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chainladder 0.7.2

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@jbogaardt jbogaardt released this 02 Jul 03:47
· 939 commits to master since this release

Bug fixes:

  • Index slicing not compatible with pandas #84 fixed
  • arithmetic fail #68 - Substantial reworking of how arithmetic works.
  • JSON IO on sub-triangles now works
  • predict and fit_predict methods added to all IBNR models and now function as expected

Enhancements:

  • Allow DevelopmentConstant to take on more than one set of patterns by passing in a callable
  • MunichAdjustmentAllow ` does not work when P/I or I/P ratios cannot be calculated. You can now optionally back-fill zero values with expectaton from simple chainladder so that Munich can be performed on sparser triangles.

Refactors:

  • Performance optimized several triangle functions including slicing and val_to_dev
  • Reduced footprint of ldf_, sigma, and std_err_ triangles
  • Standardized IBNR model methods
  • Changed cdf_, full_triangle_, full_expectation_, ibnr_ to function-based properties instead of in-memory objects to reduce memory footprint