Making Predictions#
import chainladder as cl
This example demonstrates how you can create development patterns at a
particular index grain and apply them to another.
clrd = cl.load_sample('clrd')['CumPaidLoss']
clrd = clrd[clrd['LOB'] == 'wkcomp']
industry = clrd.sum()
allstate_industry_cl = cl.Chainladder().fit(industry).predict(clrd.loc['Allstate Ins Co Grp']).ultimate_
allstate_company_cl = cl.Chainladder().fit(clrd.loc['Allstate Ins Co Grp']).ultimate_
diff = (allstate_industry_cl - allstate_company_cl)
output = diff.rename('development',['Industry to Company LDF Diff'])
output
| Industry to Company LDF Diff | |
|---|---|
| 1988 | |
| 1989 | -203 |
| 1990 | -4,401 |
| 1991 | -5,781 |
| 1992 | -6,286 |
| 1993 | -4,793 |
| 1994 | -6,653 |
| 1995 | -8,327 |
| 1996 | -7,170 |
| 1997 | -273 |