chainladder-python
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casact
Actuarial reserving in Python
**Is your feature request related to a problem? Please describe.** `numba` is specified as required dependency in `requirements.txt`, but it does not seem to be used anywhere. As it is...
BootstrapODPSample creates samples with negative loss amounts. This leads to negative ldfs, cdfs and ultimates. There should be a way to keep samples with positive losses only.
### Discussed in https://github.com/casact/chainladder-python/discussions/455 Originally posted by **contenrico** September 7, 2023 Hello, I'm working with a quarterly triangle and I'm trying to exclude the latest diagonal (valuation date 2022-12). This...
```python import chainladder as cl import pandas as pd df = pd.DataFrame({ "claim_year": 2000 + pd.Series([0] * 8 + [1] * 4), "claim_month": [1, 4, 7, 10] * 3, "dev_year":...
For some reason, I can't delete the branch, [#420_to_delete](https://github.com/casact/chainladder-python/tree/%23420_to_delete). @jbogaardt can you look into this to see if it is an admin thing?
Related to #416. I propose we keep the origin label metadata, this way the user can distinguish between different origin bases, such as accident year vs policy year, etc. ```...
**Describe the bug** The most recent version of scipy produces NaNs when ranking link ratios in the initialization of a ValuationCorrelation object. The Mack valuation correlation test requires link ratios...
chainladder currently relies on `patsy` for Wilkinson formulas (R-style formulas). This gets used in `BarnettZehnwirth` and `TweedieGLM`. However, `patsy` is no longer maintained and is instead replaced by [formulaic](https://github.com/matthewwardrop/formulaic). This...
**Describe the bug** It seems some packages used in Chainladder have been updated and are leading to errors when using the package. **To Reproduce** Steps to reproduce the behavior. Code...
**Is your feature request related to a problem? Please describe.** `chainladder-python` currently supports tail patterns to 12 months after the end of a triangle for pattern emergence. This is fine...