Error when fitting the TweedieGLM

[karlzw]

I am trying to calculate my reserve using the gamma distribution found in the TweedieGLM class.
However, I keep getting the following error:

ValueError: Some value(s) of y are out of the valid range for family TweedieDistribution

What am I doing wrong?

[jbogaardt]

Hard to say without a reproducible example, but the gamma error structure requires that the incremental values of your triangle be non-negative, so if you have negative values (usually associated with a reduction in case reserves or a recovery), then the data doesn't fit the model distribution.

[karlzw]

Here's the cumulative triangle (quarterly) I am using.

triangle_2017.xlsx

[jbogaardt]

Thanks. Correction to my previous comment, the Gamma error is strictly non-negative. 0 valued incrementals are inadmissible for gamma, but your triangle has some causing the estimator to fail.

[karlzw]

Thanks, that solved my issue