chainladder.TailBondy

class chainladder.TailBondy(earliest_age=None, attachment_age=None, projection_period=12)

Estimator for the Generalized Bondy tail factor.

New in version 0.6.0.

Parameters:

earliest_age: int

The earliest age from which the Bondy exponent is to be calculated. Defaults to latest age in the Triangle. Any available development age can be used.

attachment_age: int (default=None)

The age at which to attach the fitted curve. If None, then the latest age is used. Measures of variability from original ldf_ are retained when being used in conjunction with the MackChainladder method.

See also

TailCurve

Attributes:

ldf_: Triangle

ldf with tail applied.

cdf_: Triangle

cdf with tail applied.

tail_: DataFrame

Point estimate of tail at latest maturity available in the Triangle.

b_: DataFrame

The Bondy exponent

earliest_ldf_: DataFrame

The LDF associated with the earliest_age pick.

projection_period: int

The number of months beyond the latest available development age the ldf_ and cdf_ vectors should extend.

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)	Transform X.

pipe