Friedland Chapter 10 - Cape Cod Technique

chainladder/utils/data/_manifest.py

@@ -181,25 +181,11 @@
         "columns": ["Gross Reported Claims", "Net Reported Claims", "Net to Gross"],
         "cumulative": True,
     },
-    "friedland_us_auto_chg_prod_mix": {
+    "friedland_us_auto": {
         "origin": "Accident Year",
         "development": "Calendar Year",
-        "index": None,
-        "columns": ["Paid Claims", "Reported Claims"],
-        "cumulative": True,
-    },
-    "friedland_us_auto_incr_claim": {
-        "origin": "Accident Year",
-        "development": "Calendar Year",
-        "index": None,
-        "columns": ["Paid Claims", "Reported Claims"],
-        "cumulative": True,
-    },
-    "friedland_us_auto_steady_state": {
-        "origin": "Accident Year",
-        "development": "Calendar Year",
-        "index": None,
-        "columns": ["Paid Claims", "Reported Claims"],
+        "index": ["Scenario"],
+        "columns": ["Paid Claims", "Reported Claims", "Earned Premium"],
         "cumulative": True,
     },
     "friedland_us_industry_auto": {

chainladder/utils/data/friedland_us_auto.csv

@@ -0,0 +1,111 @@
+Accident Year,Calendar Year,Paid Claims,Reported Claims,Earned Premium,Scenario
+1999,1999,470000,1011000,2000000,Steady State
+1999,2000,865000,1254000,2000000,Steady State
+1999,2001,1124000,1377000,2000000,Steady State
+1999,2002,1300000,1454000,2000000,Steady State
+1999,2003,1400000,1477000,2000000,Steady State
+1999,2004,1446000,1493000,2000000,Steady State
+1999,2005,1469000,1500000,2000000,Steady State
+1999,2006,1477000,1500000,2000000,Steady State
+1999,2007,1492000,1500000,2000000,Steady State
+1999,2008,1500000,1500000,2000000,Steady State
+2000,2000,493500,1061550,2100000,Steady State
+2000,2001,908250,1316700,2100000,Steady State
+2000,2002,1180200,1445850,2100000,Steady State
+2000,2003,1365000,1526700,2100000,Steady State
+2000,2004,1470000,1550850,2100000,Steady State
+2000,2005,1518300,1567650,2100000,Steady State
+2000,2006,1542450,1575000,2100000,Steady State
+2000,2007,1550850,1575000,2100000,Steady State
+2000,2008,1566600,1575000,2100000,Steady State
+2001,2001,518175,1114628,2205000,Steady State
+2001,2002,953663,1382535,2205000,Steady State
+2001,2003,1239210,1518143,2205000,Steady State
+2001,2004,1433250,1603035,2205000,Steady State
+2001,2005,1543500,1628393,2205000,Steady State
+2001,2006,1594215,1646033,2205000,Steady State
+2001,2007,1619573,1653750,2205000,Steady State
+2001,2008,1628393,1653750,2205000,Steady State
+2002,2002,544084,1170359,2315250,Steady State
+2002,2003,1001346,1451662,2315250,Steady State
+2002,2004,1301171,1594050,2315250,Steady State
+2002,2005,1504913,1683187,2315250,Steady State
+2002,2006,1620675,1709812,2315250,Steady State
+2002,2007,1673926,1728334,2315250,Steady State
+2002,2008,1700551,1736438,2315250,Steady State
+2003,2003,571288,1228877,2431013,Steady State
+2003,2004,1051413,1524245,2431013,Steady State
+2003,2005,1366229,1673752,2431013,Steady State
+2003,2006,1580158,1767346,2431013,Steady State
+2003,2007,1701709,1795303,2431013,Steady State
+2003,2008,1757622,1814751,2431013,Steady State
+2004,2004,599852,1290321,2552563,Steady State
+2004,2005,1103984,1600457,2552563,Steady State
+2004,2006,1434540,1757440,2552563,Steady State
+2004,2007,1659166,1855713,2552563,Steady State
+2004,2008,1786794,1885068,2552563,Steady State
+2005,2005,629845,1354837,2680191,Steady State
+2005,2006,1159183,1680480,2680191,Steady State
+2005,2007,1506268,1845312,2680191,Steady State
+2005,2008,1742124,1948499,2680191,Steady State
+2006,2006,661337,1422579,2814201,Steady State
+2006,2007,1217142,1764504,2814201,Steady State
+2006,2008,1581581,1937577,2814201,Steady State
+2007,2007,694404,1493707,2954911,Steady State
+2007,2008,1277999,1852729,2954911,Steady State
+2008,2008,729124,1568393,3102656,Steady State
+1999,1999,470000,1011000,2000000,Changing Product Mix
+1999,2000,865000,1254000,2000000,Changing Product Mix
+1999,2001,1124000,1377000,2000000,Changing Product Mix
+1999,2002,1300000,1454000,2000000,Changing Product Mix
+1999,2003,1400000,1477000,2000000,Changing Product Mix
+1999,2004,1446000,1493000,2000000,Changing Product Mix
+1999,2005,1469000,1500000,2000000,Changing Product Mix
+1999,2006,1477000,1500000,2000000,Changing Product Mix
+1999,2007,1492000,1500000,2000000,Changing Product Mix
+1999,2008,1500000,1500000,2000000,Changing Product Mix
+2000,2000,493500,1061550,2100000,Changing Product Mix
+2000,2001,908250,1316700,2100000,Changing Product Mix
+2000,2002,1180200,1445850,2100000,Changing Product Mix
+2000,2003,1365000,1526700,2100000,Changing Product Mix
+2000,2004,1470000,1550850,2100000,Changing Product Mix
+2000,2005,1518300,1567650,2100000,Changing Product Mix
+2000,2006,1542450,1575000,2100000,Changing Product Mix
+2000,2007,1550850,1575000,2100000,Changing Product Mix
+2000,2008,1566600,1575000,2100000,Changing Product Mix
+2001,2001,518175,1114628,2205000,Changing Product Mix
+2001,2002,953663,1382535,2205000,Changing Product Mix
+2001,2003,1239210,1518143,2205000,Changing Product Mix
+2001,2004,1433250,1603035,2205000,Changing Product Mix
+2001,2005,1543500,1628393,2205000,Changing Product Mix
+2001,2006,1594215,1646033,2205000,Changing Product Mix
+2001,2007,1619573,1653750,2205000,Changing Product Mix
+2001,2008,1628393,1653750,2205000,Changing Product Mix
+2002,2002,544084,1170359,2315250,Changing Product Mix
+2002,2003,1001346,1451662,2315250,Changing Product Mix
+2002,2004,1301171,1594050,2315250,Changing Product Mix
+2002,2005,1504913,1683187,2315250,Changing Product Mix
+2002,2006,1620675,1709812,2315250,Changing Product Mix
+2002,2007,1673926,1728334,2315250,Changing Product Mix
+2002,2008,1700551,1736438,2315250,Changing Product Mix
+2003,2003,571288,1228877,2431013,Changing Product Mix
+2003,2004,1051413,1524245,2431013,Changing Product Mix
+2003,2005,1366229,1673752,2431013,Changing Product Mix
+2003,2006,1580158,1767346,2431013,Changing Product Mix
+2003,2007,1701709,1795303,2431013,Changing Product Mix
+2003,2008,1757622,1814751,2431013,Changing Product Mix
+2004,2004,599852,1290321,2552563,Changing Product Mix
+2004,2005,1103984,1600457,2552563,Changing Product Mix
+2004,2006,1434540,1757440,2552563,Changing Product Mix
+2004,2007,1659166,1855713,2552563,Changing Product Mix
+2004,2008,1786794,1885068,2552563,Changing Product Mix
+2005,2005,686001,1505438,2999262,Changing Product Mix
+2005,2006,1276601,1879580,2999262,Changing Product Mix
+2005,2007,1677289,2072490,2999262,Changing Product Mix
+2005,2008,1951435,2193545,2999262,Changing Product Mix
+2006,2006,793305,1776491,3564016,Changing Product Mix
+2006,2007,1493074,2232389,3564016,Changing Product Mix
+2006,2008,1983482,2471446,3564016,Changing Product Mix
+2007,2007,927874,2119832,4281446,Changing Product Mix
+2007,2008,1766164,2680487,4281446,Changing Product Mix
+2008,2008,1097644,2556695,5196516,Changing Product Mix

docs/_toc.yml

@@ -36,6 +36,7 @@ parts:
       - file: friedland/chapter_6.rst
       - file: friedland/chapter_7.rst
       - file: friedland/chapter_9.ipynb
+      - file: friedland/chapter_10.ipynb
   - chapters:
     - file: gallery/index.md
   - chapters: