chainladder.TailBondy

Contents

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