chainladder (python)

chainladder - Property and Casualty Loss Reserving in Python

This package is highly inspired by the popular R ChainLadder package and where equivalent procedures exist, has been heavily tested against the R package.

A goal of this package is to be minimalistic in needing its own API. To that end, we've adopted as much of the pandas API for data manipulation and the scikit-learn API for model construction as possible. The idea here is to allow an actuary already versed in these tools to easily pick up this package. We figure an actuary who uses python has reasonable familiarity with pandas and scikit-learn, so they can spend as little mental energy as possible learning yet another API.

Documentation

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

Installation

To install using pip: pip install chainladder

Alternatively, install directly from github: pip install git+https://github.com/jbogaardt/chainladder-python/

Note: This package requires Python 3.6 and later, numpy 1.12.0 and later, pandas 0.23.0 and later, scikit-learn 0.19.0 and later.