participation_rateEnhancedInsuranceLayer.limit_typeEnhancedInsuranceLayer.per_occurrence_limitEnhancedInsuranceLayer.premium_rate_exposureEnhancedInsuranceLayer.__post_init__()EnhancedInsuranceLayer.calculate_base_premium()EnhancedInsuranceLayer.calculate_reinstatement_premium()EnhancedInsuranceLayer.can_respond()EnhancedInsuranceLayer.calculate_layer_loss()
LayerStateLayerState.layerLayerState.current_limitLayerState.used_limitLayerState.reinstatements_usedLayerState.total_claims_paidLayerState.reinstatement_premiums_paidLayerState.is_exhaustedLayerState.aggregate_usedLayerState.__post_init__()LayerState.process_claim()LayerState.reset()LayerState.get_available_limit()LayerState.get_utilization_rate()
InsuranceProgramInsuranceProgram.pricing_resultsInsuranceProgram.calculate_annual_premium()InsuranceProgram.process_claim()InsuranceProgram.process_annual_claims()InsuranceProgram.reset_annual()InsuranceProgram.get_program_summary()InsuranceProgram.get_total_coverage()InsuranceProgram.calculate_ergodic_benefit()InsuranceProgram.find_optimal_attachment_points()InsuranceProgram.optimize_layer_widths()InsuranceProgram.optimize_layer_structure()InsuranceProgram.from_yaml()InsuranceProgram.create_standard_manufacturing_program()InsuranceProgram.apply_pricing()InsuranceProgram.get_pricing_summary()InsuranceProgram.create_with_pricing()
ProgramState
- ergodic_insurance.ledger module
AccountTypeAccountNameAccountName.CASHAccountName.ACCOUNTS_RECEIVABLEAccountName.INVENTORYAccountName.PREPAID_INSURANCEAccountName.INSURANCE_RECEIVABLESAccountName.GROSS_PPEAccountName.ACCUMULATED_DEPRECIATIONAccountName.RESTRICTED_CASHAccountName.COLLATERALAccountName.DEFERRED_TAX_ASSETAccountName.ACCOUNTS_PAYABLEAccountName.ACCRUED_EXPENSESAccountName.ACCRUED_WAGESAccountName.ACCRUED_TAXESAccountName.ACCRUED_INTERESTAccountName.CLAIM_LIABILITIESAccountName.UNEARNED_REVENUEAccountName.RETAINED_EARNINGSAccountName.COMMON_STOCKAccountName.DIVIDENDSAccountName.REVENUEAccountName.SALES_REVENUEAccountName.INTEREST_INCOMEAccountName.INSURANCE_RECOVERYAccountName.COST_OF_GOODS_SOLDAccountName.OPERATING_EXPENSESAccountName.DEPRECIATION_EXPENSEAccountName.INSURANCE_EXPENSEAccountName.INSURANCE_LOSSAccountName.TAX_EXPENSEAccountName.INTEREST_EXPENSEAccountName.COLLATERAL_EXPENSEAccountName.WAGE_EXPENSE
EntryTypeTransactionTypeTransactionType.REVENUETransactionType.COLLECTIONTransactionType.EXPENSETransactionType.PAYMENTTransactionType.WAGE_PAYMENTTransactionType.INTEREST_PAYMENTTransactionType.INVENTORY_PURCHASETransactionType.INVENTORY_SALETransactionType.INSURANCE_PREMIUMTransactionType.INSURANCE_CLAIMTransactionType.TAX_ACCRUALTransactionType.TAX_PAYMENTTransactionType.DTA_ADJUSTMENTTransactionType.DEPRECIATIONTransactionType.WORKING_CAPITALTransactionType.CAPEXTransactionType.ASSET_SALETransactionType.DIVIDENDTransactionType.EQUITY_ISSUANCETransactionType.DEBT_ISSUANCETransactionType.DEBT_REPAYMENTTransactionType.ADJUSTMENTTransactionType.ACCRUALTransactionType.WRITE_OFFTransactionType.REVALUATIONTransactionType.LIQUIDATIONTransactionType.TRANSFERTransactionType.RETAINED_EARNINGS
LedgerEntryLedgerEntry.dateLedgerEntry.accountLedgerEntry.amountLedgerEntry.entry_typeLedgerEntry.transaction_typeLedgerEntry.descriptionLedgerEntry.reference_idLedgerEntry.timestampLedgerEntry.monthLedgerEntry.dateLedgerEntry.accountLedgerEntry.amountLedgerEntry.entry_typeLedgerEntry.transaction_typeLedgerEntry.descriptionLedgerEntry.reference_idLedgerEntry.timestampLedgerEntry.monthLedgerEntry.__post_init__()LedgerEntry.signed_amountLedgerEntry.__deepcopy__()
LedgerLedger.entriesLedger.chart_of_accountsLedger.entriesLedger.chart_of_accountsLedger.record()Ledger.record_double_entry()Ledger.get_balance()Ledger.get_period_change()Ledger.get_entries()Ledger.sum_by_transaction_type()Ledger.get_cash_flows()Ledger.verify_balance()Ledger.get_trial_balance()Ledger.prune_entries()Ledger.clear()Ledger.__len__()Ledger.__repr__()Ledger.__deepcopy__()
- ergodic_insurance.loss_distributions module
LossDistributionLognormalLossParetoLossGeneralizedParetoLossLossEventLossDataLossData.timestampsLossData.loss_amountsLossData.loss_typesLossData.claim_idsLossData.development_factorsLossData.metadataLossData.validate()LossData.to_ergodic_format()LossData.apply_insurance()LossData.from_loss_events()LossData.to_loss_events()LossData.get_annual_aggregates()LossData.calculate_statistics()
FrequencyGeneratorAttritionalLossGeneratorLargeLossGeneratorCatastrophicLossGeneratorManufacturingLossGeneratorperform_statistical_tests()
- ergodic_insurance.manufacturer module
WidgetManufacturerWidgetManufacturer.configWidgetManufacturer.stochastic_processWidgetManufacturer.assetsWidgetManufacturer.collateralWidgetManufacturer.restricted_assetsWidgetManufacturer.equityWidgetManufacturer.yearWidgetManufacturer.outstanding_liabilitiesWidgetManufacturer.metrics_historyWidgetManufacturer.bankruptcyWidgetManufacturer.bankruptcy_yearWidgetManufacturer.current_revenueWidgetManufacturer.current_assetsWidgetManufacturer.current_equityWidgetManufacturer.base_revenueWidgetManufacturer.base_assetsWidgetManufacturer.base_equityWidgetManufacturer.__deepcopy__()WidgetManufacturer.__getstate__()WidgetManufacturer.__setstate__()WidgetManufacturer.process_accrued_payments()WidgetManufacturer.record_wage_accrual()WidgetManufacturer.step()WidgetManufacturer.reset()WidgetManufacturer.copy()WidgetManufacturer.create_fresh()
- ergodic_insurance.monte_carlo module
SimulationConfigSimulationConfig.n_simulationsSimulationConfig.n_yearsSimulationConfig.n_chainsSimulationConfig.parallelSimulationConfig.n_workersSimulationConfig.chunk_sizeSimulationConfig.use_float32SimulationConfig.cache_resultsSimulationConfig.checkpoint_intervalSimulationConfig.progress_barSimulationConfig.seedSimulationConfig.use_enhanced_parallelSimulationConfig.monitor_performanceSimulationConfig.adaptive_chunkingSimulationConfig.shared_memorySimulationConfig.letter_of_credit_rateSimulationConfig.growth_rateSimulationConfig.time_resolutionSimulationConfig.apply_stochasticSimulationConfig.enable_ledger_pruningSimulationConfig.crn_base_seedSimulationConfig.n_simulationsSimulationConfig.n_yearsSimulationConfig.n_chainsSimulationConfig.parallelSimulationConfig.n_workersSimulationConfig.chunk_sizeSimulationConfig.use_float32SimulationConfig.cache_resultsSimulationConfig.checkpoint_intervalSimulationConfig.progress_barSimulationConfig.seedSimulationConfig.use_enhanced_parallelSimulationConfig.monitor_performanceSimulationConfig.adaptive_chunkingSimulationConfig.shared_memorySimulationConfig.enable_trajectory_storageSimulationConfig.trajectory_storage_configSimulationConfig.enable_advanced_aggregationSimulationConfig.aggregation_configSimulationConfig.generate_summary_reportSimulationConfig.summary_report_formatSimulationConfig.compute_bootstrap_ciSimulationConfig.bootstrap_confidence_levelSimulationConfig.bootstrap_n_iterationsSimulationConfig.bootstrap_methodSimulationConfig.ruin_evaluationSimulationConfig.insolvency_toleranceSimulationConfig.letter_of_credit_rateSimulationConfig.growth_rateSimulationConfig.time_resolutionSimulationConfig.apply_stochasticSimulationConfig.enable_ledger_pruningSimulationConfig.crn_base_seed
SimulationResultsSimulationResults.final_assetsSimulationResults.annual_lossesSimulationResults.insurance_recoveriesSimulationResults.retained_lossesSimulationResults.growth_ratesSimulationResults.ruin_probabilitySimulationResults.metricsSimulationResults.convergenceSimulationResults.execution_timeSimulationResults.configSimulationResults.performance_metricsSimulationResults.aggregated_resultsSimulationResults.time_series_aggregationSimulationResults.statistical_summarySimulationResults.summary_reportSimulationResults.bootstrap_confidence_intervalsSimulationResults.final_assetsSimulationResults.annual_lossesSimulationResults.insurance_recoveriesSimulationResults.retained_lossesSimulationResults.growth_ratesSimulationResults.ruin_probabilitySimulationResults.metricsSimulationResults.convergenceSimulationResults.execution_timeSimulationResults.configSimulationResults.performance_metricsSimulationResults.aggregated_resultsSimulationResults.time_series_aggregationSimulationResults.statistical_summarySimulationResults.summary_reportSimulationResults.bootstrap_confidence_intervalsSimulationResults.summary()
MonteCarloEngineMonteCarloEngine.loss_generatorMonteCarloEngine.insurance_programMonteCarloEngine.manufacturerMonteCarloEngine.configMonteCarloEngine.convergence_diagnosticsMonteCarloEngine.trajectory_storageMonteCarloEngine.result_aggregatorMonteCarloEngine.time_series_aggregatorMonteCarloEngine.summary_statisticsMonteCarloEngine.run()MonteCarloEngine.export_results()MonteCarloEngine.compute_bootstrap_confidence_intervals()MonteCarloEngine.run_with_progress_monitoring()MonteCarloEngine.run_with_convergence_monitoring()MonteCarloEngine.estimate_ruin_probability()
- ergodic_insurance.monte_carlo_worker module
- ergodic_insurance.optimal_control module
- ergodic_insurance.optimization module
ConstraintTypeConstraintViolationConvergenceMonitorConvergenceMonitor.max_iterationsConvergenceMonitor.toleranceConvergenceMonitor.objective_historyConvergenceMonitor.constraint_violation_historyConvergenceMonitor.gradient_norm_historyConvergenceMonitor.step_size_historyConvergenceMonitor.iteration_countConvergenceMonitor.convergedConvergenceMonitor.convergence_messageConvergenceMonitor.update()ConvergenceMonitor.get_summary()
AdaptivePenaltyParametersAdaptivePenaltyParameters.initial_penaltyAdaptivePenaltyParameters.penalty_increase_factorAdaptivePenaltyParameters.max_penaltyAdaptivePenaltyParameters.constraint_toleranceAdaptivePenaltyParameters.penalty_update_frequencyAdaptivePenaltyParameters.current_penaltiesAdaptivePenaltyParameters.update_penalties()
TrustRegionOptimizerPenaltyMethodOptimizerAugmentedLagrangianOptimizerMultiStartOptimizerEnhancedSLSQPOptimizercreate_optimizer()
- ergodic_insurance.parallel_executor module
CPUProfileChunkingStrategySharedMemoryConfigSharedMemoryManagerPerformanceMetricsPerformanceMetrics.total_timePerformanceMetrics.setup_timePerformanceMetrics.computation_timePerformanceMetrics.serialization_timePerformanceMetrics.reduction_timePerformanceMetrics.memory_peakPerformanceMetrics.cpu_utilizationPerformanceMetrics.items_per_secondPerformanceMetrics.speedupPerformanceMetrics.summary()
ParallelExecutorparallel_map()parallel_aggregate()
- ergodic_insurance.parameter_sweep module
SweepConfigSweepConfig.parametersSweepConfig.fixed_paramsSweepConfig.metrics_to_trackSweepConfig.n_workersSweepConfig.batch_sizeSweepConfig.adaptive_refinementSweepConfig.refinement_thresholdSweepConfig.save_intermediateSweepConfig.cache_dirSweepConfig.parametersSweepConfig.fixed_paramsSweepConfig.metrics_to_trackSweepConfig.n_workersSweepConfig.batch_sizeSweepConfig.adaptive_refinementSweepConfig.refinement_thresholdSweepConfig.save_intermediateSweepConfig.cache_dirSweepConfig.__post_init__()SweepConfig.generate_grid()SweepConfig.estimate_runtime()
ParameterSweeperParameterSweeper.optimizerParameterSweeper.cache_dirParameterSweeper.results_cacheParameterSweeper.use_parallelParameterSweeper.results_cacheParameterSweeper.sweep()ParameterSweeper.create_scenarios()ParameterSweeper.find_optimal_regions()ParameterSweeper.compare_scenarios()ParameterSweeper.load_results()ParameterSweeper.export_results()
- ergodic_insurance.pareto_frontier module
- ergodic_insurance.performance_optimizer module
jit()ProfileResultOptimizationConfigOptimizationConfig.enable_vectorizationOptimizationConfig.enable_cachingOptimizationConfig.cache_sizeOptimizationConfig.enable_numbaOptimizationConfig.memory_limit_mbOptimizationConfig.chunk_sizeOptimizationConfig.enable_vectorizationOptimizationConfig.enable_cachingOptimizationConfig.cache_sizeOptimizationConfig.enable_numbaOptimizationConfig.memory_limit_mbOptimizationConfig.chunk_size
SmartCacheVectorizedOperationsPerformanceOptimizercached_calculation()profile_function()
- ergodic_insurance.progress_monitor module
ProgressStatsProgressMonitorProgressMonitor.iteration_timesProgressMonitor.convergence_checksProgressMonitor.converged_atProgressMonitor.update()ProgressMonitor.get_stats()ProgressMonitor.generate_convergence_summary()ProgressMonitor.finish()ProgressMonitor.get_overhead_percentage()ProgressMonitor.reset()ProgressMonitor.__enter__()ProgressMonitor.__exit__()ProgressMonitor.finalize()
- ergodic_insurance.result_aggregator module
- ergodic_insurance.risk_metrics module
RiskMetricsResultRiskMetricsRiskMetrics.var()RiskMetrics.tvar()RiskMetrics.expected_shortfall()RiskMetrics.pml()RiskMetrics.conditional_tail_expectation()RiskMetrics.maximum_drawdown()RiskMetrics.economic_capital()RiskMetrics.return_period_curve()RiskMetrics.tail_index()RiskMetrics.risk_adjusted_metrics()RiskMetrics.coherence_test()RiskMetrics.summary_statistics()RiskMetrics.plot_distribution()
compare_risk_metrics()ROEAnalyzer
- ergodic_insurance.ruin_probability module
RuinProbabilityConfigRuinProbabilityConfig.time_horizonsRuinProbabilityConfig.n_simulationsRuinProbabilityConfig.min_assets_thresholdRuinProbabilityConfig.min_equity_thresholdRuinProbabilityConfig.debt_service_coverage_ratioRuinProbabilityConfig.consecutive_negative_periodsRuinProbabilityConfig.early_stoppingRuinProbabilityConfig.parallelRuinProbabilityConfig.n_workersRuinProbabilityConfig.seedRuinProbabilityConfig.n_bootstrapRuinProbabilityConfig.bootstrap_confidence_level
RuinProbabilityResultsRuinProbabilityResults.time_horizonsRuinProbabilityResults.ruin_probabilitiesRuinProbabilityResults.confidence_intervalsRuinProbabilityResults.bankruptcy_causesRuinProbabilityResults.survival_curvesRuinProbabilityResults.execution_timeRuinProbabilityResults.n_simulationsRuinProbabilityResults.convergence_achievedRuinProbabilityResults.mid_year_ruin_countRuinProbabilityResults.ruin_month_distributionRuinProbabilityResults.time_horizonsRuinProbabilityResults.ruin_probabilitiesRuinProbabilityResults.confidence_intervalsRuinProbabilityResults.bankruptcy_causesRuinProbabilityResults.survival_curvesRuinProbabilityResults.execution_timeRuinProbabilityResults.n_simulationsRuinProbabilityResults.convergence_achievedRuinProbabilityResults.mid_year_ruin_countRuinProbabilityResults.ruin_month_distributionRuinProbabilityResults.summary()
RuinProbabilityAnalyzer
- ergodic_insurance.safe_pickle module
- ergodic_insurance.scenario_manager module
ScenarioTypeParameterSpecParameterSpec.nameParameterSpec.valuesParameterSpec.min_valueParameterSpec.max_valueParameterSpec.n_samplesParameterSpec.distributionParameterSpec.base_valueParameterSpec.variation_pctParameterSpec.nameParameterSpec.valuesParameterSpec.min_valueParameterSpec.max_valueParameterSpec.n_samplesParameterSpec.distributionParameterSpec.base_valueParameterSpec.variation_pctParameterSpec.validate_name()ParameterSpec.generate_values()ParameterSpec.model_config
ScenarioConfigScenarioConfig.scenario_idScenarioConfig.nameScenarioConfig.descriptionScenarioConfig.base_configScenarioConfig.simulation_configScenarioConfig.parameter_overridesScenarioConfig.tagsScenarioConfig.priorityScenarioConfig.created_atScenarioConfig.metadataScenarioConfig.__post_init__()ScenarioConfig.generate_id()ScenarioConfig.apply_overrides()ScenarioConfig.to_dict()
ScenarioManagerScenarioManager.scenariosScenarioManager.scenario_indexScenarioManager.create_scenario()ScenarioManager.add_scenario()ScenarioManager.create_grid_search()ScenarioManager.create_random_search()ScenarioManager.create_sensitivity_analysis()ScenarioManager.get_scenarios_by_tag()ScenarioManager.get_scenarios_by_priority()ScenarioManager.clear_scenarios()ScenarioManager.export_scenarios()ScenarioManager.import_scenarios()
- ergodic_insurance.sensitivity module
SensitivityResultSensitivityResult.parameterSensitivityResult.baseline_valueSensitivityResult.variationsSensitivityResult.metricsSensitivityResult.parameter_pathSensitivityResult.unitsSensitivityResult.parameterSensitivityResult.baseline_valueSensitivityResult.variationsSensitivityResult.metricsSensitivityResult.parameter_pathSensitivityResult.unitsSensitivityResult.calculate_impact()SensitivityResult.get_metric_bounds()SensitivityResult.to_dataframe()
TwoWaySensitivityResultTwoWaySensitivityResult.parameter1TwoWaySensitivityResult.parameter2TwoWaySensitivityResult.values1TwoWaySensitivityResult.values2TwoWaySensitivityResult.metric_gridTwoWaySensitivityResult.metric_nameTwoWaySensitivityResult.parameter1TwoWaySensitivityResult.parameter2TwoWaySensitivityResult.values1TwoWaySensitivityResult.values2TwoWaySensitivityResult.metric_gridTwoWaySensitivityResult.metric_nameTwoWaySensitivityResult.find_optimal_region()TwoWaySensitivityResult.to_dataframe()
SensitivityAnalyzerSensitivityAnalyzer.base_configSensitivityAnalyzer.optimizerSensitivityAnalyzer.results_cacheSensitivityAnalyzer.cache_dirSensitivityAnalyzer.results_cacheSensitivityAnalyzer.analyze_parameter()SensitivityAnalyzer.create_tornado_diagram()SensitivityAnalyzer.analyze_two_way()SensitivityAnalyzer.clear_cache()SensitivityAnalyzer.analyze_parameter_group()
- ergodic_insurance.sensitivity_visualization module
- ergodic_insurance.setup module
- ergodic_insurance.simulation module
SimulationResultsSimulationResults.yearsSimulationResults.assetsSimulationResults.equitySimulationResults.roeSimulationResults.revenueSimulationResults.net_incomeSimulationResults.claim_countsSimulationResults.claim_amountsSimulationResults.insolvency_yearSimulationResults.yearsSimulationResults.assetsSimulationResults.equitySimulationResults.roeSimulationResults.revenueSimulationResults.net_incomeSimulationResults.claim_countsSimulationResults.claim_amountsSimulationResults.insolvency_yearSimulationResults.to_dataframe()SimulationResults.calculate_time_weighted_roe()SimulationResults.calculate_rolling_roe()SimulationResults.calculate_roe_components()SimulationResults.calculate_roe_volatility()SimulationResults.summary_stats()
SimulationSimulation.manufacturerSimulation.loss_generatorSimulation.insurance_policySimulation.time_horizonSimulation.seedSimulation.insolvency_yearSimulation.step_annual()Simulation.run()Simulation.run_with_loss_data()Simulation.get_trajectory()Simulation.run_monte_carlo()Simulation.compare_insurance_strategies()
- ergodic_insurance.statistical_tests module
DEFAULT_N_BOOTSTRAPDEFAULT_ALPHAHypothesisTestResultHypothesisTestResult.test_statisticHypothesisTestResult.p_valueHypothesisTestResult.reject_nullHypothesisTestResult.confidence_intervalHypothesisTestResult.null_hypothesisHypothesisTestResult.alternativeHypothesisTestResult.alphaHypothesisTestResult.methodHypothesisTestResult.bootstrap_distributionHypothesisTestResult.metadataHypothesisTestResult.summary()
difference_in_means_test()ratio_of_metrics_test()paired_comparison_test()bootstrap_hypothesis_test()multiple_comparison_correction()
- ergodic_insurance.stochastic_processes module
- ergodic_insurance.strategy_backtester module
- ergodic_insurance.summary_statistics module
- ergodic_insurance.trajectory_storage module
StorageConfigSimulationSummarySimulationSummary.sim_idSimulationSummary.final_assetsSimulationSummary.total_lossesSimulationSummary.total_recoveriesSimulationSummary.mean_annual_lossSimulationSummary.max_annual_lossSimulationSummary.min_annual_lossSimulationSummary.growth_rateSimulationSummary.ruin_occurredSimulationSummary.ruin_yearSimulationSummary.volatilitySimulationSummary.to_dict()
TrajectoryStorage
- ergodic_insurance.trends module
- ergodic_insurance.validation_metrics module
ValidationMetricsValidationMetrics.roeValidationMetrics.ruin_probabilityValidationMetrics.growth_rateValidationMetrics.volatilityValidationMetrics.sharpe_ratioValidationMetrics.max_drawdownValidationMetrics.var_95ValidationMetrics.cvar_95ValidationMetrics.win_rateValidationMetrics.profit_factorValidationMetrics.recovery_timeValidationMetrics.stabilityValidationMetrics.roeValidationMetrics.ruin_probabilityValidationMetrics.growth_rateValidationMetrics.volatilityValidationMetrics.sharpe_ratioValidationMetrics.max_drawdownValidationMetrics.var_95ValidationMetrics.cvar_95ValidationMetrics.win_rateValidationMetrics.profit_factorValidationMetrics.recovery_timeValidationMetrics.stabilityValidationMetrics.to_dict()ValidationMetrics.compare()
StrategyPerformanceStrategyPerformance.strategy_nameStrategyPerformance.in_sample_metricsStrategyPerformance.out_sample_metricsStrategyPerformance.degradationStrategyPerformance.overfitting_scoreStrategyPerformance.consistency_scoreStrategyPerformance.metadataStrategyPerformance.strategy_nameStrategyPerformance.in_sample_metricsStrategyPerformance.out_sample_metricsStrategyPerformance.degradationStrategyPerformance.overfitting_scoreStrategyPerformance.consistency_scoreStrategyPerformance.metadataStrategyPerformance.calculate_degradation()StrategyPerformance.to_dataframe()
MetricCalculatorPerformanceTargets
- ergodic_insurance.visualization_legacy module
get_figure_factory()set_wsj_style()format_currency()format_percentage()WSJFormattercreate_styled_figure()plot_loss_distribution()plot_return_period_curve()plot_insurance_layers()create_interactive_dashboard()plot_convergence_diagnostics()plot_pareto_frontier_2d()plot_pareto_frontier_3d()create_interactive_pareto_frontier()plot_scenario_comparison()plot_sensitivity_heatmap()plot_parameter_sweep_3d()plot_scenario_convergence()
- ergodic_insurance.walk_forward_validator module
ValidationWindowValidationWindow.window_idValidationWindow.train_startValidationWindow.train_endValidationWindow.test_startValidationWindow.test_endValidationWindow.window_idValidationWindow.train_startValidationWindow.train_endValidationWindow.test_startValidationWindow.test_endValidationWindow.get_train_years()ValidationWindow.get_test_years()ValidationWindow.__str__()
WindowResultValidationResultValidationResult.window_resultsValidationResult.strategy_rankingsValidationResult.overfitting_analysisValidationResult.consistency_scoresValidationResult.best_strategyValidationResult.metadataValidationResult.window_resultsValidationResult.strategy_rankingsValidationResult.overfitting_analysisValidationResult.consistency_scoresValidationResult.best_strategyValidationResult.metadata
WalkForwardValidator
- Module contents
- Subpackages