chainladder.IncrementalAdditive#
- class chainladder.IncrementalAdditive(trend=0.0, n_periods=-1, average='volume', future_trend=0, drop=None, drop_high=None, drop_low=None, drop_above=inf, drop_below=-inf, drop_valuation=None, preserve=1)#
The Incremental Additive Method.
- Parameters:
- trend: float (default=0.0)
A multiplicative trend amount used to trend each incremental development period the valuation_date of the Triangle.
- future_trend: float (default=None)
The trend to apply to the incremental development periods in the lower half of the completed Triangle. If None, then will be set to the value of the trend parameter.
- n_periods: integer, optional (default=-1)
number of origin periods to be used in the ldf average calculation. For all origin periods, set n_periods=-1
- average: str optional (default=’volume’)
type of averaging to use for average incremental factor calculation. Options include ‘regression’, ‘volume’ and ‘simple’.
- drop: tuple or list of tuples
Drops specific origin/development combination(s)
- drop_high: bool or list of bool (default=None)
Drops highest link ratio(s) from LDF calculation
- drop_low: bool or list of bool (default=None)
Drops lowest link ratio(s) from LDF calculation
- drop_above: float or list of floats (default = numpy.inf)
Drops all link ratio(s) above the given parameter from incremental factor calculation
- drop_below: float or list of floats (default = numpy.NINF)
Drops all link ratio(s) below the given parameter from incremental factor calculation
- preserve: int (default = 1)
The minimum number of incremental factor(s) required for incremental factor calculation
- drop_valuation: str or list of str (default=None)
Drops specific valuation periods. str must be date convertible.
- Attributes:
- ldf_: Triangle
The estimated loss development patterns
- cdf_: Triangle
The estimated cumulative development patterns
- tri_zeta: Triangle
The raw incrementals as a percent of exposure trended to the valuation date of the Triangle.
- fit_zeta: Triangle
The raw incrementals as a percent of exposure trended to the valuation date of the Triangle. Only those used in the fitting.
- zeta_: Triangle
The fitted incrementals as a percent of exposure trended to the valuation date of the Triangle.
- cum_zeta_: Triangle
The fitted cumulative percent of exposure trended to the valuation date of the Triangle
- w_: ndarray
The weight used in the zeta fitting
- w_tri_: Triangle
Triangle of w_
- sample_weight: Triangle
The exposure used to obtain incremental factor
- incremental_: Triangle
A triangle of full incremental values.
Methods
fit
(X[, y, sample_weight])Fit the model with X.
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_backend
(backend[, inplace, deep])Converts triangle array_backend.
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.
pipe