chainladder.MunichAdjustment#
- class chainladder.MunichAdjustment(paid_to_incurred=None, fillna=False)#
- Applies the Munich Chainladder adjustment to a set of paid/incurred
ldfs. The Munich method heavily relies on the ratio of paid/incurred and its inverse.
- Parameters:
- paid_to_incurred: tuple or list of tuples
A tuple representing the paid and incurred
columns
of the triangles such as('paid', 'incurred')
- fillna: boolean
The MunichAdjustment will fail when P/I or I/P ratios cannot be calculated. Setting fillna to True will fill the triangle with expected amounts using the simple chainladder.
- Attributes:
- basic_cdf_: Triangle
The univariate cumulative development patterns
- basic_sigma_: Triangle
Sigma of the univariate ldf regression
- resids_: Triangle
Residuals of the univariate ldf regression
- q_: Triangle
chainladder age-to-age factors of the paid/incurred triangle and its inverse. For paid measures it is (P/I) and for incurred measures it is (I/P).
- q_resids_: Triangle
Residuals of q regression.
- rho_: Triangle
Estimated conditional deviation around
q_
- lambda_: Series or DataFrame
Dependency coefficient between univariate chainladder link ratios and
q_resids_
- ldf_: Triangle
The estimated bivariate loss development patterns
- cdf_: Triangle
The estimated bivariate cumulative development patterns
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