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casact / chainladder-python

Actuarial reserving in Python
https://chainladder-python.readthedocs.io/en/latest/
Mozilla Public License 2.0
191 stars 71 forks source link
actuarial actuary chainladder estimators pandas python reserving scikit-learn

readme

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.. |PyPI version| image:: https://badge.fury.io/py/chainladder.svg :target: https://badge.fury.io/py/chainladder

.. |Conda Version| image:: https://img.shields.io/conda/vn/conda-forge/chainladder.svg :target: https://anaconda.org/conda-forge/chainladder

.. |Build Status| image:: https://github.com/casact/chainladder-python/workflows/Unit%20Tests/badge.svg

.. |Documentation Status| image:: https://readthedocs.org/projects/chainladder-python/badge/?version=latest :target: https://chainladder-python.readthedocs.io/en/latest/?badge=latest

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chainladder (python)

|PyPI version| |Conda Version| |Build Status| |codecov io| |Documentation Status|

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 We build this package so you no longer have to rely on outdated softwares and tools when performing actuarial pricing or reserving indications.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_.

.. _pandas: https://pandas.pydata.org/ .. _scikit-learn: https://scikit-learn.org/stable/ .. _chainladder: https://github.com/mages/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_.

.. _Chainladder-Python on Read the Docs: https://chainladder-python.readthedocs.io/

Licenses

This package is released under Mozilla Public License 2.0_.

.. _Mozilla Public License 2.0: https://github.com/casact/chainladder-python/blob/master/LICENSE