TailBondy

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

Estimator for the Generalized Bondy tail factor.

Added 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.

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.

See also

TailCurve

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

Fit the model with X.

Parameters:

XTriangle-like

Set of LDFs to which the tail will be applied.

yIgnored

sample_weightIgnored

Returns:

selfobject

Returns the instance itself.

transform(X)

Transform X.

Parameters:

XTriangle

Triangle must contain the ldf_ development attribute.

Returns:

X_newTriangle

New Triangle with tail factor applied to its development attributes.

Inherited Methods

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