BarnettZehnwirth

class chainladder.BarnettZehnwirth(drop=None, drop_valuation=None, formula=None, response=None, alpha=None, gamma=None, iota=None)

This estimator enables modeling from the Probabilistic Trend Family as described by Barnett and Zehnwirth.

Added in version 0.8.2.

Parameters:

drop: tuple or list of tuples

Drops specific origin/development combination(s)

drop_valuation: str or list of str (default = None)

Drops specific valuation periods. str must be date convertible.

formula: formula-like

A patsy formula describing the independent variables, X of the GLM

response: str

Column name for the reponse variable of the GLM. If ommitted, then the first column of the Triangle will be used.

alpha: list of int

List of origin periods denoting the first indices of each group

gamma: list of int

iota: list of int

fit(X, y=None, sample_weight=None)

transform(X)

If X and self are of different shapes, align self to X, else return self.

Parameters:

XTriangle

The triangle to be transformed

Returns:

X_newNew triangle with transformed attributes.

Inherited Methods

BarnettZehnwirth.fit_transform	Fit to data, then transform it.
BarnettZehnwirth.get_metadata_routing	Get metadata routing of this object.
BarnettZehnwirth.get_params	Get parameters for this estimator.
BarnettZehnwirth.pipe
BarnettZehnwirth.set_backend	Converts triangle array_backend.
BarnettZehnwirth.set_output	Set output container.
BarnettZehnwirth.set_params	Set the parameters of this estimator.
BarnettZehnwirth.to_json	Serializes triangle object to json format
BarnettZehnwirth.to_pickle	Serializes triangle object to pickle.