Actuarial reserving in Python
MPL-2.0 License
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Published by jbogaardt about 5 years ago
TriangleGroupBy
aggregate methodsTriangle.grain
methodPublished by jbogaardt over 5 years ago
to_pickle
and read_pickle
functionality to Triangles and Estimators.Published by jbogaardt over 5 years ago
TailConstant
to allow for run-off patterns beyond the end of the triangle for Actual vs. Expected analysisTriangle
when assigned to existing column namePublished by jbogaardt over 5 years ago
Enhancements:
Triangle.grain
works with incremental and cumulative triangles nowTriangle.trend
has been changed to trend along valuation periodDevelopment
allowing end user to omit any specified link ratios.origin
and valuation
from DateTimeIndex
to PeriodIndex
so that they work better with pandas datetime functionality.Bug Fixes:
Development
, this has been correctedTailCurve
to be fit directly to a Triangle
.Other:
WeightedRegression
class to be in sklearn
stylePublished by jbogaardt over 5 years ago
Triangle.valuation
accessor to be used similar to origin
and development
. This allows for slicing valuations (e.g. diagonals).Triangle.values
property to align with pandas-style syntax.Published by jbogaardt over 5 years ago
BootstrapODPSample
class to perform ODP Bootstrap sampling of trianglesTriangle
including: mean
, median
, max
, min
, prod
, var
, std
to_dict
, unstack
, pivot
, drop_duplicates
, describe
, melt
Triangle.to_frame
method to allow any 4D Triangle to be recast as a DataFrame
as long as any two of its axes are of length=1.Gridsearch
that didn't allow for passing of a sample_weight
when used in conjunction with Pipeline
Triangle.rename
method to be more consistent with the pandas implementationPublished by jbogaardt over 5 years ago
CapeCod
to make it work properlysample_weight
to GridSearch.fit()
Published by jbogaardt over 5 years ago
csv
format from pkl
formatPublished by jbogaardt over 5 years ago
minor bug fixes
Published by jbogaardt over 5 years ago
index
in place of keys
and columns
in place of values
. This is done to promote consistency with the pandas API as well as allowing for values
property to be used in extended functionality of the Trianglewarnings
to development.Development to warn on failure of Mack Standard Error when only one period is used in the estimation of LDFsPublished by jbogaardt almost 6 years ago
Significantly overhauled API to be more consistent with pandas as scikit-learn.
Published by jbogaardt over 7 years ago
Published by jbogaardt over 7 years ago
Published by jbogaardt over 7 years ago
Added Munich Chainladder functionality.
Published by jbogaardt over 7 years ago
Published by jbogaardt over 7 years ago
Published by jbogaardt over 7 years ago
Initial release with appropriate setup.py configuration
Published by jbogaardt over 7 years ago
This release includes the Mack Chainladder model.