How do I exclude the last ten evaluation periods of a quarterly triangle?

[ntwong319]

Hi,

I have a quarterly triangle in which I want to use the chainladder method to derive IBNR estimates, but with link ratios excluding the last 10 datapoints.

The code I am using to try and achieve this is shown below:

ibnr_excl_last10 = cl.Pipeline(
    [('dev', cl.Development(drop_valuation = ["2023Q2","2023Q1","2022Q4","2022Q3","2022Q2","2022Q1","2021Q4","2021Q3","2021Q2","2021Q1"] ,average='volume')),
     ('tail', cl.TailConstant(1.00)),
     ('model', cl.Chainladder())]).fit(prop)

ibnr_excl_last10.predict(prop["REP_LALAE"]).ibnr_.to_clipboard()

The output is shown below:

<style> </style>

	2261Q4
1/1/2017
4/1/2017
7/1/2017
########
1/1/2018
4/1/2018
7/1/2018
########
1/1/2019
4/1/2019
7/1/2019	14825.75
########	43126.1
1/1/2020	47141.71
4/1/2020	44111.25
7/1/2020	28143.55
########	20858.93
1/1/2021	28978.53
4/1/2021	-28425.4
7/1/2021	42805.25
########	-149268
1/1/2022	-88903
4/1/2022	-175177
7/1/2022	-306953
########	1237.392
1/1/2023	-43847.6
4/1/2023	529021.2
7/1/2023	9596661

I don't believe what i'm trying to do is working as intended because of the the IBNR not being populated for the first 11 quarters. I have also tried using drop_valuation = ["7/1/2023","4/1/2023","1/1/2023","10/1/2022","7/1/2022","4/1/2022","1/1/2022","10/1/2021","7/1/2021","4/1/2021"] ,average='volume' but that doesn't give me my desired result either.

Thank you for your help.