chainladder 0.9.1

Chainladder Package - P&C Loss Reserving package

chainladder: Property and Casualty Loss Reserving in Python

Welcome! The chainladder package was built to be able to handle all of your actuarial needs in python. It consists of popular actuarial tools, such as triangle data manipulation, link ratios calculation, and IBNR estimates with both deterministic and stochastic models. We build this package so you no longer have to rely on outdated softwares and tools when performing actuarial pricing or reserving indications.

This package strives to be minimalistic in needing its own API. The syntax mimics popular packages pandas for data manipulation and scikit-learn for model construction. An actuary that is already familiar with these tools will be able to pick up this package with ease. You will be able to save your mental energy for actual actuarial work.

Chainladder is built by a group of volunteers, and we need YOUR help!

This package is written in Python, if you are looking for a similar package written in R, please visit chainladder.

Dedicated Documentation Site

We have a dedicated documentation website, where you can find installation instructions, tutorials, example galleries, sample datasets, API references, change log history, and more.

Visit Chainladder-Python on Read the Docs.

Contributors Working Group

We also have a Contributors Working Group that meets for one hour approximately every two weeks. We are part of the CAS volunteer groups and are supported by the CAS. If you are interested, you are welcome to join us through the Open-Source Projects Working Group.

We currently meet on Fridays 11:00am - Noon ET, but we periodically adjust meeting times to accommodate contributors across time zones around the globe. Our meetings are relaxed and collaborative, with discussions around milestones, package design ideas, open issues, and other behind-the-scenes work on GitHub.

We welcome contributors of all skill levels, including CAS members, its affiliate members, industry researchers, educators, students, and CAS candidates. To join us, you may respond to the CAS annual Volunteer Interest and Participation (VIP) Survey, reach out to a CAS staff persons (Heather Davis <[e-mail]>, Elizabeth Smith <[e-mail]>), or the working group chair (Kenneth Hsu <[e-mail]>), and we will be happy to welcome you into the group.

Licenses

This package is released under Mozilla Public License 2.0.