chainladder.BerquistSherman

class chainladder.BerquistSherman(paid_amount=None, incurred_amount=None, reported_count=None, closed_count=None, trend=0.0, reported_count_estimator=None)

Class to alter the inner diagonals of a Triangle using the methods described by Berquist and Sherman.

Parameters:

paid_amount: str

The triangle column associated with paid amounts

incurred_amount: str

The triangle column associated with incurred amounts

reported_count: str

The triangle column associated with reported claim count

closed_count: str

The triangle column associated with closed claim counts

trend: float (default=0.0)

Trend rate underlying average open case reserves.

reported_count_estimator: Estimator

An IBNR estimator for reported_count used to calculate closed_count disposal rates. Estimator can be a Pipeline. If None selected then basic Chainladder model is used.

Attributes:

adjusted_triangle_: Triangle

A set of triangles represented by each simulation

disposal_rate_: Triangle

The disposal rates of closed claims based on the reported_count_estimator

a_: Triangle

Two-period Exponential intercept parameters

b_: Triangle

Two-period Exponential slope parameters

Methods

fit_transform(X[, y])	Fit to data, then transform it.
get_metadata_routing()	Get metadata routing of this object.
get_params([deep])	Get parameters for this estimator.
set_fit_request(*[, sample_weight])	Request metadata passed to the fit method.
set_output(*[, transform])	Set output container.
set_params(**params)	Set the parameters of this estimator.
to_json()	Serializes triangle object to json format
to_pickle(path[, protocol])	Serializes triangle object to pickle.
transform(X)	If X and self are of different shapes, align self to X, else return self.

fit