Index A | B | C | D | E | F | G | H | I | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z A absolute_change() (in module actuarialpy) accumulated_due() (in module actuarialpy) accumulated_immediate() (in module actuarialpy) accumulation_factor() (in module actuarialpy) actual_expected_table() (in module ratingmodels) actual_to_expected() (in module actuarialpy) actual_vs_expected() (in module experiencestudies) actuarialpy module add() (in module ratingmodels) add_business_days() (in module actuarialpy) add_exposure_column() (in module actuarialpy) add_margin() (in module actuarialpy) add_months_in_force() (in module actuarialpy) add_period_column() (in module actuarialpy) add_tenure() (in module actuarialpy) adjust() (Experience method) (in module actuarialpy) adjusted_losses (ExperienceExhibit property) Adjustment (class in projectionmodels) age() (in module actuarialpy) aggregate() (Experience method) aggregate_demographic_factor() (in module ratingmodels) AggregateLayer (class in risksim) aic() (in module lossmodels) amortization_schedule() (in module actuarialpy) anderson_darling() (in module lossmodels) annualized_trend() (in module actuarialpy) annuity_continuous() (in module actuarialpy) annuity_due() (in module actuarialpy) annuity_immediate() (in module actuarialpy) annuity_immediate_mthly() (in module actuarialpy) apply() (FactorTable method) apply_cap() (in module ratingmodels) apply_completion() (in module actuarialpy) apply_contract() (in module risksim) apply_seasonality() (in module actuarialpy) apply_trend() (in module ratingmodels) as_dict() (ScenarioOutcome method) assign_band() (in module actuarialpy) Assumption (class in projectionmodels) at() (PricingEvaluation method) attachment_probability() (AggregateLayer method) audit_frame() (Assumption method) average_relativity() (in module ratingmodels) (RatingPlan method) B band() (in module ratingmodels) base_rate_from_experience() (in module ratingmodels) base_rates() (in module projectionmodels) base_value_ (FrequencySeverityModel property) (GLMRelativities attribute) BaseRateResult (class in ratingmodels) basis_point_change() (in module actuarialpy) Beta (class in lossmodels) bic() (in module lossmodels) Binomial (class in lossmodels) blend() (in module ratingmodels) block_return_level() (in module extremeloss) BookProjection (class in projectionmodels) bootstrap_ci() (in module risksim.uncertainty) bootstrap_statistic() (in module extremeloss) bootstrap_tail_probability() (in module extremeloss) bootstrap_tvar() (in module extremeloss) bootstrap_var() (in module extremeloss) BootstrapODP (class in reservingmodels) BootstrapResult (class in extremeloss) breakdown (BuildUpResult attribute) breakdown() (ManualRate method) Buhlmann (class in actuarialpy) buhlmann_credibility() (in module ratingmodels) buhlmann_straub() (in module ratingmodels) BuhlmannStraub (class in actuarialpy) BuhlmannStraubResult (class in ratingmodels) BuildUp (class in ratingmodels) BuildUpResult (class in ratingmodels) Burr (class in lossmodels) business_days_in_period() (in module actuarialpy) by() (PlanComparison method) by_band() (in module experiencestudies) by_status() (in module experiencestudies) C calendar_year_effects() (in module reservingmodels) calibration_table() (in module ratingmodels) cap_change() (in module ratingmodels) cdf() (Binomial method) (Geometric method) (Poisson method) censored_log_likelihood() (in module lossmodels) chain_ladder_by() (in module actuarialpy) ChainLadder (class in actuarialpy) change (PlanComparison property) checkpoint() (in module ratingmodels) ci (TrendFit property) claim_concentration() (in module experiencestudies) claimant_concentration() (in module experiencestudies) claimants() (in module experiencestudies) ClaimProjection (class in projectionmodels) claims() (PMPMProjection method) coefficients_ (GLMRelativities attribute) cohort() (ExperienceSet method) (in module experiencestudies) cohort_summary() (in module experiencestudies) cohort_summary_by_period() (in module experiencestudies) collapse_sparse_levels() (in module ratingmodels) CollectiveRiskModel (class in lossmodels) combine() (ProjectionResults class method) combine_streams() (in module ratingmodels) combine_trend() (in module ratingmodels) combined_ratio (UnderwritingSummary property) combined_ratio() (in module actuarialpy) combined_relativities() (FrequencySeverityModel method) compare_actual_to_expected() (in module experiencestudies) compare_fits() (in module lossmodels) compare_models() (in module ratingmodels) compare_rating_plans() (in module ratingmodels) complete() (Experience method) completion_factors() (in module actuarialpy) completion_factors_by() (in module actuarialpy) CompletionAssumption (class in projectionmodels) component_contribution() (in module actuarialpy) component_driver_analysis() (in module experiencestudies) component_summary() (in module experiencestudies) component_tail_metrics() (in module extremeloss) component_trend() (in module experiencestudies) components() (in module experiencestudies) constraint_impact() (in module ratingmodels) ContractProgram (class in risksim) contribution_to_change() (in module actuarialpy) corridor() (in module ratingmodels) cramer_von_mises() (in module lossmodels) credibility_relativities() (in module ratingmodels) credibility_weighted() (in module experiencestudies) credibility_weighted_estimate() (in module actuarialpy) CredibilityAssumption (class in projectionmodels) D DateCohort (class in projectionmodels) decompose_per_exposure_trend() (in module experiencestudies) decompose_rate_change() (in module ratingmodels) decompose_trend() (in module experiencestudies) decreasing_annuity_immediate() (in module actuarialpy) deferred_annuity_immediate() (in module actuarialpy) derive_status() (in module actuarialpy) deseasonalize() (Experience method) (in module actuarialpy) develop_ultimate() (in module actuarialpy) development_months() (in module actuarialpy) deviance_ (GLMRelativities attribute) deviance_explained_ (GLMRelativities property) discount_factor() (in module actuarialpy) discount_factors() (in module actuarialpy) dislocation() (PlanComparison method) duration() (in module experiencestudies) duration_summary() (in module experiencestudies) E earned_exposure() (in module actuarialpy) effective_discount() (in module actuarialpy) effective_sample_size() (in module extremeloss) empirical_tvar() (in module extremeloss) empirical_var() (in module extremeloss) EmpiricalFrequency (class in lossmodels) EmpiricalSeverity (class in lossmodels) estimate_exceedance_curve_is() (in module extremeloss) estimate_mean_is() (in module extremeloss) estimate_tail_probability() (in module extremeloss) estimate_tail_probability_cmc() (in module extremeloss) estimate_tail_probability_is() (in module extremeloss) estimate_tvar() (in module extremeloss) estimate_tvar_cmc() (in module extremeloss) estimate_tvar_is() (in module extremeloss) estimate_var() (in module extremeloss) estimate_var_is() (in module extremeloss) estimate_var_tvar_is() (in module extremeloss) evaluate() (in module ratingmodels) exceedance_probability() (in module extremeloss) (in module risksim.metrics) excess_loss() (EmpiricalSeverity method) (Exponential method) (SeverityModel method) excess_over_threshold() (in module actuarialpy) exhibit() (ExperienceExhibit method) expected_excess_charge() (in module ratingmodels) expected_from_rate() (in module experiencestudies) expense_and_profit_ratio() (RetentionLoad method) expense_ratio (UnderwritingSummary property) expense_ratio() (in module actuarialpy) ExpenseProjection (class in projectionmodels) Experience (class in actuarialpy) experience_loss_ratio (ExperienceExhibit property) experience_rate() (in module ratingmodels) ExperienceExhibit (class in ratingmodels) ExperienceRate (class in ratingmodels) ExperienceSet (class in actuarialpy) experiencestudies module Exponential (class in lossmodels) exposure_years() (in module actuarialpy) extract_exceedances() (in module extremeloss) extreme_loss_summary() (in module extremeloss) extremeloss module F factor() (TrendAssumption method) (TrendFit method) factor_lookup() (in module actuarialpy) FactorTable (class in ratingmodels) filter() (Experience method) fit() (BootstrapODP class method) (Buhlmann class method) (BuhlmannStraub class method) (ChainLadder class method) (FrequencySeverityModel method) (GLMRelativities method) fit_best_frequency() (in module lossmodels) fit_best_severity() (in module lossmodels) fit_block_maxima() (in module extremeloss) fit_bootstrap_from_experience() (in module reservingmodels.integrations.actuarialpy) fit_burr() (in module lossmodels) fit_exponential() (in module lossmodels) fit_gamma() (in module lossmodels) fit_gev() (in module extremeloss) fit_gpd() (in module extremeloss) fit_inverse_gamma() (in module lossmodels) fit_loglogistic() (in module lossmodels) fit_lognormal() (in module lossmodels) fit_mle() (in module lossmodels) fit_mle_censored() (in module lossmodels) fit_negbinomial() (in module lossmodels) fit_pareto() (in module lossmodels) fit_paretoII() (in module lossmodels) fit_poisson() (in module lossmodels) fit_pot() (in module extremeloss) fit_pot_from_lossmodel() (in module extremeloss) fit_spliced_gpd() (in module extremeloss) fit_trend() (in module actuarialpy) fit_uncertainty() (in module lossmodels) fit_weibull() (in module lossmodels) FitUncertainty (class in lossmodels) force_of_interest() (in module actuarialpy) forecast_experience() (in module experiencestudies) forecast_from_rate() (in module experiencestudies) frequency() (in module actuarialpy) frequency_prediction() (FrequencySeverityModel method) frequency_severity() (in module experiencestudies) frequency_severity_summary() (in module experiencestudies) FrequencyModel (class in lossmodels) FrequencySeverityModel (class in ratingmodels) from_dict() (RatingPlan class method) from_experience() (ExperienceExhibit class method) (ExperienceRate class method) from_fit() (GPDTail class method) from_frame() (BuhlmannStraub class method) from_gross_loss_ratio() (RetentionLoad class method) from_indication() (PricingEvaluation class method) from_items() (RetentionLoad class method) from_model() (RatingPlan class method) from_net_loss_ratio() (RetentionLoad class method) from_per_exposure() (UnderwritingSummary class method) from_tables() (Experience class method) (ExperienceSet class method) full_credibility_claims() (in module actuarialpy) full_credibility_standard() (in module ratingmodels) future_value() (in module actuarialpy) G gain (UnderwritingSummary property) gain_ratio (UnderwritingSummary property) Gamma (class in lossmodels) GeneralizedBeta (class in lossmodels) GeneralizedPareto (class in lossmodels) Geometric (class in lossmodels) geometric_annuity_immediate() (in module actuarialpy) gev_return_level() (in module extremeloss) GEVFit (class in extremeloss) gini_coefficient() (in module ratingmodels) GLMRelativities (class in ratingmodels) goodness_of_fit() (in module lossmodels) gpd_return_level() (in module extremeloss) gpd_tail_probability() (in module extremeloss) gpd_tvar() (in module extremeloss) gpd_var() (in module extremeloss) GPDFit (class in extremeloss) GPDTail (class in extremeloss) gross_margin (UnderwritingSummary property) gross_margin_ratio (UnderwritingSummary property) gross_rate() (in module ratingmodels) (RetentionLoad method) group_split() (in module ratingmodels) GroupProjection (class in projectionmodels) H hill_curve() (in module extremeloss) hill_estimator() (in module extremeloss) I ibnr() (in module actuarialpy) implied_loss_ratio() (RetentionLoad method) implied_net_loss_ratio() (RetentionLoad method) importance_sampling_diagnostics() (in module extremeloss) impose_rank_correlation() (in module risksim.dependence) increased_limits_table() (in module lossmodels) increasing_annuity_immediate() (in module actuarialpy) indicated_change() (in module actuarialpy) indicated_rate() (RateIndication method) indicated_rate_change() (RateIndication method) InsufficientDataWarning internal_rate_of_return() (in module actuarialpy) InverseBurr (class in lossmodels) InverseExponential (class in lossmodels) InverseGamma (class in lossmodels) InverseGaussian (class in lossmodels) InverseParalogistic (class in lossmodels) InversePareto (class in lossmodels) InverseWeibull (class in lossmodels) is_in_force() (in module actuarialpy) K k (Buhlmann property) (BuhlmannStraub property) kaplan_meier() (in module lossmodels) ks_statistic() (in module lossmodels) L lag_months() (in module actuarialpy) large_claimant_flags() (in module experiencestudies) layer_tail_metrics() (in module extremeloss) level_payment() (in module actuarialpy) lift_table() (in module ratingmodels) limited_expected_value() (EmpiricalSeverity method) (Exponential method) (SeverityModel method) limited_fluctuation_credibility() (in module ratingmodels) limited_fluctuation_z() (in module actuarialpy) log_importance_weights() (in module extremeloss) log_likelihood() (in module lossmodels) Logarithmic (class in lossmodels) Loglogistic (class in lossmodels) Lognormal (class in lossmodels) LogT (class in lossmodels) loss_cost() (ExperienceRate method) (ManualRate method) loss_elimination_table() (in module lossmodels) loss_ratio (UnderwritingSummary property) loss_ratio() (in module actuarialpy) loss_ratio_indication() (RateIndication method) losses_from_risksim() (in module extremeloss) lossmodels module M mack_sigma_squared() (ChainLadder method) mack_standard_errors() (ChainLadder method) make_blocks() (in module extremeloss) make_completion_triangle() (in module actuarialpy) manual_loss_cost() (in module ratingmodels) ManualRate (class in ratingmodels) margin() (in module actuarialpy) (in module experiencestudies) margin_ratio() (in module actuarialpy) mean() (Beta method) (Binomial method) (Burr method) (CollectiveRiskModel method) (EmpiricalFrequency method) (EmpiricalSeverity method) (Exponential method) (FrequencyModel method) (Gamma method) (GeneralizedBeta method) (GeneralizedPareto method) (Geometric method) (in module risksim.metrics) (InverseBurr method) (InverseExponential method) (InverseGamma method) (InverseGaussian method) (InverseParalogistic method) (InversePareto method) (InverseWeibull method) (Logarithmic method) (Loglogistic method) (Lognormal method) (LogT method) (NegativeBinomial method) (Paralogistic method) (Pareto method) (ParetoII method) (Poisson method) (SeverityModel method) (SingleParameterPareto method) (SplicedSeverity method) (Weibull method) (ZeroModified method) (ZeroTruncated method) mean_ci() (in module risksim.uncertainty) mean_excess() (GPDFit method) (in module extremeloss) (SeverityModel method) melt() (Experience method) midpoint (ProjectionHorizon property) midpoint_trend_factor() (in module actuarialpy) model_parameters() (in module lossmodels) module actuarialpy experiencestudies extremeloss lossmodels projectionmodels ratingmodels reservingmodels reservingmodels.integrations.actuarialpy risksim risksim.dependence risksim.metrics risksim.uncertainty multiply() (in module ratingmodels) N n_iter_ (GLMRelativities attribute) NegativeBinomial (class in lossmodels) net_present_value() (in module actuarialpy) new_business() (in module projectionmodels) nominal_discount() (in module actuarialpy) nominal_interest() (in module actuarialpy) normalized() (FactorTable method) O off_balance_factor() (in module ratingmodels) on_level_factors() (in module ratingmodels) on_level_premium (ExperienceExhibit property) one_way_relativities() (in module ratingmodels) outstanding_balance() (in module actuarialpy) P Paralogistic (class in lossmodels) parametric_bootstrap_gof() (in module extremeloss) Pareto (class in lossmodels) ParetoII (class in lossmodels) participation_blend() (in module ratingmodels) payments_to_ground_up() (in module lossmodels) pdf() (EmpiricalSeverity method) pearson_residuals() (in module reservingmodels) per_exposure() (in module actuarialpy) percent_change() (in module actuarialpy) period_change() (in module actuarialpy) period_midpoint() (in module ratingmodels) permissible_loss_ratio() (in module actuarialpy) (in module ratingmodels) perpetuity_due() (in module actuarialpy) perpetuity_immediate() (in module actuarialpy) pickands_estimator() (in module extremeloss) pit_values() (in module lossmodels) Pivot (class in actuarialpy) PlanComparison (class in ratingmodels) pmf() (Binomial method) (Geometric method) (Poisson method) PMPMProjection (class in projectionmodels) point_reserve (BootstrapODP property) Poisson (class in lossmodels) pool_claimants() (in module experiencestudies) pool_claims() (in module ratingmodels) pool_losses() (in module actuarialpy) pooled_loss_cost() (ExperienceRate method) pooling_charge_from_severity() (in module ratingmodels) Portfolio (class in risksim) PortfolioItem (class in risksim) pp_points() (in module extremeloss) ppf() (SeverityModel method) predict() (GLMRelativities method) predict_interval() (FrequencySeverityModel method) (GLMRelativities method) prediction_error() (ReserveDistribution method) premium() (Buhlmann method) (BuhlmannStraub method) (PremiumRollforward method) premium_for_margin() (PricingEvaluation method) PremiumProjection (class in projectionmodels) PremiumRollforward (class in projectionmodels) prepare_experience() (in module projectionmodels) present_value() (in module actuarialpy) present_value_curve() (in module actuarialpy) PricingEvaluation (class in ratingmodels) prob_exceeding() (in module risksim.metrics) project() (ChainLadder method) (in module projectionmodels) project_forward() (in module actuarialpy) ProjectionDates (class in projectionmodels) ProjectionHorizon (class in projectionmodels) projectionmodels module ProjectionModelsError ProjectionResults (class in projectionmodels) pure_premium() (in module actuarialpy) pure_premium_prediction() (FrequencySeverityModel method) Q qq_points() (in module extremeloss) quantile() (Beta method) (Burr method) (EmpiricalSeverity method) (Exponential method) (Gamma method) (GeneralizedBeta method) (GeneralizedPareto method) (InverseBurr method) (InverseExponential method) (InverseGamma method) (InverseGaussian method) (InverseParalogistic method) (InversePareto method) (InverseWeibull method) (Loglogistic method) (Lognormal method) (LogT method) (Paralogistic method) (Pareto method) (ParetoII method) (ReserveDistribution method) (SeverityModel method) (SingleParameterPareto method) (SplicedSeverity method) (Weibull method) quantile_ci() (in module risksim.uncertainty) R random_split() (in module ratingmodels) rate() (ExperienceRate method) (ManualRate method) (RatingPlan method) rate_change_decomposition() (RateIndication method) rate_change_for_margin() (PricingEvaluation method) rate_dislocation() (in module ratingmodels) rate_from_force() (in module actuarialpy) rate_from_nominal_discount() (in module actuarialpy) rate_from_nominal_interest() (in module actuarialpy) RateChangeDecomposition (class in ratingmodels) RateIndication (class in ratingmodels) ratingmodels module RatingPlan (class in ratingmodels) ratio() (in module actuarialpy) rebalance_base_rate() (in module ratingmodels) reconcile() (ExperienceSet method) reconciliation() (UnderwritingSummary method) relativities_ (GLMRelativities attribute) relativity_table() (GLMRelativities method) renew() (in module ratingmodels) RenewalAction (class in ratingmodels) RenewalRateActions (class in projectionmodels) required_revenue() (in module actuarialpy) reserve_distribution() (BootstrapODP method) ReserveDistribution (class in reservingmodels) reservingmodels module reservingmodels.integrations.actuarialpy module residual_summary() (in module reservingmodels) residuals() (GLMRelativities method) resolve() (Assumption method) resolve_amount() (in module actuarialpy) resolve_date() (in module actuarialpy) results_ (GLMRelativities attribute) retained_cv() (in module actuarialpy) retention_for_target_cv() (in module actuarialpy) RetentionLoad (class in ratingmodels) return_level() (in module extremeloss) return_period() (in module extremeloss) risksim module risksim.dependence module risksim.metrics module risksim.uncertainty module rolling() (in module experiencestudies) rolling_summary() (in module experiencestudies) round_rate() (in module ratingmodels) S safe_divide() (in module actuarialpy) sample() (Beta method) (Binomial method) (BootstrapODP method) (Burr method) (CollectiveRiskModel method) (EmpiricalFrequency method) (EmpiricalSeverity method) (Exponential method) (FrequencyModel method) (Gamma method) (GeneralizedBeta method) (GeneralizedPareto method) (Geometric method) (InverseBurr method) (InverseExponential method) (InverseGamma method) (InverseGaussian method) (InverseParalogistic method) (InversePareto method) (InverseWeibull method) (Logarithmic method) (Loglogistic method) (Lognormal method) (LogT method) (NegativeBinomial method) (Paralogistic method) (Pareto method) (ParetoII method) (Poisson method) (SeverityModel method) (SingleParameterPareto method) (SplicedSeverity method) (Weibull method) (ZeroModified method) (ZeroTruncated method) sample_by_origin() (BootstrapODP method) sample_components() (Portfolio method) sample_lossmodel() (in module extremeloss) Scenario (class in projectionmodels) scenario_frame() (in module ratingmodels) ScenarioOutcome (class in ratingmodels) se (FitUncertainty property) (GEVFit property) (GPDFit property) seasonality_factors() (in module actuarialpy) seasonality_factors_by() (in module actuarialpy) SeasonalityAssumption (class in projectionmodels) segment_multiply() (in module ratingmodels) select() (Assumption method) severity() (in module actuarialpy) severity_prediction() (FrequencySeverityModel method) SeverityModel (class in lossmodels) sf() (GPDFit method) (SeverityModel method) share_of_total() (in module actuarialpy) SimulationResult (class in risksim) single_role() (in module actuarialpy) single_role_or_none() (in module actuarialpy) SingleParameterPareto (class in lossmodels) Source (class in actuarialpy) splice_gpd_tail() (in module extremeloss) SplicedSeverity (class in lossmodels) split_total_trend() (in module ratingmodels) stabilize_weights() (in module extremeloss) start() (in module ratingmodels) statement() (UnderwritingSummary method) status_summary() (in module experiencestudies) std() (FrequencyModel method) (in module risksim.metrics) Step (class in ratingmodels) steps (BuildUpResult attribute) steps() (ManualRate method) subtotal() (BuildUpResult method) subtotals (BuildUpResult attribute) summarize() (ProjectionResults method) summarize_actual_vs_expected() (in module experiencestudies) summarize_by_band() (in module experiencestudies) summarize_claimants() (in module experiencestudies) summarize_components() (in module experiencestudies) summarize_experience() (in module experiencestudies) summarize_views() (in module experiencestudies) summary() (CollectiveRiskModel method) (FitUncertainty method) (FrequencySeverityModel method) (GLMRelativities method) (in module experiencestudies) (in module risksim.metrics) (PlanComparison method) summary_with_error() (in module risksim.uncertainty) T tail_quantile_table() (in module lossmodels) tail_summary_from_risksim() (in module extremeloss) TailEstimateResult (class in extremeloss) temporal_split() (in module ratingmodels) threshold_diagnostic_table() (in module extremeloss) ThresholdScan (class in extremeloss) to_dict() (RatingPlan method) to_excel_report() (in module experiencestudies) to_factor_tables() (FrequencySeverityModel method) (GLMRelativities method) to_frame() (ProjectionHorizon method) (RenewalAction method) (ReserveDistribution method) (ScenarioOutcome method) (UnderwritingSummary method) to_indication() (ExperienceExhibit method) to_period() (in module actuarialpy) to_projection_table() (RenewalRateActions method) top_claimants() (in module experiencestudies) top_contributors() (in module actuarialpy) trend_factor() (in module actuarialpy) (in module ratingmodels) trend_factor_between() (in module ratingmodels) trend_summary() (in module actuarialpy) TrendAssumption (class in projectionmodels) TrendFit (class in actuarialpy) triangle_from_experience() (in module reservingmodels.integrations.actuarialpy) tvar() (in module risksim.metrics) (ReserveDistribution method) U underwriting_summary() (in module experiencestudies) UnderwritingSummary (class in experiencestudies) unit_level_renewal() (in module ratingmodels) uplift_for_target_margin() (in module ratingmodels) V validate() (RatingPlan method) validate_completion_factors() (in module actuarialpy) ValidationError value (BuildUpResult attribute) var() (in module risksim.metrics) (ReserveDistribution method) variable_and_profit (RetentionLoad property) variance() (Beta method) (Binomial method) (Burr method) (CollectiveRiskModel method) (EmpiricalFrequency method) (EmpiricalSeverity method) (Exponential method) (FrequencyModel method) (Gamma method) (GeneralizedBeta method) (GeneralizedPareto method) (Geometric method) (in module actuarialpy) (in module risksim.metrics) (InverseBurr method) (InverseExponential method) (InverseGamma method) (InverseGaussian method) (InverseParalogistic method) (InversePareto method) (InverseWeibull method) (Logarithmic method) (Loglogistic method) (Lognormal method) (LogT method) (NegativeBinomial method) (Paralogistic method) (Pareto method) (ParetoII method) (Poisson method) (Portfolio method) (SeverityModel method) (SingleParameterPareto method) (SplicedSeverity method) (Weibull method) (ZeroModified method) (ZeroTruncated method) variance_pct() (in module actuarialpy) views() (in module experiencestudies) W Weibull (class in lossmodels) weighted_mean() (in module actuarialpy) weighted_summary() (in module actuarialpy) with_roles() (Experience method) with_status() (Experience method) Y year_fraction() (in module actuarialpy) years_between() (in module ratingmodels) Z z (Buhlmann property) z() (BuhlmannStraub method) zero_margin_rate_change() (PricingEvaluation method) ZeroModified (class in lossmodels) ZeroTruncated (class in lossmodels)