Friedland Chapter 11

chainladder/core/base.py

@@ -369,7 +369,7 @@ def nan_triangle(self):
         This becomes useful when managing array arithmetic.
         """
         xp = self.get_array_module()
-        if self.is_pattern or self.is_ultimate:
+        if self.is_ultimate:
             return xp.ones(self.values.shape[2:], dtype="float16")
         val_array = np.array(self.valuation).reshape(self.shape[-2:], order="f")
         nan_triangle = np.array(pd.DataFrame(val_array) > self.valuation_date)
@@ -601,6 +601,9 @@ def _drop_subtriangles(self):
             del self.sigma_
         if "std_err_" in sub_tris:
             del self.std_err_
+        #w_ is currently stored as an ndarray
+        if hasattr(self, "w_"):
+            del self.w_
 
     @property
     def subtriangles(self):

chainladder/utils/data/_manifest.py

@@ -148,6 +148,7 @@
             "Reported Claim Counts",
             "Disposal Rate",
             "Paid Claims",
+            "Reported Claims",
         ],
         "cumulative": True,
     },
@@ -267,14 +268,7 @@
         "origin": "Accident Year",
         "development": "Calendar Year",
         "index": None,
-        "columns": ["Paid Claims", "Reported Claims", "Closed Claim Counts", "Reported Claim Counts", "Case Outstanding", "Reported Severities", "Earned Premium"],
-        "cumulative": True,
-    },
-    "friedland_xyz_disp": {
-        "origin": "Accident Year",
-        "development": "Calendar Year",
-        "index": None,
-        "columns": ["Disposal Rate", "Closed Claim Counts", "Paid Claims"],
+        "columns": ["Paid Claims", "Reported Claims", "Closed Claim Counts", "Reported Claim Counts", "Case Outstanding", "Reported Severities", "Earned Premium","Incremental Paid Severity"],
         "cumulative": True,
     },
     "genins": {

chainladder/utils/data/friedland_auto_freq_sev.csv

@@ -1,56 +1,56 @@
-Accident Half-Year,Calendar Half-Year,Closed Claim Counts,Reported Claim Counts,Reported Claims,Reported Severity,Paid Claims
-2003-07,2003-07,2547,3556,14235000,4003,
-2003-07,2004-01,3262,3314,14960000,4514,
-2003-07,2004-07,3287,3301,14921000,4520,
-2003-07,2005-01,3291,3299,14911000,4520,
-2003-07,2005-07,3292,3295,14926000,4530,
-2003-07,2006-01,3292,3294,14864000,4512,
-2003-07,2006-07,3292,3293,14860000,4513,
-2003-07,2007-01,3292,3293,14854000,4511,
-2003-07,2007-07,3292,3293,14850000,4510,
-2003-07,2008-01,3292,3292,14847000,4510,14846000
-2004-01,2004-01,2791,3492,14548000,4166,
-2004-01,2004-07,3217,3262,14674000,4498,
-2004-01,2005-01,3240,3250,14643000,4506,
-2004-01,2005-07,3242,3247,14626000,4505,
-2004-01,2006-01,3243,3247,14621000,4503,
-2004-01,2006-07,3243,3245,14610000,4502,
-2004-01,2007-01,3243,3245,14610000,4502,
-2004-01,2007-07,3243,3244,14611000,4504,
-2004-01,2008-01,3242,3243,14617000,4507,14614000
-2004-07,2004-07,2099,2980,12129000,4070,
-2004-07,2005-01,2677,2712,12576000,4637,
-2004-07,2005-07,2695,2704,12541000,4638,
-2004-07,2006-01,2697,2702,12531000,4638,
-2004-07,2006-07,2697,2700,12523000,4683,
-2004-07,2007-01,2698,2700,12523000,4638,
-2004-07,2007-07,2698,2699,12510000,4635,
-2004-07,2008-01,2698,2699,12502000,4632,12502000
-2005-01,2005-01,2370,2896,11980000,4137,
-2005-01,2005-07,2735,2768,11921000,4307,
-2005-01,2006-01,2751,2761,11882000,4304,
-2005-01,2006-07,2754,2758,11862000,4301,
-2005-01,2007-01,2755,2758,11854000,4298,
-2005-01,2007-07,2755,2758,11844000,4294,
-2005-01,2008-01,2756,2757,11841000,4295,11840000
-2005-07,2005-07,1966,2814,11283000,4010,
-2005-07,2006-01,2609,2650,11843000,4469,
-2005-07,2006-07,2630,2640,11805000,4472,
-2005-07,2007-01,2634,2639,11789000,4467,
-2005-07,2007-07,2634,2638,11772000,4462,
-2005-07,2008-01,2634,2636,11770000,4465,11765000
-2006-01,2006-01,2261,2808,11947000,4254,
-2006-01,2006-07,2671,2712,11856000,4372,
-2006-01,2007-01,2694,2704,11820000,4371,
-2006-01,2007-07,2696,2701,11772000,4359,
-2006-01,2008-01,2697,2700,11760000,4356,11755000
-2006-07,2006-07,1949,2799,12503000,4467,
-2006-07,2007-01,2637,2675,12762000,4771,
-2006-07,2007-07,2659,2670,12706000,4759,
-2006-07,2008-01,2662,2668,12697000,4759,12679000
-2007-01,2007-01,2059,2578,11662000,4524,
-2007-01,2007-07,2496,2533,11523000,4549,
-2007-01,2008-01,2520,2529,11492000,4544,11406000
-2007-07,2007-07,2083,2791,12647000,4531,
-2007-07,2008-01,2732,2778,12854000,4627,12648000
-2008-01,2008-01,2533,3139,14071000,4483,11833000
+Accident Half-Year,Calendar Half-Year,Closed Claim Counts,Reported Claim Counts,Reported Claims,Reported Severity,Paid Claims
+2003-07,2003-07,2547,3556,14234668,4003,
+2003-07,2004-01,3262,3314,14959396,4514,
+2003-07,2004-07,3287,3301,14920520,4520,
+2003-07,2005-01,3291,3299,14911480,4520,
+2003-07,2005-07,3292,3295,14926350,4530,
+2003-07,2006-01,3292,3294,14862528,4512,
+2003-07,2006-07,3292,3293,14861309,4513,
+2003-07,2007-01,3292,3293,14854723,4511,
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+2003-07,2008-01,3292,3292,14846920,4510,14846000
+2004-01,2004-01,2791,3492,14547672,4166,
+2004-01,2004-07,3217,3262,14672476,4498,
+2004-01,2005-01,3240,3250,14644500,4506,
+2004-01,2005-07,3242,3247,14627735,4505,
+2004-01,2006-01,3243,3247,14621241,4503,
+2004-01,2006-07,3243,3245,14608990,4502,
+2004-01,2007-01,3243,3245,14608990,4502,
+2004-01,2007-07,3243,3244,14610976,4504,
+2004-01,2008-01,3242,3243,14616201,4507,14614000
+2004-07,2004-07,2099,2980,12128600,4070,
+2004-07,2005-01,2677,2712,12575544,4637,
+2004-07,2005-07,2695,2704,12541152,4638,
+2004-07,2006-01,2697,2702,12531876,4638,
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+2004-07,2008-01,2698,2699,12501768,4632,12502000
+2005-01,2005-01,2370,2896,11980752,4137,
+2005-01,2005-07,2735,2768,11921776,4307,
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+2005-01,2006-07,2754,2758,11862158,4301,
+2005-01,2007-01,2755,2758,11853884,4298,
+2005-01,2007-07,2755,2758,11842852,4294,
+2005-01,2008-01,2756,2757,11841315,4295,11840000
+2005-07,2005-07,1966,2814,11284140,4010,
+2005-07,2006-01,2609,2650,11842850,4469,
+2005-07,2006-07,2630,2640,11806080,4472,
+2005-07,2007-01,2634,2639,11788413,4467,
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+2005-07,2008-01,2634,2636,11769740,4465,11765000
+2006-01,2006-01,2261,2808,11945232,4254,
+2006-01,2006-07,2671,2712,11856864,4372,
+2006-01,2007-01,2694,2704,11819184,4371,
+2006-01,2007-07,2696,2701,11773659,4359,
+2006-01,2008-01,2697,2700,11761200,4356,11755000
+2006-07,2006-07,1949,2799,12503133,4467,
+2006-07,2007-01,2637,2675,12762425,4771,
+2006-07,2007-07,2659,2670,12706530,4759,
+2006-07,2008-01,2662,2668,12697012,4759,12679000
+2007-01,2007-01,2059,2578,11662872,4524,
+2007-01,2007-07,2496,2533,11522617,4549,
+2007-01,2008-01,2520,2529,11491776,4544,11406000
+2007-07,2007-07,2083,2791,12646021,4531,
+2007-07,2008-01,2732,2778,12853806,4627,12648000
+2008-01,2008-01,2533,3139,14072137,4483,11833000

chainladder/utils/data/friedland_gl_insurer.csv

@@ -1,37 +1,37 @@
-Accident Year,Calendar Year,Closed Claim Counts,Reported Claim Counts,Disposal Rate,Paid Claims
-2001,2001,195,1299,0.223,1119962
-2001,2002,375,1077,0.43,4373268
-2001,2003,510,1057,0.584,8398345
-2001,2004,625,965,0.716,13490793
-2001,2005,702,930,0.804,17372233
-2001,2006,752,917,0.862,22052662
-2001,2007,780,864,0.894,27359691
-2001,2008,796,870,0.912,29901361
-2002,2002,199,847,0.277,1411957
-2002,2003,349,945,0.485,6287005
-2002,2004,445,864,0.618,11443820
-2002,2005,508,787,0.706,15520552
-2002,2006,563,784,0.782,21295572
-2002,2007,594,743,0.826,28410418
-2002,2008,626,731,0.87,32468911
-2003,2003,106,800,0.169,984748
-2003,2004,294,831,0.47,6128957
-2003,2005,383,762,0.612,10470758
-2003,2006,453,704,0.724,14604684
-2003,2007,499,669,0.797,21936647
-2003,2008,542,636,0.866,23942499
-2004,2004,126,823,0.2,1158659
-2004,2005,281,862,0.447,5811172
-2004,2006,377,797,0.599,10497504
-2004,2007,445,728,0.707,15087416
-2004,2008,494,684,0.785,18242570
-2005,2005,114,828,0.194,1198767
-2005,2006,249,850,0.423,5103837
-2005,2007,315,765,0.536,9042134
-2005,2008,403,687,0.685,15443929
-2006,2006,114,824,0.206,1220778
-2006,2007,229,809,0.414,4594746
-2006,2008,300,734,0.543,8983864
-2007,2007,79,604,0.18,796774
-2007,2008,188,620,0.429,4233641
-2008,2008,127,812,0.209,1445365
+Accident Year,Calendar Year,Closed Claim Counts,Reported Claim Counts,Disposal Rate,Paid Claims,Reported Claims
+2001,2001,195,1299,0.223,1119962,
+2001,2002,375,1077,0.43,4373268,
+2001,2003,510,1057,0.584,8398345,
+2001,2004,625,965,0.716,13490793,
+2001,2005,702,930,0.804,17372233,
+2001,2006,752,917,0.862,22052662,
+2001,2007,780,864,0.894,27359691,
+2001,2008,796,870,0.912,29901361,35592000
+2002,2002,199,847,0.277,1411957,
+2002,2003,349,945,0.485,6287005,
+2002,2004,445,864,0.618,11443820,
+2002,2005,508,787,0.706,15520552,
+2002,2006,563,784,0.782,21295572,
+2002,2007,594,743,0.826,28410418,
+2002,2008,626,731,0.87,32468911,36330000
+2003,2003,106,800,0.169,984748,
+2003,2004,294,831,0.47,6128957,
+2003,2005,383,762,0.612,10470758,
+2003,2006,453,704,0.724,14604684,
+2003,2007,499,669,0.797,21936647,
+2003,2008,542,636,0.866,23942499,31900000
+2004,2004,126,823,0.2,1158659,
+2004,2005,281,862,0.447,5811172,
+2004,2006,377,797,0.599,10497504,
+2004,2007,445,728,0.707,15087416,
+2004,2008,494,684,0.785,18242570,39716000
+2005,2005,114,828,0.194,1198767,
+2005,2006,249,850,0.423,5103837,
+2005,2007,315,765,0.536,9042134,
+2005,2008,403,687,0.685,15443929,32667000
+2006,2006,114,824,0.206,1220778,
+2006,2007,229,809,0.414,4594746,
+2006,2008,300,734,0.543,8983864,27774000
+2007,2007,79,604,0.18,796774,
+2007,2008,188,620,0.429,4233641,16246000
+2008,2008,127,812,0.209,1445365,8216000

chainladder/utils/data/friedland_xyz_auto_bi.csv

@@ -1,67 +1,67 @@
-Accident Year,Calendar Year,Paid Claims,Reported Claims,Closed Claim Counts,Reported Claim Counts,Case Outstanding,Reported Severities,Earned Premium
-1998,1998,,,,,,,20000
-1998,1999,,,,,,,20000
-1998,2000,6309,11171,,,4861,,20000
-1998,2001,8521,12380,510,634,3859,19526,20000
-1998,2002,10082,13216,547,635,3134,20813,20000
-1998,2003,11620,14067,575,635,2447,22152,20000
-1998,2004,13242,14688,598,637,1446,23058,20000
-1998,2005,14419,16366,612,637,1947,25692,20000
-1998,2006,15311,16163,620,637,853,25374,20000
-1998,2007,15764,15835,635,637,71,24859,20000
-1998,2008,15822,15822,637,637,0,24839,20000
-1999,1999,,,,,,,31500
-1999,2000,4666,13255,,,8589,,31500
-1999,2001,9861,16405,686,1026,6544,15989,31500
-1999,2002,13971,19639,819,1039,5668,18902,31500
-1999,2003,18127,22473,910,1047,4347,21464,31500
-1999,2004,22032,23764,980,1050,1732,22632,31500
-1999,2005,23511,25094,1007,1053,1583,23831,31500
-1999,2006,24146,24795,1036,1047,649,23682,31500
-1999,2007,24592,25071,1039,1047,479,23946,31500
-1999,2008,24817,25107,1044,1047,290,23980,31500
-2000,2000,1302,15676,,,14374,,45000
-2000,2001,6513,18749,650,1354,12237,13847,45000
-2000,2002,12139,21900,932,1397,9760,15676,45000
-2000,2003,17828,27144,1095,1411,9316,19237,45000
-2000,2004,24030,29488,1216,1410,5458,20914,45000
-2000,2005,28853,34458,1292,1408,5605,24473,45000
-2000,2006,33222,36949,1367,1408,3727,26242,45000
-2000,2007,35902,37505,1391,1408,1603,26637,45000
-2000,2008,36782,37246,1402,1408,465,26453,45000
-2001,2001,1539,11827,304,1305,10288,9063,50000
-2001,2002,5952,16004,681,1421,10052,11262,50000
-2001,2003,12319,21022,936,1449,8703,14508,50000
-2001,2004,18609,26578,1092,1458,7969,18229,50000
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-2001,2006,31090,37136,1357,1455,6046,25523,50000
-2001,2007,37070,38541,1432,1455,1471,26489,50000
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-2002,2002,2318,12811,203,1342,10494,9546,61183
-2002,2003,7932,20370,607,1514,12439,13455,61183
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-2002,2005,22095,37667,1089,1557,15572,24192,61183
-2002,2006,31945,44414,1327,1549,12469,28673,61183
-2002,2007,40629,48701,1464,1552,8072,31379,61183
-2002,2008,44437,48169,1523,1554,3731,30997,61183
-2003,2003,1743,9651,181,1373,7908,7029,69175
-2003,2004,6240,16995,614,1616,10755,10517,69175
-2003,2005,12683,30354,941,1630,17671,18622,69175
-2003,2006,22892,40594,1263,1626,17702,24966,69175
-2003,2007,34505,44231,1507,1629,9726,27152,69175
-2003,2008,39320,44373,1568,1629,5052,27239,69175
-2004,2004,2221,16995,235,1932,14774,8796,99322
-2004,2005,9898,40180,848,2168,30281,18533,99322
-2004,2006,25950,58866,1442,2234,32916,26350,99322
-2004,2007,43439,71707,1852,2249,28268,31884,99322
-2004,2008,52811,70288,2029,2258,17477,31129,99322
-2005,2005,3043,28674,295,2067,25631,13872,138151
-2005,2006,12219,47432,1119,2293,35213,20686,138151
-2005,2007,27073,70340,1664,2367,43268,29717,138151
-2005,2008,40026,70655,1946,2390,30629,29563,138151
-2006,2006,3531,27066,307,1473,23535,18375,107578
-2006,2007,11778,46783,906,1645,35005,28440,107578
-2006,2008,22819,48804,1201,1657,25985,29453,107578
-2007,2007,3529,19477,329,1192,15948,16340,62438
-2007,2008,11865,31732,791,1264,19867,25104,62438
-2008,2008,3409,18632,276,1036,15223,17985,47797
+Accident Year,Calendar Year,Paid Claims,Reported Claims,Closed Claim Counts,Reported Claim Counts,Case Outstanding,Reported Severities,Earned Premium,Incremental Paid Severity
+1998,1998,,,,,,,20000,
+1998,1999,,,,,,,20000,
+1998,2000,6309,11171,,,4861,,20000,
+1998,2001,8521,12380,510,634,3859,19526,20000,
+1998,2002,10082,13216,547,635,3134,20813,20000,
+1998,2003,11620,14067,575,635,2447,22152,20000,
+1998,2004,13242,14688,598,637,1446,23058,20000,
+1998,2005,14419,16366,612,637,1947,25692,20000,
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+1998,2007,15764,15835,635,637,71,24859,20000,
+1998,2008,15822,15822,637,637,0,24839,20000,
+1999,1999,,,,,,,31500,
+1999,2000,4666,13255,,,8589,,31500,
+1999,2001,9861,16405,686,1026,6544,15989,31500,
+1999,2002,13971,19639,819,1039,5668,18902,31500,
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+1999,2004,22032,23764,980,1050,1732,22632,31500,
+1999,2005,23511,25094,1007,1053,1583,23831,31500,
+1999,2006,24146,24795,1036,1047,649,23682,31500,
+1999,2007,24592,25071,1039,1047,479,23946,31500,
+1999,2008,24817,25107,1044,1047,290,23980,31500,
+2000,2000,1302,15676,,,14374,,45000,
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+2001,2002,5952,16004,681,1421,10052,11262,50000,11705
+2001,2003,12319,21022,936,1449,8703,14508,50000,24969
+2001,2004,18609,26578,1092,1458,7969,18229,50000,40317
+2001,2005,24387,34205,1225,1458,9818,23460,50000,43445
+2001,2006,31090,37136,1357,1455,6046,25523,50000,50781
+2001,2007,37070,38541,1432,1455,1471,26489,50000,79730
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+2002,2004,13822,26656,841,1548,12833,17219,61183,25175
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+2002,2006,31945,44414,1327,1549,12469,28673,61183,41386
+2002,2007,40629,48701,1464,1552,8072,31379,61183,63382
+2002,2008,44437,48169,1523,1554,3731,30997,61183,64556
+2003,2003,1743,9651,181,1373,7908,7029,69175,9631
+2003,2004,6240,16995,614,1616,10755,10517,69175,10386
+2003,2005,12683,30354,941,1630,17671,18622,69175,19703
+2003,2006,22892,40594,1263,1626,17702,24966,69175,31706
+2003,2007,34505,44231,1507,1629,9726,27152,69175,47592
+2003,2008,39320,44373,1568,1629,5052,27239,69175,78942
+2004,2004,2221,16995,235,1932,14774,8796,99322,9452
+2004,2005,9898,40180,848,2168,30281,18533,99322,12524
+2004,2006,25950,58866,1442,2234,32916,26350,99322,27023
+2004,2007,43439,71707,1852,2249,28268,31884,99322,42657
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+2006,2006,3531,27066,307,1473,23535,18375,107578,11502
+2006,2007,11778,46783,906,1645,35005,28440,107578,13768
+2006,2008,22819,48804,1201,1657,25985,29453,107578,37427
+2007,2007,3529,19477,329,1192,15948,16340,62438,10726
+2007,2008,11865,31732,791,1264,19867,25104,62438,18043
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