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%matplotlib inline

Using Industry Patterns on a Company

This example demonstrates how you can create development patterns at a particular index grain and apply them to another.


In [ ]:
import chainladder as cl

clrd = cl.load_dataset('clrd')['CumPaidLoss']
clrd = clrd[clrd['LOB'] == 'wkcomp']

industry = clrd.sum()
allstate_industry_cl = cl.Chainladder().fit(industry).predict(clrd.loc['Allstate Ins Co Grp']).ultimate_
allstate_company_cl = cl.Chainladder().fit(clrd.loc['Allstate Ins Co Grp']).ultimate_
diff = (allstate_industry_cl - allstate_company_cl)

print(diff.rename('development',['Industry to Company LDF Diff']))