/// <summary>
/// Constructor of an additive claims reserving model given a run-off triangle.
/// </summary>
/// <param name="triangle">Triangle to be developed.</param>
/// <param name="premiums">Premiums earned ordered by accident year in ascending order.</param>
/// <exception cref="DimensionMismatchException">Thrown when the count of premia does not match the number of periods observed.</exception>
public AdditiveMethod(ITriangle triangle, IEnumerable <decimal> premiums) : base(TriangleConverter <IncrementalTriangle> .Convert(triangle))
{
int n = premiums.Count();
if (n != Triangle.Periods)
{
throw new DimensionMismatchException(Triangle.Periods, n);
}
_premiums = premiums;
_factors = new Lazy <IReadOnlyList <decimal> >(CalculateFactors);
_cumulativeTriangle = TriangleConverter <CumulativeTriangle> .Convert(triangle);
}
public void ConvertTriangles()
{
var points = new List <Point> {
new Point(0, 1, 0),
new Point(1, 0.8f, 0),
new Point(0.1f, 1, 0),
new Point(0, 1.1f, 0),
new Point(-0.7f, 0.7f, 0),
new Point(0, -1, 0),
new Point(-0.9f, -0.9f, 0),
new Point(-1, 0, 0),
new Point(-0.8f, 0.7f, 0)
};
var converter = new TriangleConverter();
var result = converter.Convert(points);
Assert.Equal(points.Count, result.Count());
}
/// <summary>
/// Constructor of a loss development claims reserving model given a run-off triangle.
/// </summary>
/// <param name="triangle">Triangle to be developed.</param>
/// <param name="factors">Factors the triangle is to be developed with.</param>
/// <exception cref="DimensionMismatchException">Thrown when the number of factors does not match the number of periods observed.</exception>
public LossDevelopment(ITriangle triangle, IEnumerable <decimal> factors) : base(TriangleConverter <CumulativeTriangle> .Convert(triangle))
{
int n = factors.Count();
if (n != Triangle.Periods)
{
throw new DimensionMismatchException(Triangle.Periods, n);
}
_factors = new Lazy <IReadOnlyList <decimal> >(() => factors.ToList().AsReadOnly());
}
/// <summary>
/// Constructor of a Cape Cod model given a run-off triangle.
/// </summary>
/// <param name="triangle">Triangle to be developed.</param>
/// <param name="factors">Factors the triangle is to be developed with.</param>
/// <param name="volumeMeasures">Volume measures needed for the claims development according to the model.</param>
/// <exception cref="DimensionMismatchException">Thrown when the number of factors does not match the number of periods observed.</exception>
/// <exception cref="DimensionMismatchException">Thrown when the number of volume measures does not match the number of periods observed.</exception>
public CapeCod(ITriangle triangle, IEnumerable <decimal> factors, IEnumerable <decimal> volumeMeasures) : base(TriangleConverter <CumulativeTriangle> .Convert(triangle))
{
int factorsCount = factors.Count();
if (factorsCount != triangle.Periods)
{
throw new DimensionMismatchException(triangle.Periods, factorsCount);
}
int vmCount = volumeMeasures.Count();
if (vmCount != triangle.Periods)
{
throw new DimensionMismatchException(triangle.Periods, vmCount);
}
_factors = new Lazy <IReadOnlyList <decimal> >(() => factors.ToList().AsReadOnly());
_volumeMeasures = volumeMeasures;
}
/// <summary>
/// Constructor of a chain-ladder model given a run-off triangle.
/// </summary>
/// <param name="triangle">Cumulative triangle to be developed.</param>
public ChainLadder(ITriangle triangle)
: base(TriangleConverter <CumulativeTriangle> .Convert(triangle))
{
_factors = new Lazy <IReadOnlyList <decimal> >(CalculateFactors);
}
/// <summary>
/// Constructor of a Bornhuetter-Ferguson model given a run-off triangle.
/// </summary>
/// <param name="triangle">Triangle to be developed.</param>
/// <param name="factors">Factors the triangle is to be developed with.</param>
/// <param name="alpha">Ex-ante expected final claim levels.</param>
/// <exception cref="DimensionMismatchException">Thrown when the count of factors does not match the number of periods observed.</exception>
/// <exception cref="DimensionMismatchException">Thrown when the number of expected final claim levels does not match the number of periods observed.</exception>
public BornhuetterFerguson(ITriangle triangle, IEnumerable <decimal> factors, IEnumerable <decimal> alpha) : base(TriangleConverter <CumulativeTriangle> .Convert(triangle))
{
int factorsCount = factors.Count();
if (factorsCount != Triangle.Periods)
{
throw new DimensionMismatchException(Triangle.Periods, factorsCount);
}
int alphaCount = alpha.Count();
if (alphaCount != Triangle.Periods)
{
throw new DimensionMismatchException(Triangle.Periods, alphaCount);
}
_factors = new Lazy <IReadOnlyList <decimal> >(() => factors.ToList().AsReadOnly());
_alpha = alpha.ToArray();
}