Forecasting models (AR1, SSM, TraditionalGCC).
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openapi: 3.2.0
info:
title: Ledger Analytics Forecast Models API
version: 0.0.30
summary: Remote Bayesian actuarial compute over insurance loss triangles.
description: 'The Ledger Analytics API provides remote compute access to Bayesian actuarial models
for insurance loss triangles.'
contact:
name: Ledger Analytics
email: analytics@ledgerinvesting.com
url: https://ledger-investing-ledger-analytics.readthedocs-hosted.com/en/stable/index.html
license:
name: MIT
url: https://github.com/LedgerInvesting/ledger-analytics/blob/main/LICENSE.txt
servers:
- url: https://api.korra.com/analytics
description: Production
security:
- ApiKeyAuth: []
tags:
- name: Forecast Models
description: Forecasting models (AR1, SSM, TraditionalGCC).
paths:
/forecast-model:
get:
tags:
- Forecast Models
operationId: listForecastModels
summary: List forecast models
parameters:
- $ref: '#/components/parameters/Limit'
responses:
'200':
description: Paginated list of forecast models.
content:
application/json:
schema:
$ref: '#/components/schemas/PaginatedModelList'
post:
tags:
- Forecast Models
operationId: fitForecastModel
summary: Fit a forecast model
requestBody:
required: true
content:
application/json:
schema:
$ref: '#/components/schemas/ModelFitRequest'
responses:
'201':
description: Fit task accepted.
content:
application/json:
schema:
$ref: '#/components/schemas/ModelTaskResponse'
'400':
$ref: '#/components/responses/BadRequest'
/forecast-model-type:
get:
tags:
- Forecast Models
operationId: listForecastModelTypes
summary: List available forecast model types
responses:
'200':
description: Available model types.
content:
application/json:
schema:
$ref: '#/components/schemas/ModelTypeList'
/forecast-model/{id}:
parameters:
- $ref: '#/components/parameters/ResourceId'
get:
tags:
- Forecast Models
operationId: getForecastModel
summary: Retrieve a forecast model
responses:
'200':
description: The model.
content:
application/json:
schema:
$ref: '#/components/schemas/Model'
'404':
$ref: '#/components/responses/NotFound'
delete:
tags:
- Forecast Models
operationId: deleteForecastModel
summary: Delete a forecast model
responses:
'204':
description: Model deleted.
'404':
$ref: '#/components/responses/NotFound'
/forecast-model/{id}/predict:
parameters:
- $ref: '#/components/parameters/ResourceId'
post:
tags:
- Forecast Models
operationId: predictForecastModel
summary: Predict from a forecast model
requestBody:
required: true
content:
application/json:
schema:
$ref: '#/components/schemas/ModelPredictRequest'
responses:
'201':
description: Predict task accepted.
content:
application/json:
schema:
$ref: '#/components/schemas/PredictTaskResponse'
/forecast-model/{id}/terminate:
parameters:
- $ref: '#/components/parameters/ResourceId'
post:
tags:
- Forecast Models
operationId: terminateForecastModel
summary: Terminate a running forecast model task
responses:
'200':
description: Termination requested.
content:
application/json:
schema:
$ref: '#/components/schemas/Task'
components:
parameters:
Limit:
name: limit
in: query
required: false
description: Maximum number of results to return per page.
schema:
type: integer
default: 25
minimum: 1
ResourceId:
name: id
in: path
required: true
description: Identifier of the resource.
schema:
type: string
schemas:
Task:
type: object
description: Asynchronous remote task state.
properties:
id:
type: string
status:
type: string
description: Task status, e.g. `created`, `pending`, `terminated`.
task_response:
type:
- object
- 'null'
description: Null while the task is pending; populated on completion.
additionalProperties: true
properties:
status:
type: string
description: '`success` when the task completed successfully.'
error:
type:
- string
- 'null'
description: Failure detail when the task did not succeed.
Model:
type: object
description: A fitted model resource.
properties:
id:
type: string
name:
type: string
triangle:
type: object
description: The triangle the model was fit against.
properties:
name:
type: string
modal_task_info:
type: object
description: Remote task metadata, including the arguments the model was fit with.
properties:
task_args:
type: object
properties:
model_type:
type: string
model_config:
type: object
additionalProperties: true
ModelFitRequest:
type: object
required:
- triangle_name
- model_name
- model_type
properties:
triangle_name:
type: string
description: Name of the triangle to fit against.
model_name:
type: string
description: Name to store the fitted model under.
model_type:
type: string
description: Model type to fit.
examples:
- ChainLadder
- TraditionalChainLadder
- ManualATA
- MeyersCRC
- GMCL
- GeneralizedBondy
- Sherman
- ClassicalPowerTransformTail
- AR1
- SSM
- TraditionalGCC
overwrite:
type: boolean
default: false
description: Replace an existing model of the same name.
model_config:
type: object
description: 'Model-specific configuration. Common members include `loss_family`, `seed`,
`use_multivariate`, `informed_priors_version`, `priors`, and `autofit_override`
(MCMC autofit controls). See the per-model reference in the documentation.
'
additionalProperties: true
ModelPredictRequest:
type: object
required:
- triangle_name
properties:
triangle_name:
type: string
description: Name of the triangle to predict on.
prediction_name:
type: string
description: Optional name to store the resulting prediction triangle under.
overwrite:
type: boolean
default: false
predict_config:
type: object
description: Prediction configuration; may include `target_triangle` naming a triangle to predict onto.
additionalProperties: true
properties:
target_triangle:
type: string
description: Name of the triangle to project predictions onto.
ModelTypeList:
type: object
description: Available model types for a model class.
additionalProperties: true
ModelTaskResponse:
type: object
description: Response returned when a fit is accepted.
properties:
model:
type: object
properties:
id:
type: string
modal_task:
type: object
properties:
id:
type: string
description: Task identifier to poll at `/tasks/{task_id}`.
Error:
type: object
description: 'Error envelope. The client surfaces the decoded JSON body verbatim in the raised
HTTPError message; the exact field names are not documented by the provider.
'
additionalProperties: true
PaginatedModelList:
allOf:
- $ref: '#/components/schemas/Pagination'
- type: object
properties:
results:
type: array
items:
$ref: '#/components/schemas/Model'
PredictTaskResponse:
type: object
description: Response returned when a prediction is accepted.
properties:
predictions:
type: string
description: Identifier of the triangle the predictions will be written to.
modal_task:
type: object
properties:
id:
type: string
description: Task identifier to poll at `/tasks/{task_id}`.
Pagination:
type: object
properties:
count:
type: integer
description: Total number of matching objects.
next:
type:
- string
- 'null'
description: URL of the next page, when present.
previous:
type:
- string
- 'null'
description: URL of the previous page, when present.
responses:
NotFound:
description: Not found — the endpoint or resource does not exist.
content:
application/json:
schema:
$ref: '#/components/schemas/Error'
BadRequest:
description: Bad request — the payload was rejected.
content:
application/json:
schema:
$ref: '#/components/schemas/Error'
securitySchemes:
ApiKeyAuth:
type: apiKey
in: header
name: Authorization
description: 'API key credential sent as `Authorization: Api-Key <API_KEY>`. Keys are requested by
emailing analytics@ledgerinvesting.com during the beta and managed at https://ldgr.app/api-keys.
The Python client reads the key from the `LEDGER_ANALYTICS_API_KEY` environment variable.
'
externalDocs:
description: LedgerAnalytics Python documentation
url: https://ledger-investing-ledger-analytics.readthedocs-hosted.com/en/stable/index.html