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[ENH] Preserve tail patterns beyond 12 months #434

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jbogaardt opened this issue May 28, 2023 · 0 comments
Open

[ENH] Preserve tail patterns beyond 12 months #434

jbogaardt opened this issue May 28, 2023 · 0 comments
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@jbogaardt
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Is your feature request related to a problem? Please describe.
chainladder-python currently supports tail patterns to 12 months after the end of a triangle for pattern emergence. This is fine for actual vs expected analysis, but it is often desirable to see the payout of reserves until ultimate. The duration of reserves and discounting of reserves cannot be computed with the package because of this 12 month cut-off. It would be nice to allow the tail patterns to extend out as far as the user desires so that they can conduct these analyses.

@jbogaardt jbogaardt self-assigned this May 28, 2023
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