Actuarial reserving in Python
MPL-2.0 License
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Published by jbogaardt over 4 years ago
patch to 0.6.1
Published by jbogaardt over 4 years ago
TailConstant
couldn't decay when the contant is set to 1.0would not honor the
sample_weight` argumentdrop
method to Triangle
similar to pd.DataFrame.drop
for dropping columnsxlcompose
yaml templatinglink_ratio
on a Development
transformed triangleTriangle.grain
now has a trailing
argument that will aggregate triangle on a trailing basisPublished by jbogaardt over 4 years ago
TailBondy
methodstd_err_
and sigma_
on determinsitic tails in line with Mack for better compatibility with MackChainladder
to_frame
and __repr__
for 2D triangles.Triangle
initialization when sure data was presentdatetime
was being mishandled when ingested into Triangle
.Published by jbogaardt over 4 years ago
drop_high
and drop_low
only drop one observation even if multiple observations match the criteria.TailCurve
where the fit_period
slicer was not indexing properlyloc
property of a Triangle
.chainladder
now works with pandas>=1.0.0
fillna
is a new parameter of the Development
estimatorattachment_age
is a new parameter of the TailCurve
estimator.cl.concat
functionalityTriangle
and an np.ndarray
Published by jbogaardt over 4 years ago
BootstrapODPSample
estimator fully functional.Benktander
and BornhuetterFerguson
methods to allow for stochastic apriori picks.Published by jbogaardt over 4 years ago
MackChainladder
was incorrectly calculating MSE when dropping link ratiosgrain
always returned a development triangle even when fed a valuation triangle__round__
and __pow__
dunder methodsorigin
/development
combinationsPublished by jbogaardt over 4 years ago
Published by jbogaardt over 4 years ago
predict
that wasn't rendering prediction results correctlyPublished by jbogaardt over 4 years ago
cupy
.Published by jbogaardt over 4 years ago
Published by jbogaardt over 4 years ago
Pipeline
Published by jbogaardt over 4 years ago
Benktander
estimator when calls to predict
are madesample_weight
argument to be directly passed to a Pipeline
Published by jbogaardt over 4 years ago
broadcast_axis
for better BootstrapODPSample
supportPublished by jbogaardt almost 5 years ago
Development
when using drop
BootstrapODPSample
Published by jbogaardt almost 5 years ago
len(development) == 1
MackChainladder
assymentric triangle support (e.g. OYDQ
)MunichAdjustment
assymentric triangle support (e.g. OYDQ
)append
method with pandasPublished by jbogaardt almost 5 years ago
Triangle.grain()
Published by jbogaardt almost 5 years ago
Exhibit
API with Row
, Column
, Tabs
, and DataFrame
Published by jbogaardt almost 5 years ago
Minor release to improved commutative properties of triangle functions (grain
, val_to_dev
, dev_to_val
, cum_to_incr
, incr_to_cum
, latest_diagonal
) for all types of triangles (development triangles, valuation triangles, complerte triangles)
Published by jbogaardt almost 5 years ago
Triangle.dropna()
method that allows shaving off origins/development vectors that are all 0/NAPublished by jbogaardt almost 5 years ago
Triangle
as well as the estimators and Pipeline
. These can be accessed with the to_json
method and cl.read_json
DevelopmentConstant
estimator that takes LDF or CDF patterns as a dictionary instead of calculating from a triangle. This is useful for incorporating industry patterns into an analysisdeepcopy