Simulation table for BootstrapODP

[Dayananda02]

Hi,
How to get simulation table using BootStrapODPsample. Example for 250 simulations , need simulation table for all development periods.

[jbogaardt]

Hi @Dayananda02 ,

There is no single simulation table, but you can get the simulation info for just about anything you want. Keep in mind, the BootstrapODPSample simply generates a set of triangle simulations. It does not estimate ultimates or reserves. To do that, you'd need to couple the estimator with one of the IBNR methods. For example:

import chainladder as cl
genins = cl.load_sample('genins')  # The original triangle
bootstrap_samples = cl.BootstrapODPSample().fit_transform(genins) # A set of bootstrap samples
model = cl.Chainladder().fit(bootstrap_samples) # We can fit a Chainladder model to each of the bootstrap samples independently
model.ultimate_.iloc[:250].to_frame() # We can grab the first 250 simulated ultimates from the model into a DataFrame.

The output would look something like the following, where each row represents the results from one simulation.

origin       2001       2002       2003       2004       2005       2006       2007       2008       2009       2010
Total
0       3943889.0  5068823.0  4838043.0  5531278.0  5666991.0  4500758.0  4224747.0  6158609.0  7770069.0  6633949.0
1       3963330.0  6092492.0  5481067.0  5685130.0  5413256.0  6542144.0  6587942.0  6285560.0  3199725.0  4117094.0
2       3278176.0  5305392.0  5639197.0  5879005.0  5814495.0  5013270.0  5272106.0  7673807.0  3984508.0  3404110.0
3       3572912.0  5493617.0  4602634.0  7343391.0  4833369.0  5607075.0  6348967.0  5407506.0  5220261.0  8275289.0
4       3165960.0  4934735.0  5428820.0  5404404.0  4891464.0  6276356.0  6565027.0  5622430.0  5725081.0  4691651.0
...           ...        ...        ...        ...        ...        ...        ...        ...        ...        ...

While I grabbed ultimate_, you could do the same with ibnr_, cdf_, full_triangle_, full_expectation_, or any other property you want.

[Dayananda02]

What is over steps involved in calculation of simulation tables ? Example: Calculation of resamples , averages etc

[jbogaardt]

Do you mean to access each of these?

model.ldf_.iloc[:250].to_frame() #  LDFs for first 250 iterations
model.cdf_.iloc[:250].to_frame()  #  LDFs for first 250 iterations
bootstrap_samples.iloc[:250] # first 250 resampled triangles