|
657 | 657 | }, |
658 | 658 | { |
659 | 659 | "cell_type": "code", |
660 | | - "execution_count": 6, |
| 660 | + "execution_count": 7, |
661 | 661 | "id": "252ed464-a589-4a09-9bc7-937c4b0a8529", |
662 | 662 | "metadata": {}, |
663 | 663 | "outputs": [ |
|
704 | 704 | "2020 1.034456" |
705 | 705 | ] |
706 | 706 | }, |
707 | | - "execution_count": 6, |
| 707 | + "execution_count": 7, |
708 | 708 | "metadata": {}, |
709 | 709 | "output_type": "execute_result" |
710 | 710 | } |
|
713 | 713 | "data = pd.DataFrame({\n", |
714 | 714 | " 'Year': [2016, 2017, 2018, 2019, 2020],\n", |
715 | 715 | " 'EarnedPremium': [10_000]*5})\n", |
716 | | - "prem_tri = cl.Triangle(data, origin='Year', columns='EarnedPremium')\n", |
| 716 | + "prem_tri = cl.Triangle(data, origin='Year', columns='EarnedPremium', cumulative = True)\n", |
717 | 717 | "prem_tri = cl.ParallelogramOLF(rate_history, change_col='RateChange', date_col='EffDate').fit_transform(prem_tri)\n", |
718 | 718 | "prem_tri.olf_" |
719 | 719 | ] |
|
757 | 757 | }, |
758 | 758 | { |
759 | 759 | "cell_type": "code", |
760 | | - "execution_count": 7, |
| 760 | + "execution_count": 8, |
761 | 761 | "id": "af652141-0a29-4dcf-9807-18f252c6cd3c", |
762 | 762 | "metadata": {}, |
763 | 763 | "outputs": [ |
|
767 | 767 | "True" |
768 | 768 | ] |
769 | 769 | }, |
770 | | - "execution_count": 7, |
| 770 | + "execution_count": 8, |
771 | 771 | "metadata": {}, |
772 | 772 | "output_type": "execute_result" |
773 | 773 | } |
|
801 | 801 | }, |
802 | 802 | { |
803 | 803 | "cell_type": "code", |
804 | | - "execution_count": 8, |
| 804 | + "execution_count": 9, |
805 | 805 | "id": "dae2933e-864f-4d42-a866-e3fda52d1f2a", |
806 | 806 | "metadata": {}, |
807 | 807 | "outputs": [ |
|
972 | 972 | "1997 1.00 NaN NaN NaN NaN NaN NaN NaN NaN NaN" |
973 | 973 | ] |
974 | 974 | }, |
975 | | - "execution_count": 8, |
| 975 | + "execution_count": 9, |
976 | 976 | "metadata": {}, |
977 | 977 | "output_type": "execute_result" |
978 | 978 | } |
|
981 | 981 | "ppauto_loss = cl.load_sample('clrd').groupby('LOB').sum().loc['ppauto', 'CumPaidLoss']\n", |
982 | 982 | "cl.Trend(\n", |
983 | 983 | " trends=[.05, .03],\n", |
984 | | - " dates=[('1997-12-31', '1995'),('1995', '1992-07')]\n", |
| 984 | + " dates=[('1997-12-31', '1995-01-01'),('1995-01-01', '1992-07-01')]\n", |
985 | 985 | ").fit(ppauto_loss).trend_.round(2)" |
986 | 986 | ] |
987 | | - }, |
988 | | - { |
989 | | - "cell_type": "code", |
990 | | - "execution_count": null, |
991 | | - "id": "eaaf2ea2-cf4e-4549-ae83-4f1b6476e30e", |
992 | | - "metadata": {}, |
993 | | - "outputs": [], |
994 | | - "source": [] |
995 | 987 | } |
996 | 988 | ], |
997 | 989 | "metadata": { |
998 | 990 | "kernelspec": { |
999 | | - "display_name": "Python 3.7.11 ('cl_dev')", |
| 991 | + "display_name": "Python 3 (ipykernel)", |
1000 | 992 | "language": "python", |
1001 | 993 | "name": "python3" |
1002 | 994 | }, |
|
1010 | 1002 | "name": "python", |
1011 | 1003 | "nbconvert_exporter": "python", |
1012 | 1004 | "pygments_lexer": "ipython3", |
1013 | | - "version": "3.7.11" |
| 1005 | + "version": "3.9.12" |
1014 | 1006 | }, |
1015 | 1007 | "vscode": { |
1016 | 1008 | "interpreter": { |
|
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