chainladder.TailBondy

chainladder.TailBondy#

class chainladder.TailBondy(earliest_age=None, attachment_age=None, projection_period=12)[source]#

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.

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])	Configure whether metadata should be requested to be 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