lossratio 0.0.1.dev0

Loss ratio analysis for insurance experience data (Python implementation by the author of the R package; in development).

lossratio (Python)

Python implementation of lossratio by the same author who wrote the R package. Both packages share the same methodology — chain ladder (Mack), exposure-driven (ED), and stage-adaptive (SA) loss-ratio projection methods, maturity point and convergence point detection ($k^*$, $k^{**}$), cohort regime change detection, and a hold-out backtest framework — applied to long-duration insurance experience data.

This Python implementation is in development. The package is reserved on PyPI under PEP 541 legitimate future-use provisions.

Current status

• pip install lossratio installs this placeholder (version 0.0.1.dev0).
• The package currently only exposes a __version__ attribute.
• The working implementation is the R package; the Python version is being built up incrementally.

R package (working today)

• Source: https://github.com/seokhoonj/lossratio
• Documentation: https://seokhoonj.github.io/lossratio/
• 한국어 문서: https://seokhoonj.github.io/lossratio/ko/

remotes::install_github("seokhoonj/lossratio")
library(lossratio)

Author

Seokhoon Joo ([e-mail]) — author of both the R and Python implementations.

License

MPL-2.0 (Mozilla Public License 2.0).