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
- 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