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casact / chainladder-python

Actuarial reserving in Python
https://chainladder-python.readthedocs.io/en/latest/
Mozilla Public License 2.0
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[BUG] #445

Closed jbogaardt closed 1 year ago

jbogaardt commented 1 year ago

Describe the bug grain method doesn't produce an appropriate value.

To Reproduce Steps to reproduce the behavior. Code should be self-contained and runnable against publicly available data. For example:

import chainladder as cl
prism = cl.load_sample('prism')['Paid'].sum()
prism[prism.valuation<='2017-07-01'].grain('OYDQ')

Expected behavior I expect the most recent accident year to only have two quarters of development data, but it has 4 quarters of development data.

jbogaardt commented 1 year ago

Superceded by #456