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chainladder (python)

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chainladder - Property and Casualty Loss Reserving in Python

This package gets inspiration from the popular R ChainLadder package.

This package strives to be minimalistic in needing its own API. Think in pandas for data manipulation and scikit-learn for model construction. An actuary already versed in these tools will pick up this package with ease. Save your mental energy for actuarial work.

Available Estimators

chainladder has an ever growing list of estimators that work seemlessly together:

Loss Development Tails Factors IBNR Models Adjustments Workflow
Development TailCurve Chainladder BootstrapODPSample VotingChainladder
DevelopmentConstant TailConstant MackChainladder BerquistSherman

Pipeline

MunichAdjustment TailBondy BornhuettterFerguson ParallelogramOLF GridSearch
ClarkLDF TailClark Benktander Trend
IncrementalAdditive CapeCod
CaseOutstanding

Documentation

Please visit the Documentation page for examples, how-tos, and source code documentation.

Getting Started Tutorials

Tutorial notebooks are available for download here.

Installation

To install using pip: pip install chainladder

To instal using conda: conda install -c conda-forge chainladder

Alternatively for pre-release functionality, install directly from github: pip install git+https://github.com/casact/chainladder-python/

Note: This package requires Python>=3.5 to Python<3.9, numpy 1.12.0 and later, pandas 0.23.0 and later, scikit-learn 0.18.0 and later.

Questions?

Feel free to reach out on Gitter.

Want to contribute?

Check out our contributing guidelines.

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