casact / FASLR

Free Actuarial System for Loss Reserving
https://faslr.com
GNU General Public License v3.0
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Support Mack 1993 correlation tests across valuation years #52

Closed genedan closed 2 years ago

genedan commented 2 years ago

Since this is used as a test for the reasonableness of the development technique, it should be accessible to the user shortly after triangle importation.

raa = cl.load_sample("raa")
print(
    "Correlation across valuation years? ",
    raa.valuation_correlation(p_critical=0.1, total=True).z_critical.values,
)

https://chainladder-python.readthedocs.io/en/latest/tutorials/development-tutorial.html#testing-for-violation-of-chain-ladder-s-assumptions

genedan commented 2 years ago

Nothing fancy, but I added a "Diagnostics" option for the value dropdown which displays a separate widget containing the tests:

image

Since this issue didn't say anything about being able to alter the parameters, I'm creating a separate issue for that.