sensitivity_analysis
Identify which link ratios most influence total IBNR by dropping each observation, rerunning the chain ladder, and ranking the impact. Targets the few cells driving projections after diagnostic flagging.
Instructions
Drop each observable link ratio one at a time, rerun the chain ladder, and rank the link ratios by their impact on total IBNR. Pro tier.
The fastest way to find the few observations that are actually
driving the projection. Use after mack_diagnostics flags outliers
— these are the cells to investigate first.
Args:
triangle: As in compute_chain_ladder.
selected_factors: Override factor set; defaults to volume-
weighted.
tail: Multiplicative tail factor.
excluded: Existing exclusions; the analysis honours these and
tests one additional cell at a time.
top_n: Cap on the number of "most influential" cells returned.
Default 10. Set higher for larger triangles.
Returns either:
- On success: {baseline_ibnr, n_tested, top_influential[], summary} — each top_influential entry has row, dev,
ratio, ibnr_with_excluded, ibnr_delta, ibnr_delta_pct.
- On license failure: {error, status}.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| triangle | Yes | ||
| selected_factors | No | ||
| tail | No | ||
| excluded | No | ||
| top_n | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||