Friedland chapter 13 recreation - #1327
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…nto #588_ch13_BS_method
Bring in the WeightedRegression OLS/rsq_ fix needed for Exhibit I Sheet 4 exponential trends.
…nto #588_ch13_BS_method
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+ Coverage 91.76% 93.96% +2.19%
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| " origin Age (2) Reported (3) CDF to Ultimate(4) \\\n", | ||
| "0 1969 96 7821.0 1.000 \n", | ||
| "1 1970 84 8682.0 1.000 \n", | ||
| "2 1971 72 |
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Stale assert column after rename
Medium Severity
The Exhibit II Sheet 4 DataFrame now stores ultimates in Projected Ultimate CLaim Counts (5), but the Friedland reconciliation still indexes Ult (5). Those asserts raise KeyError instead of checking the projected counts, so the notebook fails on execute.
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Summary of Changes
Friedland recreation of chapter 13
Related GitHub Issue(s)
#588
Additional Context for Reviewers
There's quite a bit of rounding errors, which I had already added to #1215
Checklist
uv run pytest) and documentation changes (uv run --directory docs jb build . --builder=custom --custom-builder=doctest)Note
Low Risk
Documentation and sample-data additions only; reserving math runs through existing APIs with no apparent changes to core adjustment logic.
Overview
Adds a Friedland Chapter 13 Jupyter Book notebook that walks through Berquist–Sherman case-adequacy and disposal-rate adjustments and checks outputs against the textbook exhibits (Med Mal Exhibit I, Auto Exhibit II).
The notebook drives existing
chainladderpieces—Development,DevelopmentConstant,Chainladder, andBerquistSherman—on newload_sampledatasetsfriedland_med_malandfriedland_berq_sher_auto(registered in the data manifest). Inlineassertcells reconcile triangles, LDFs/CDFs, adjusted incurred, ultimates, and IBNR to Friedland PDF pages; the author flags rounding drift vs. the text (tracked in #1215), including one CDF table that does not tie out even with rounded values.Reviewed by Cursor Bugbot for commit b5c108e. Bugbot is set up for automated code reviews on this repo. Configure here.