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Releases & Changelog

Releases & Changelog#

Version 0.8#

Version 0.8.16#

Release Date: Jun 17, 2023

What’s Changed

New Contributors#

Version 0.8.15#

Release Date: Apr 11, 2023

What’s Changed

  • revamping drop functions by @henrydingliu in #385

  • Fixing link_ratio by @henrydingliu in #387

  • adding some tests for the revamped drop function by @henrydingliu in #388

  • Adding test wth CL and BF by @henrydingliu in #391

  • Henrydingliu enhancement 1 2022 11 29 by @henrydingliu in #392

  • w_v2_ and pipeline in Development by @henrydingliu in #394

  • next step for #376 by @henrydingliu in #397

  • consolidating weighted regression factor fit by @henrydingliu in #398

  • cum_zeta_ by @henrydingliu in #401

  • Expanded mappings to include semester sampling by @A108669 in #403

  • fix one more ref to semiannual by @wleescor in #410

  • TailCurve argument validation by @genedan in #414

  • chore(version): specify version of numba by @pafechet in #418

  • Add Friedland Sample - Auto BI Insurer (Expected Loss Method) by @genedan in #419

  • Cas webinar by @kennethshsu in #424

  • [BUG] Argument validation needed for TailCurve #413

  • [BUG] origin_as_datetime does nothing #407

  • [BUG] CapeCod predict at different index grain #400

  • [BUG] Chainladder doesn’t coerce valuation triangle correctly #399

New Contributors @A108669 made their first contribution in #403 @pafechet made their first contribution in #418

Version 0.8.14#

Release Date: Nov 25, 2022

Version 0.8.13#

Release Date: Jun 27, 2022

Bug Fixes

  • #270 Fixed an issue affecting triangle instantiation

  • #251 Fixed a bug in predict method that failed to honor development ages appropriatly

  • #274 Addressed a pandas deprecation notice in the heatmap method.

  • #258 Addressed silent error when predicting on a Triangle that is larger than the underlying model.

  • #288 Addressed Bug in to_frame method

  • #283 Addressed Bug in the calculation of LDFs in CaseOutstanding

Enhancements

Version 0.8.12#

Release Date: Mar 8, 2022

Bug Fixes

  • #254 Fixed an undesired mutation when using cl.concat

  • #257 to_frame bug fix on empty triangles

  • #248 to_frame bug and deprecation notice in origin_as_datetime argument.

  • #250 Bug fix in triangle initialization

  • #258 Addressed silent error when predicting on a Triangle that is larger than the underlying model.

  • #261 Addressed a pandas>1.4.0 bug

Enhancements

  • Introduced ExpectedLoss method

  • #242 Added threshold based dropping of link ratios to Development estimator

  • #158 Triangles can now be instantiated with only one data point.

  • #250 python 3.10 support

  • #260 fillna method added to Triangle class that supports filling with constants or other Triangles.

Version 0.8.10#

Release Date: Dec 4, 2021

Enhancements

  • #225 - Added support for mid-year triangles

  • Remove xlcompose as a dependency

  • #233 and #219 - Added more explicit warning when is_cumulative property of triangle is not set.

  • #192 Expanded drop_high and drop_low functionality to include integers and variable length lists. PR courtesy of @kennethshsu.

Bug Fixes

  • #234 Coerce MackChainladder to zero variance when inbr_ and cdf_ are 0.

  • Fix bug in BarnettZehnwirth.transform that was previously not applying the log-transform correctly

Version 0.8.9#

Release Date: Oct 24, 2021

Enhancements

  • #198 Added projection_period to all Tail estimators. This allows for analyzing run-off beyond a one year time horizon.

  • #214 A refreshed docs theme using jupyter-book!

  • #200 Added more flexibility to TailCurve.fit_period to allow boolean lists - similar to Development.drop_high

  • kennethshsu further improved tutorials

Bug Fixes

  • #210 Fixed regression in triangle instantiation where grain=='S' is being interpreted as seconds and not semesters.

  • #213 Fixed an unintended Triangle mutation when reassigning columns on a sparse backend.

  • #221 Fixed origin/development broadcasting issue that was causing silent bugs in calculations on malformed triangles.

Version 0.8.8#

Release Date: Sep 13, 2021

Enhancements

  • #140 Improved test coverage

  • #126 Relaxed BootstrapODPSample column restriction

  • #207 Improved tutorials

Bug Fixes

  • #204 Fixed regression in grain

  • #203 Fixed regression in slice

  • Fixed regression in Benktander index broadcasting

  • #205 Fixed CI/CD build

Version 0.8.7#

Release Date: Aug 29, 2021

Minor release to fix some chainladder==0.8.6 regressions.

Bug Fixes

  • Fixed #190 - 0 values getting into heatmap

  • Fixed #191 regression that didn’t support earlier versions of pandas

  • Fixed #197 Index broadcasting edge case

  • Fixed valuation_date regression when instantiating Triangles as vectors

Enhancements

  • #99 Added Semester as an additional grain

  • Added parallel support to GridSearch using n_jobs argument

  • More tutorial improvements from kennethshsu

Version 0.8.6#

Release Date: Aug 18, 2021

Ehancements

  • kennethshsu improved heatmap shading

  • Support for numpy reductions, e.g. np.sum(cl.load_sample('raa'))

  • kennethshsu further improved tutorials

Bug fixes

  • #186 Fix bug that disallowed instantiating a full triangles

  • #180 Fix bug that mutated original DataFrame when instantiating Triangle

  • #182 Eliminate new deprecations warnings from pandas>=1.3

  • #183 Better alignment with pandas on index broadcasting

  • #179 Fixed nan behavior on val_to_dev

  • implement TriangleGroupby.__getitem__ to support column selection on groupby operations to align with pandas, e.g. cl.load_sample('clrd').groupby('LOB')['CumPaidLoss']

Version 0.8.5#

Release Date: Jul 11, 2021

Enhancements

  • #154 - Added groupby hyperparameter to several more estimators including the widely used Development estimator. This allows fitting development patterns at a higher grain than the Triangle all within the estiamtor or Pipeline.

  • Improved index broadcasting for sparse arrays. Prior to 0.8.5, this code would inappropriately consume too much memory. For example:

>>> prism = cl.load_sample(‘prism’) >>> prism / prism.groupby(‘Line’).sum()

  • Arithmetic label matching improved for all axes to align more with pandas

  • Added model_diagnostics utility function to be used on fitted estimators.

  • Initial support for dask arrays. Current support is basic, but will eventually allow for distributed computations on massive triangles.

  • added numpy array protocol support to the Triangle class. Now numpy functions can be called on Triangles. For example:

    >>> np.sin(cl.load_sample(‘raa’))

  • #169 - Made Triangle tutorial more beginner friendly - courtesy of kennethshsu

Bug Fixes

  • Better Estimator pickling support when callables are included in estimators.

  • Minor bug fix in grain estimator.

Version 0.8.4#

Release Date: May 9, 2021

Enhancements

  • #153 - Introduced CapeCod groupby parameter that allows for apriori computation at user-specified grain for granular triangles

  • #154 - Introduced groupby support in key development estimators

Bug Fixes

  • #152 - CapeCod apriori is not supporting nans effectively

  • #157 - cum_to_incr() not working as expected on full_triangle_

  • #155 - full_triangle_ cdf broadcasting bug

  • #156 - Unable to inspect sigma_ or std_err_ properties after tail fit

Version 0.8.3#

Release Date: Apr 25, 2021

Enhancements

  • #135 - Added .at and .iat slicing and value assignment

Bug Fixes

  • #144 - Eliminated error when trying to assign a column from a different array backend.

  • #134 - Clearer error handling when attempting to instantiate a triangle with ages instead of date-likes

  • #143 - Reworked full_triangle_ run-off for expected loss methods.

Version 0.8.2#

Release Date: Mar 27, 2021

Enhancements

  • #131 - Added a BarnettZenwirth development estimator

  • #117 - VotingChainladder enhancements to allow for more flexibility in defining weights (courtesy of @cbalona)

Bug Fixes

  • #130 - Fixed bug in triangle aggregation

  • #134 - Fixed a bug in triangle broadcasting

  • #137 - Fixed valuation_date bug occuring when partial year Triangle is instantiated as a vector.

  • #138 - Introduced fix for incompatibility with sparse>=0.12.0

  • #122 - Implemented nightly continuous integration to identify new bugs associated with verion bumps of dependencies.

Version 0.8.1#

Release Date: Feb 28, 2021

Enhancements

  • Included a truncation_age in the TailClark estimator to replicate examples from the paper

  • #129 Included new development estimators TweedieGLM and DevelopmentML to take advantage of a broader set of (sklearn-compliant) regression frameworks.

  • Included a helper Transformer PatsyFormula to make working with ML algorithms easier.

Bug Fixes

  • #128 Made IncrementalAdditive method comply with the rest of the package API

Version 0.8.0#

Release Date: Feb 15, 2021.

Enhancements

  • #112 Advanced groupby support.

  • #113 Added reg_threshold argument to TailCurve for finer control of fit. Huge thanks to Brian-13 for the contribution.

  • #115 Introducing VotingChainladder workflow estimator to allow for averaging multiple IBNR estimators Huge thanks to cbalona for the contribution.

  • Introduced CaseOutstanding development estimator

  • #124 Standardized CapCod functionality to that of Benktander and BornhuetterFerguson

Bug Fixes

  • #83 Fixed grain issues when using the trailing argument

  • #119 Fixed pickle compatibility issue introduced in v0.7.12

  • #120 Fixed Trend estimator API

  • #121 Fixed numpy==1.20.1 compatibility issue

  • #123 Fixed BerquistSherman estimator

  • #125 Fixed various issues with compatibility of estimators in a Pipeline

Deprecations

  • #118 Deprecation warnings on xlcompose. Will be removed as a depdendency in v0.9.0

Version 0.7#

Version 0.7.12#

Release Date: Jan 19, 2021

No code changes from 0.7.11. Bump release to fix conda packaging.

Version 0.7.11#

Release Date: Jan 18, 2021

Enhancements

  • #110 Added virtual_column functionality

Bug Fixes

  • Minor bug fix on sort_index not accepting kwargs

  • Minor bug fix in DevelopmentConstant when using a callable

Misc

  • Bringing release up to parity with docs.

Version 0.7.10#

Release Date: Jan 16, 2021

Bug Fixes

  • #108

    • sample_weight error handling on predict - thank you cbalona

  • #107

    • Latest diagonal of empty triangle now resolves

  • #106

    • Improved loc consistency with pandas

  • #105

    • Addressed broadcasting error during triangle arithmetic

  • #103

    • Fixed Index alignment with triangle arithmetic consistent with pd.Series

Version 0.7.9#

Release Date: Nov 5, 2020

Bug Fixes

  • #101 Bug where LDF labels were not aligned with underlying LDF array

Enhancements

  • #66 Allow for onleveling with new ParallelogramOLF transformer

  • #98 Allow for more complex trends in estimators with Trend transformer Refer to this example on how to apply the new estimators.

Version 0.7.8#

Release Date: Oct 22, 2020

Bug Fixes

  • Resolved #87 val_to_dev with malformed triangle

Enhancements

  • Major overhaul of Triangle internals for better code clarity and more efficiency

  • Made sparse operations more efficient for larger triangles

  • to_frame now works on Triangles that are 3D or 4D. For example clrd.to_frame()

  • Advanced groupby operations supported. For (trivial) example:

>>> clrd = cl.load_sample(‘clrd’) >>> # Split companies with names less than 15 characters vs those above: >>> clrd.groupby(clrd.index[‘GRNAME’].str.len()<15).sum()

Version 0.7.7#

Release Date: Sep 13, 2020

Enhancements

  • #97, loc and iloc now support Ellipsis

  • Development can now take a float value for averaging. When float value is used, it corresponds to weight exponent (delta in Barnett/Zenwirth). Only special cases had previously existed -{"regression": 0.0, "volume": 1.0, "simple": 2.0}

  • Major improvements in slicing performance.

Bug Fixes

  • #96, Fix for TailBase transform

  • #94, n_periods with asymmetric triangles fixed

Version 0.7.6#

Release Date: Aug 26, 2020

Enhancements

  • Four Dimensional slicing is now supported.

>>> clrd = cl.load_sample(‘clrd’) >>> clrd.iloc[[0,10, 3], 1:8, :5, :] >>> clrd.loc[:’Aegis Grp’, ‘CumPaidLoss’:, ‘1990’:’1994’,

:48]

  • #92 to_frame() now takes optional origin_as_datetime argument for better compatibility with various plotting libraries (Thank you johalnes )

    >>> tri.to_frame(origin_as_datetime=True)

Bug Fixes

  • Patches to the interaction between sparse and numpy arrays to accomodate more scenarios.

  • Patches to multi-index broadcasting

  • Improved performance of latest_diagonal for sparse backends

  • #91 Bug fix to MackChainladder which errored on asymmetric triangles (Thank you johalnes for reporting)

Version 0.7.5#

Release Date: Aug 15, 2020

Enhancements

  • Enabled multi-index broadcasting.

>>> clrd = cl.load_sample(‘clrd’) >>> clrd / clrd.groupby(‘LOB’).sum() # LOB alignment works now instead of throwing error

  • Added sparse representation of triangles which substantially increases the size limit of in-memory triangles. Check out the new Large Datasets tutorial for details

Bug Fixes

  • Fixed cupy backend which had previously been neglected

  • Fixed xlcompose issue where Period fails when included as column header

Version 0.7.4#

Release Date: Jul 26, 2020

Bug Fixes

  • Fixed a bug where Triangle did not support full accident dates at creation

  • Fixed an inappropriate index mutation in Triangle index

Enhancements

  • Added head and tail methods to Triangle

  • Prepped Triangle class to support sparse backend

  • Added prism sample dataset for sparse demonstrations and unit tests

Version 0.7.3#

Release Date: Jul 11, 2020

Enhancements

  • Improved performance of valuation axis

  • Improved performance of groupby

  • Added sort_index method to Triangle consistent with pandas

  • Allow for fit_predict to be called on a Pipeline estimator

Bug Fixes

  • Fixed issue with Bootstrap process variance where it was being applied more than once

  • Fixed but where Triangle.index did not ingest numeric columns appropriately.

Version 0.7.2#

Release Date: Jul 1, 2020

Bug Fixes

  • Index slicing not compatible with pandas #84 fixed

  • arithmetic fail #68

    • Substantial reworking of how arithmetic works.

  • JSON IO on sub-triangles now works

  • predict and fit_predict methods added to all IBNR models and now function as expected

Enhancements

  • Allow DevelopmentConstant to take on more than one set of patterns by passing in a callable

  • MunichAdjustmentAllow ` does not work when P/I or I/P ratios cannot be calculated. You can now optionally back-fill zero values with expectaton from simple chainladder so that Munich can be performed on sparser triangles.

Refactors

  • Performance optimized several triangle functions including slicing and val_to_dev

  • Reduced footprint of ldf_, sigma, and std_err_ triangles

  • Standardized IBNR model methods

  • Changed cdf_, full_triangle_, full_expectation_, ibnr_ to function-based properties instead of in-memory objects to reduce memory footprint

Version 0.7.1#

Release Date: Jun 22, 2020

Enhancements

  • Added heatmap method to Triangle - allows for conditionally formatting a 2D triangle. Useful for detecting link_ratio outliers

  • Introduced BerquistSherman estimator

  • Better error messaging when triangle columns are non-numeric

  • Broadened the functionality of Triangle.trend

  • Allow for nested estimators in to_json. Required addition for the new BerquistSherman method

  • Docs, docs, and more docs.

Bug Fixes

  • Mixed an inappropriate mutation in : MunichAdjustment.transform

  • Triangle column slicing now supports pd.Index objects : instead of just lists

Misc

  • Moved BootstrapODPSample to workflow section as it is not a development estimator.

Version 0.7.0#

Release Date: Jun 2, 2020

Bug Fixes

  • TailBondy now works with multiple (4D) triangles

  • TailBondy computes correctly when earliest_age is selected

  • Sub-triangles now honor index and column slicing of the parent.

  • fit_transform for all tail estimators now correctly propagate all estimator attributes

  • Bondy decay now uses the generalized Bondy formula instead of exponential decay

Enhancements

  • Every tail estimator now has a tail_ attribute representing the point estimate of the tail

  • Every tail estimator how has an attachment_age parameter to allow for attachment before the end of the triangle

  • TailCurve now has slope_ and intercept_ attributes for a diagnostics of the estimator.

  • TailBondy now has earliest_ldf_ attributes to allow for diagnostics of the estimator.

  • Substantial improvement to the documents on Tails.

  • Introduced the deterministic components of ClarkLDF and TailClark estimators to allow for growth curve selection of development patterns.

Version 0.6#

Version 0.6.3#

Release Date: May 21, 2020

Enhancements (courtesy of gig67)

  • Added Triangle.calendar_correlation method and companion class CalendarCorrelation to support detecting calendar year correlations in triangles.

  • Added Triangle.developmen_correlation method and companion class DevelopmentCorrelation to support detecting development correlations in triangles.

Version 0.6.2#

Release Date: Apr 27, 2020

patch to 0.6.1

Version 0.6.1#

Release Date: Apr 25, 2020

Bug Fixes

  • Corrected a bug where TailConstant couldn’t decay when the contant is set to 1.0

  • #71 Fixed issue where `Pipeline.predict\ would not honor the\ sample_weight\ argument

Enhancements

  • #72 Added drop method to Triangle similar to pd.DataFrame.drop for dropping columns

  • Added xlcompose yaml templating

  • #74 Dropped link ratios now show as ommitted when callinng link_ratio on a Development transformed triangle

  • #73 Triangle.grain now has a trailing argument that will aggregate triangle on a trailing basis

Version 0.6.0#

Release Date: Mar 17, 2020

Enhancements

  • Added TailBondy method

  • Propagate std_err_ and sigma_ on determinsitic tails in line with Mack for better compatibility with MackChainladder

  • Improved consistency between to_frame and __repr__ for 2D triangles.

Bug Fixes

  • Fixed a bug where the latest origin period was dropped from Triangle initialization when sure data was present

  • resolves #69 where datetime was being mishandled when ingested into Triangle.

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