Index

A

adapt_delta (ledger_analytics.AutofitControl attribute) AnalyticsClient (class in ledger_analytics.api) api_key (ledger_analytics.api.EnvConfig attribute) AR1 (class in ledger_analytics) AR1.Config (class in ledger_analytics) AR1.DefaultPriors (class in ledger_analytics) AR1.PredictConfig (class in ledger_analytics) ata__loc (ledger_analytics.ChainLadder.DefaultPriors attribute) (ledger_analytics.GMCL.DefaultPriors attribute)

ata_factors (ledger_analytics.ManualATA.Config attribute) autofit_override (ledger_analytics.AR1.Config attribute) (ledger_analytics.ChainLadder.Config attribute) (ledger_analytics.GeneralizedBondy.Config attribute) (ledger_analytics.GMCL.Config attribute) (ledger_analytics.MeyersCRC.Config attribute) (ledger_analytics.Sherman.Config attribute) (ledger_analytics.SSM.Config attribute) (ledger_analytics.TraditionalChainLadder.Config attribute) AutofitControl (class in ledger_analytics)

B

BaseClient (class in ledger_analytics.api)

C

CashflowInterface (class in ledger_analytics.interface) ChainLadder (class in ledger_analytics) ChainLadder.Config (class in ledger_analytics) ChainLadder.DefaultPriors (class in ledger_analytics) ChainLadder.PredictConfig (class in ledger_analytics)

chains (ledger_analytics.AutofitControl attribute) check_config_consistency() (ledger_analytics.interface.ModelInterface method) ClassicalPowerTransformTail (class in ledger_analytics) ClassicalPowerTransformTail.Config (class in ledger_analytics) ClassicalPowerTransformTail.DefaultPriors (class in ledger_analytics) ClassicalPowerTransformTail.PredictConfig (class in ledger_analytics)

D

dev_lag_intercept (ledger_analytics.GeneralizedBondy.Config attribute) (ledger_analytics.Sherman.Config attribute) development_offset (ledger_analytics.ManualATA.Config attribute)

development_resolution (ledger_analytics.ManualATA.Config attribute) DevelopmentModel (class in ledger_analytics.model) divergence_rate_threshold (ledger_analytics.AutofitControl attribute)

E

ebfmi_threshold (ledger_analytics.AutofitControl attribute)

EnvConfig (class in ledger_analytics.api)

F

fit_from_interface() (ledger_analytics.model.LedgerModel class method)

ForecastModel (class in ledger_analytics.model)

G

GeneralizedBondy (class in ledger_analytics) GeneralizedBondy.Config (class in ledger_analytics) GeneralizedBondy.DefaultPriors (class in ledger_analytics) GeneralizedBondy.PredictConfig (class in ledger_analytics) get_or_create() (ledger_analytics.interface.ModelInterface method) (ledger_analytics.interface.TriangleInterface method)

get_or_update() (ledger_analytics.interface.ModelInterface method) (ledger_analytics.interface.TriangleInterface method) GMCL (class in ledger_analytics) GMCL.Config (class in ledger_analytics) GMCL.DefaultPriors (class in ledger_analytics) GMCL.PredictConfig (class in ledger_analytics)

H

host (ledger_analytics.api.EnvConfig attribute)

I

include_intercepts (ledger_analytics.GMCL.Config attribute) include_mean_reversion (ledger_analytics.SSM.Config attribute) include_momentum (ledger_analytics.SSM.Config attribute) include_process_risk (ledger_analytics.AR1.PredictConfig attribute) (ledger_analytics.ChainLadder.PredictConfig attribute) (ledger_analytics.GMCL.PredictConfig attribute) (ledger_analytics.MeyersCRC.PredictConfig attribute) (ledger_analytics.SSM.PredictConfig attribute) (ledger_analytics.TraditionalChainLadder.PredictConfig attribute) (ledger_analytics.TraditionalGCC.PredictConfig attribute)

informed_priors_version (ledger_analytics.ChainLadder.Config attribute) (ledger_analytics.GeneralizedBondy.Config attribute) (ledger_analytics.SSM.Config attribute) is_general (ledger_analytics.GMCL.Config attribute)

L

lambda_ (ledger_analytics.ClassicalPowerTransformTail.Config attribute) ledger_analytics.api module ledger_analytics.interface module ledger_analytics.model module ledger_analytics.triangle module LedgerModel (class in ledger_analytics.model) line_of_business (ledger_analytics.ChainLadder.Config attribute) (ledger_analytics.GeneralizedBondy.Config attribute) (ledger_analytics.SSM.Config attribute) (ledger_analytics.TraditionalChainLadder.Config attribute) loss_definition (ledger_analytics.AR1.Config attribute) (ledger_analytics.ChainLadder.Config attribute) (ledger_analytics.ClassicalPowerTransformTail.Config attribute) (ledger_analytics.GeneralizedBondy.Config attribute) (ledger_analytics.ManualATA.Config attribute) (ledger_analytics.MeyersCRC.Config attribute) (ledger_analytics.Sherman.Config attribute) (ledger_analytics.SSM.Config attribute) (ledger_analytics.TraditionalChainLadder.Config attribute) (ledger_analytics.TraditionalGCC.Config attribute)

loss_family (ledger_analytics.AR1.Config attribute) (ledger_analytics.ChainLadder.Config attribute) (ledger_analytics.GeneralizedBondy.Config attribute) (ledger_analytics.GMCL.Config attribute) (ledger_analytics.MeyersCRC.Config attribute) (ledger_analytics.Sherman.Config attribute) (ledger_analytics.SSM.Config attribute)

M

ManualATA (class in ledger_analytics) ManualATA.Config (class in ledger_analytics) ManualATA.DefaultPriors (class in ledger_analytics) ManualATA.PredictConfig (class in ledger_analytics) max_adapt_delta (ledger_analytics.AutofitControl attribute) max_dev_lag (ledger_analytics.ChainLadder.PredictConfig attribute) (ledger_analytics.GMCL.PredictConfig attribute) (ledger_analytics.ManualATA.PredictConfig attribute) (ledger_analytics.MeyersCRC.PredictConfig attribute) (ledger_analytics.TraditionalChainLadder.PredictConfig attribute) max_max_treedeth (ledger_analytics.AutofitControl attribute) max_rhat (ledger_analytics.AutofitControl attribute) max_samples_per_chain (ledger_analytics.AutofitControl attribute) max_treedepth (ledger_analytics.AutofitControl attribute)

MeyersCRC (class in ledger_analytics) MeyersCRC.Config (class in ledger_analytics) MeyersCRC.DefaultPriors (class in ledger_analytics) MeyersCRC.PredictConfig (class in ledger_analytics) min_ess (ledger_analytics.AutofitControl attribute) min_rel_pred (ledger_analytics.ClassicalPowerTransformTail.Config attribute) (ledger_analytics.GeneralizedBondy.Config attribute) (ledger_analytics.Sherman.Config attribute) ModelInterface (class in ledger_analytics.interface) module ledger_analytics.api ledger_analytics.interface ledger_analytics.model ledger_analytics.triangle

P

period_years (ledger_analytics.SSM.Config attribute) prior_only (ledger_analytics.AR1.Config attribute) (ledger_analytics.ChainLadder.Config attribute) (ledger_analytics.ClassicalPowerTransformTail.Config attribute) (ledger_analytics.GeneralizedBondy.Config attribute) (ledger_analytics.GMCL.Config attribute) (ledger_analytics.MeyersCRC.Config attribute) (ledger_analytics.Sherman.Config attribute) (ledger_analytics.SSM.Config attribute) (ledger_analytics.TraditionalChainLadder.Config attribute)

priors (ledger_analytics.AR1.Config attribute) (ledger_analytics.ChainLadder.Config attribute) (ledger_analytics.ClassicalPowerTransformTail.Config attribute) (ledger_analytics.GeneralizedBondy.Config attribute) (ledger_analytics.GMCL.Config attribute) (ledger_analytics.MeyersCRC.Config attribute) (ledger_analytics.Sherman.Config attribute) (ledger_analytics.SSM.Config attribute)

R

recency_decay (ledger_analytics.AR1.Config attribute) (ledger_analytics.ChainLadder.Config attribute) (ledger_analytics.ClassicalPowerTransformTail.Config attribute) (ledger_analytics.GeneralizedBondy.Config attribute) (ledger_analytics.GMCL.Config attribute) (ledger_analytics.MeyersCRC.Config attribute) (ledger_analytics.Sherman.Config attribute) (ledger_analytics.SSM.Config attribute) (ledger_analytics.TraditionalChainLadder.Config attribute) (ledger_analytics.TraditionalGCC.Config attribute)

S

samples_per_chain (ledger_analytics.AutofitControl attribute) seed (ledger_analytics.AR1.Config attribute) (ledger_analytics.ChainLadder.Config attribute) (ledger_analytics.ClassicalPowerTransformTail.Config attribute) (ledger_analytics.GeneralizedBondy.Config attribute) (ledger_analytics.GMCL.Config attribute) (ledger_analytics.MeyersCRC.Config attribute) (ledger_analytics.Sherman.Config attribute) (ledger_analytics.SSM.Config attribute)

Sherman (class in ledger_analytics) Sherman.Config (class in ledger_analytics) Sherman.DefaultPriors (class in ledger_analytics) Sherman.PredictConfig (class in ledger_analytics) sigma_volume (ledger_analytics.ChainLadder.Config attribute) SSM (class in ledger_analytics) SSM.Config (class in ledger_analytics) SSM.DefaultPriors (class in ledger_analytics) SSM.PredictConfig (class in ledger_analytics)

T

TailModel (class in ledger_analytics.model) thin (ledger_analytics.AutofitControl attribute) TraditionalChainLadder (class in ledger_analytics) TraditionalChainLadder.Config (class in ledger_analytics) TraditionalChainLadder.DefaultPriors (class in ledger_analytics) TraditionalChainLadder.PredictConfig (class in ledger_analytics)

TraditionalGCC (class in ledger_analytics) TraditionalGCC.Config (class in ledger_analytics) TraditionalGCC.DefaultPriors (class in ledger_analytics) TraditionalGCC.PredictConfig (class in ledger_analytics) treedepth_rate_threshold (ledger_analytics.AutofitControl attribute) Triangle (class in ledger_analytics.triangle) TriangleInterface (class in ledger_analytics.interface)

U

use_cape_cod (ledger_analytics.SSM.Config attribute) use_linear_noise (ledger_analytics.ChainLadder.Config attribute)

use_measurement_error (ledger_analytics.SSM.Config attribute) use_multivariate (ledger_analytics.ChainLadder.Config attribute) use_volume_weighting (ledger_analytics.TraditionalChainLadder.Config attribute)

W

warmup_per_chain (ledger_analytics.AutofitControl attribute)