notation update to lossreserve.py and gemdata.py

gpitt71 · Oct 10, 2022 · 1066327 · 1066327
1 parent 24369c6
commit 1066327
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Showing 2 changed files with 8 additions and 5 deletions.
diff --git a/gemdata.py b/gemdata.py
@@ -1,7 +1,7 @@
 from .libraries import *
 
 """Triangle of individual payments"""
-ip_triangle = np.array([[28446, 31963, 37775, 40418, 44116, 50294, 49620, 46410, 48295, 52590, 58599, 60361],
+incremental_payments = np.array([[28446, 31963, 37775, 40418, 44116, 50294, 49620, 46410, 48295, 52590, 58599, 60361],
                        [29251, 36106, 40125, 44499, 45490, 48040, 49991, 49694, 49354, 50606, 53743, np.nan],
                        [12464, 13441, 12951, 15370, 15339, 17843, 19570, 20881, 18304, 18604, np.nan, np.nan],
                        [5144, 5868, 6034, 5594, 5478, 7035, 10047, 8202, 8833, np.nan, np.nan, np.nan],
@@ -15,7 +15,7 @@
                        [727, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan]]).T
 
 """Triangle of claim payments numbers"""
-in_triangle = np.array([[34433, 35475, 37004, 37038, 36849, 39171, 37492, 34188, 31308, 30357, 30717, 30590],
+incurred_number = np.array([[34433, 35475, 37004, 37038, 36849, 39171, 37492, 34188, 31308, 30357, 30717, 30590],
                         [13796, 13718, 13820, 13631, 13416, 12601, 12282, 12245, 10743, 10117, 11081, np.nan],
                         [1589, 1501, 1527, 1463, 1564, 1592, 2057, 1938, 1908, 1611, np.nan, np.nan],
                         [568, 548, 436, 500, 422, 559, 739, 761, 639, np.nan, np.nan, np.nan],
@@ -29,7 +29,7 @@
                         [19, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan]]).T
 
 """Triangle of incurred numbers"""
-cased_number_triangle = np.array([[19508, 18794, 18099, 17565, 17207, 16775, 17413, 17714, 15417, 14126, 15481, 15178],
+cased_number = np.array([[19508, 18794, 18099, 17565, 17207, 16775, 17413, 17714, 15417, 14126, 15481, 15178],
                                   [4038, 3310, 2854, 2732, 2642, 3170, 4396, 4325, 3872, 3751, 3931, np.nan],
                                   [1374, 1114, 838, 875, 869, 1310, 1900, 1885, 1807, 1895, np.nan, np.nan],
                                   [727, 529, 395, 395, 474, 758, 1056, 1006, 1050, np.nan, np.nan, np.nan],
@@ -45,7 +45,7 @@
                                    np.nan]]).T
 
 """Triangle of cased amounts"""
-cased_amount_triangle = np.array(
+cased_payments = np.array(
     [[56551, 63344, 66954, 72768, 76338, 83493, 92136, 97059, 94658, 104836, 112265, 107822],
      [26907, 25706, 25502, 26613, 29399, 37080, 44671, 47808, 44919, 48968, 47921, np.nan],
      [12910, 12497, 13034, 13663, 16012, 19807, 25963, 26658, 26905, 29487, np.nan, np.nan],
@@ -59,7 +59,7 @@
      [1784, 1795, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan],
      [1068, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan]]).T
 
-reported_ = np.array([57133, 57896, 58721, 58248, 57785, 59753, 58772, 54761, 49832, 47899, 49511, 48946])
+reported_claims = np.array([57133, 57896, 58721, 58248, 57785, 59753, 58772, 54761, 49832, 47899, 49511, 48946])
 
 claims_inflation = np.array([1.06, 1.053, 1.045, 1.038, 1.03, 1.03, 1.03, 1.03, 1.03, 1.03, 1.03, 1.03])
 

diff --git a/lossreserve.py b/lossreserve.py
@@ -52,6 +52,9 @@ class LossReserve:
             Incurred number
         * *cased_number* = (``numpy.ndarray``) --
             Cased number
+        * *reported_claims* = (``numpy.ndarray``) --
+            Number of reported claims by accident period.
+            Data must be provided from old to recent.
 
     """