BootstrapReserve.py 文件源码

def summary(self):
        """ Method to produce a summary table of of the Mack Chainladder 
        model.

        Returns:
            This calculation is consistent with the R calculation 
            BootChainLadder$summary

        """
        IBNR = self.IBNR
        tri = self.tri
        summary = pd.DataFrame()
        summary['Latest'] = tri.get_latest_diagonal()
        summary['Mean Ultimate'] = summary['Latest'] + pd.Series([np.mean(np.array(IBNR)[:,num]) for num in range(len(tri.data))],index=summary.index)
        summary['Mean IBNR'] = summary['Mean Ultimate'] - summary['Latest'] 
        summary['SD IBNR'] = pd.Series([np.std(np.array(IBNR)[:,num]) for num in range(len(tri.data))],index=summary.index)
        summary['IBNR 75%'] = pd.Series([np.percentile(np.array(IBNR)[:,num],q=75) for num in range(len(tri.data))],index=summary.index)
        summary['IBNR 95%'] = pd.Series([np.percentile(np.array(IBNR)[:,num],q=95) for num in range(len(tri.data))],index=summary.index)
        return summary