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my_app.py
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from gemact import gemdata
from gemact import LossReserve
# Dati Fisher-Lange
ip_ = gemdata.incremental_payments # Incremental payments
in_ = gemdata.incurred_number # numbers
cp_ = gemdata.cased_payments # reserved amount
cn_ = gemdata.cased_number # reserved numbers
reported_ = gemdata.reported_claims # reported claims vector
infl_ = gemdata.claims_inflation # claims inflation
rm_ = 'fisher_lange' # reserving model
tail_ = True #boolean
lr = LossReserve(
tail=tail_,
incremental_payments=ip_,
cased_payments=cp_,
cased_number=cn_,
reported_claims=reported_,
incurred_number=in_,
reserving_method=rm_,
claims_inflation=infl_
)
lr.loss_reserving()
lr.alpha_plot()
lr.ss_plot(start_=7)
lr_crm = LossReserve(
tail=True,
incremental_payments=ip_,
cased_payments=cp_,
cased_number=cn_,
reported_claims=reported_,
incurred_number=in_,
reserving_method='crm',
claims_inflation=infl_,
ntr_sim=int(10),
mixing_fq_par={'a':1/.08**2, 'scale':.08**2},
mixing_sev_par={'a':1/.08**2, 'scale':.08**2}
)