## reserving.OneYearFit The simulated one-year view of every segment, from Usage ``` python reserving.OneYearFit() ``` [OdpBootstrap.one_year](reserving.OdpBootstrap.md#prospicio.reserving.OdpBootstrap.one_year) or [MackBootstrap.one_year](reserving.MackBootstrap.md#prospicio.reserving.MackBootstrap.one_year) ([model](reserving.OneYearFit.md#prospicio.reserving.OneYearFit.model) says which). [cdr](reserving.OneYearFit.md#prospicio.reserving.OneYearFit.cdr) is one joint distribution of the claims development result with the triangle's keys and `"origin"` as dimensions, so `cdr.aggregate(["lob"])` keeps the dependence between segments, and `cdr.quantile(0.005)` is minus the one-year value at risk at 99.5%. Per-origin lists run over the origins of each segment in turn, like the rows of [to_frame()](reserving.MackFit.md#prospicio.reserving.MackFit.to_frame) and the components of [cdr](reserving.OneYearFit.md#prospicio.reserving.OneYearFit.cdr). [fitted](models.GlmFit.md#prospicio.models.GlmFit.fitted), [residuals](reserving.OneYearFit.md#prospicio.reserving.OneYearFit.residuals) and [scale](reserving.ClarkFit.md#prospicio.reserving.ClarkFit.scale) need a single-segment fit; for several segments use `segment(...)` or [totals_frame()](reserving.MackFit.md#prospicio.reserving.MackFit.totals_frame). [fitted](models.GlmFit.md#prospicio.models.GlmFit.fitted) and [scale](reserving.ClarkFit.md#prospicio.reserving.ClarkFit.scale) are the ODP bootstrap's ([OdpBootstrapFit](reserving.OdpBootstrapFit.md#prospicio.reserving.OdpBootstrapFit)'s), [mack](reserving.OneYearFit.md#prospicio.reserving.OneYearFit.mack) is Mack's bootstrap's model (a [MackFit](reserving.MackFit.md#prospicio.reserving.MackFit) of every segment, as [chain_ladder](reserving.MackFit.md#prospicio.reserving.MackFit.chain_ladder)), and [residuals](reserving.OneYearFit.md#prospicio.reserving.OneYearFit.residuals) are either's. ## Attributes | Name | Description | |----|----| | [cdr](#cdr) | Joint distribution of the claims development result (opening less | | [chain_ladder](#chain_ladder) | The bootstrap's chain ladder: the factors the simulated next cells | | [development](#development) | Development ages in months. | | [fitted](#fitted) | The ODP bootstrap's fitted incremental values, | | [index](#index) | Label of each segment, as [Triangle.index](reserving.Triangle.md#prospicio.reserving.Triangle.index). | | [keys](#keys) | Names of the triangle's key columns; empty without keys. | | [latest](#latest) | Latest observed value per origin. | | [mack](#mack) | Mack's model behind [MackBootstrap.one_year](reserving.MackBootstrap.md#prospicio.reserving.MackBootstrap.one_year), with its lifetime | | [model](#model) | The bootstrap's model: `"odp"` or `"mack"`. | | [opening_reserve](#opening_reserve) | The opening ultimate less the latest value, per origin. | | [opening_ultimate](#opening_ultimate) | The method's ultimate per origin on the observed triangle. | | [origins](#origins) | Origin period of each per-origin value and CDR component. | | [residuals](#residuals) | The residuals the bootstrap resamples, `[origin][development]`: | | [scale](#scale) | The ODP bootstrap's scale parameter `phi`. | ------------------------------------------------------------------------ #### cdr Joint distribution of the claims development result (opening less `cdr: PredictiveDistribution` closing ultimate) by segment and origin: the triangle's keys and `"origin"` are its dimensions, one component per segment and origin, one row per simulation. Its [mean](risk.Gpd.md#prospicio.risk.Gpd.mean), [variance](distributions.Grid.md#prospicio.distributions.Grid.variance) and [quantile](risk.Gpd.md#prospicio.risk.Gpd.quantile) describe the total. Columns of [draw_matrix()](distributions.PredictiveDistribution.md#prospicio.distributions.PredictiveDistribution.draw_matrix) follow [origins](reserving.MackFit.md#prospicio.reserving.MackFit.origins). ------------------------------------------------------------------------ #### chain_ladder The bootstrap's chain ladder: the factors the simulated next cells `chain_ladder: ChainLadderFit` develop with (volume-weighted for the ODP, Mack's averaging for Mack's). ------------------------------------------------------------------------ #### development Development ages in months. `development: list[int]` ------------------------------------------------------------------------ #### fitted The ODP bootstrap's fitted incremental values, `fitted: list[list[float]]` `[origin][development]`. ------------------------------------------------------------------------ #### index Label of each segment, as [Triangle.index](reserving.Triangle.md#prospicio.reserving.Triangle.index). `index: list[Any]` ------------------------------------------------------------------------ #### keys Names of the triangle's key columns; empty without keys. `keys: list[str]` ------------------------------------------------------------------------ #### latest Latest observed value per origin. `latest: list[float]` ------------------------------------------------------------------------ #### mack Mack's model behind [MackBootstrap.one_year](reserving.MackBootstrap.md#prospicio.reserving.MackBootstrap.one_year), with its lifetime `mack: MackFit` standard errors and [claims_development_result()](reserving.MackFit.md#prospicio.reserving.MackFit.claims_development_result). ------------------------------------------------------------------------ #### model The bootstrap's model: `"odp"` or `"mack"`. `model: str` ------------------------------------------------------------------------ #### opening_reserve The opening ultimate less the latest value, per origin. `opening_reserve: list[float]` ------------------------------------------------------------------------ #### opening_ultimate The method's ultimate per origin on the observed triangle. `opening_ultimate: list[float]` ------------------------------------------------------------------------ #### origins Origin period of each per-origin value and CDR component. `origins: list[str]` ------------------------------------------------------------------------ #### residuals The residuals the bootstrap resamples, `[origin][development]`: `residuals: list[list[float]]` the ODP's adjusted Pearson residuals, as [OdpBootstrapFit.residuals](reserving.OdpBootstrapFit.md#prospicio.reserving.OdpBootstrapFit.residuals), or Mack's scaled bias-adjusted residuals of the link ratios, `[o][k]` the link from age `k` to `k + 1` (`nan` where there is none, from a zero, or behind a factor with a single link ratio). ------------------------------------------------------------------------ #### scale The ODP bootstrap's scale parameter `phi`. `scale: float` ## Methods | Name | Description | |----|----| | [development_frame()](#development_frame) | The bootstrap's chain ladders' development factors, one row per | | [segment()](#segment) | The one-year view of one segment, chosen by key values as | | [to_frame()](#to_frame) | One row per segment and origin: the key columns, `origin`, | | [totals_frame()](#totals_frame) | One row per segment: the key columns, the totals of [to_frame()](reserving.MackFit.md#prospicio.reserving.MackFit.to_frame)'s | ------------------------------------------------------------------------ #### development_frame() The bootstrap's chain ladders' development factors, one row per Usage ``` python development_frame() ``` segment and age, as [ChainLadderFit.development_frame](reserving.ChainLadderFit.md#prospicio.reserving.ChainLadderFit.development_frame). Needs pandas. ##### Returns `pandas.DataFrame` ------------------------------------------------------------------------ #### segment() The one-year view of one segment, chosen by key values as Usage ``` python segment(**keys) ``` [ChainLadderFit.segment](reserving.ChainLadderFit.md#prospicio.reserving.ChainLadderFit.segment), with its part of the joint claims development result (same dimensions). ##### Returns `OneYearFit` ------------------------------------------------------------------------ #### to_frame() One row per segment and origin: the key columns, `origin`, Usage ``` python to_frame() ``` [latest](reserving.MackFit.md#prospicio.reserving.MackFit.latest), the method's [opening_ultimate](reserving.OneYearFit.md#prospicio.reserving.OneYearFit.opening_ultimate) and [opening_reserve](reserving.OneYearFit.md#prospicio.reserving.OneYearFit.opening_reserve), and the `cdr_mean` and `cdr_std_dev` of the simulated claims development result. Needs pandas. ##### Returns `pandas.DataFrame` ------------------------------------------------------------------------ #### totals_frame() One row per segment: the key columns, the totals of [to_frame()](reserving.MackFit.md#prospicio.reserving.MackFit.to_frame)'s Usage ``` python totals_frame() ``` columns, the ODP bootstrap's [scale](reserving.ClarkFit.md#prospicio.reserving.ClarkFit.scale) (not for Mack's), and the `cdr_mean` and `cdr_std_dev` of the segment's total claims development result. Needs pandas. ##### Returns `pandas.DataFrame`