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chainladder 0.7.0

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@jbogaardt jbogaardt released this 02 Jun 12:19
· 1164 commits to master since this release

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.