@actuarial-ts/compliance 0.1.0

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package/NOTICE ADDED
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+ actuarial-ts
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+ Copyright 2026 Justin Morrey
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+
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+ This product includes software developed as part of the actuarial-ts project
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+ (https://github.com/yerromnitsuj/actng).
package/README.md ADDED
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+ # @actuarial-ts/compliance
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+
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+ The compliance-support layer of the actuarial-ts SDK: the part no
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+ calculator ships. It turns an analysis into the documentation the
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+ Actuarial Standards of Practice ask for.
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+
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+ - **Estimate metadata** (ASOP 43): intended purpose and measure, gross/net
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+ basis, LAE treatment, and the accounting / valuation / review dates — as
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+ typed, validated fields instead of tribal knowledge.
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+ - **Assumption ledger** (ASOPs 41/43/56): an immutable record of every
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+ selection, distinguishing machine defaults from human or agent judgment;
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+ judgment entries require a rationale.
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+ - **Disclosure generator** (ASOP 41): renders a methods-assumptions-and-data
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+ appendix from the analysis itself — written to the "another qualified
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+ actuary could appraise it" bar, deterministic to the byte.
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+ - **Model cards** (ASOP 56): intended use, specification, key assumptions,
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+ known weaknesses, and sensitivities for every method the SDK ships (a
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+ cross-package sync test enforces the completeness, so the registry can
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+ never silently fall behind core) — the
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+ "basic understanding" content an actuary relying on vendor models must
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+ hold and disclose.
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+ - **Reproducibility bundles** (ASOP 21 / 56): canonical serialization of
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+ inputs, parameters, and results with an integrity tag, so an analysis
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+ re-runs identically years later for an auditor or examiner.
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+ - **Actual-vs-expected roll-forward**: expected emergence from the prior
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+ valuation's pattern versus actual, by origin.
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+
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+ Everything here is pure, deterministic, and browser-safe: no clock reads,
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+ no randomness, no node builtins. Identical inputs produce byte-identical
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+ documents.
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+
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+ ## Quickstart
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+
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+ ```ts
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+ import { runChainLadder, runMack } from "@actuarial-ts/core";
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+ import {
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+ createLedger,
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+ recordAssumption,
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+ generateDisclosure,
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+ } from "@actuarial-ts/compliance";
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+
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+ let ledger = createLedger();
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+ ledger = recordAssumption(ledger, {
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+ timestamp: "2026-01-05T10:05:00Z",
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+ actor: "actuary",
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+ field: "paid.tailFactor",
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+ value: 1.02,
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+ rationale: "Exponential-decay fit valid with R^2 0.97; judgmentally confirmed",
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+ source: "fitted",
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+ });
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+
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+ const cl = runChainLadder(paidTriangle, { selected, tailFactor: 1.02 });
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+ const mack = runMack(paidTriangle, { selected, tailFactor: 1.02 });
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+
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+ const markdown = generateDisclosure({
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+ metadata: {
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+ intendedPurpose: "Estimate unpaid claims for year-end statutory reporting",
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+ intendedMeasure: { kind: "central-estimate" },
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+ basis: { grossNet: "gross", laeTreatment: "dcc-only" },
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+ accountingDate: "2025-12-31",
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+ valuationDate: "2025-12-31",
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+ },
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+ methods: [
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+ { methodId: "chainLadder", basisLabel: "paid", parameters: { selected, tailFactor: 1.02 }, resultSummary: { ultimate: cl.totals.ultimate, unpaid: cl.totals.unpaid } },
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+ { methodId: "mack", basisLabel: "paid", resultSummary: { standardError: mack.totals.standardError } },
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+ ],
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+ ledger,
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+ sdkVersion: "0.1.0",
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+ generatedAt: "2026-01-05T10:15:00Z",
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+ });
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+ ```
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+
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+ ## The honest claim
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+
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+ The ASB does not approve, certify, or endorse software, and no software can
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+ be "ASOP-compliant" on its own — compliance is a property of a credentialed
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+ actuary's work in context. This package is **designed to support the
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+ actuary's compliance** with ASOP Nos. 41, 43, 23, 56, and 21 by generating
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+ the disclosures, documentation, and audit artifacts those standards call
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+ for. The generated documents are draft support material for the responsible
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+ actuary to review, edit, and adopt.
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+
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+ ## License
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+
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+ Apache-2.0. Copyright 2026 Justin Morrey.
package/dist/ave.d.ts ADDED
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+ /**
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+ * Actual-vs-expected roll-forward: the back-test that asks "did losses emerge
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+ * between the prior and current valuations the way the prior analysis
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+ * expected?" — the standard bridge exhibit for the ASOP 41 changes-from-prior
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+ * discussion and for judging whether prior assumptions still hold (ASOP 43).
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+ *
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+ * Ground truth (per origin):
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+ * - expectedEmergence = priorUltimate x (expectedPercentAtCurrent - expectedPercentAtPrior)
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+ * - actualEmergence = currentLatest - priorLatest
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+ * - difference = actualEmergence - expectedEmergence (positive = worse
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+ * than expected on a loss basis)
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+ * - ratio = actualEmergence / expectedEmergence, and null — never
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+ * NaN or Infinity — when expectedEmergence is 0, matching core's
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+ * null-safety philosophy (no factor, not an exception).
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+ * - totals sum the rows; the total ratio follows the same null rule.
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+ * - Suspicious inputs produce WARNINGS, not errors: a development pattern
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+ * that goes backwards (expectedPercentAtCurrent < expectedPercentAtPrior)
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+ * or a percent outside [0, 1.05] is reportable, but the arithmetic is still
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+ * well-defined and the actuary decides what it means. (Slightly above 1 is
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+ * legitimate: paid patterns can overshoot ultimate before salvage/subro.)
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+ *
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+ * Errors follow the package's ComplianceError style (see bundle.ts):
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+ * `percentDevelopedFromCdfs` throws BAD_CDF on a non-positive or non-finite
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+ * CDF because no percent-developed interpretation exists for it.
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+ *
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+ * These utilities are designed to support the actuary's compliance with
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+ * ASOP Nos. 41 and 43; responsibility for compliance remains with the
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+ * credentialed actuary.
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+ */
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+ export interface AveInputRow {
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+ /** Origin period label (e.g. "2021"). */
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+ origin: string;
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+ /** The prior analysis's selected ultimate for this origin. */
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+ priorUltimate: number;
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+ /** Latest observed value (paid or incurred, matching the pattern basis) at the prior valuation. */
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+ priorLatest: number;
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+ /** Latest observed value at the current valuation, same basis as priorLatest. */
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+ currentLatest: number;
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+ /** Prior analysis's expected percent developed at the prior valuation age (fraction). */
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+ expectedPercentAtPrior: number;
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+ /** Prior analysis's expected percent developed at the current valuation age (fraction). */
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+ expectedPercentAtCurrent: number;
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+ }
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+ export interface AveResultRow {
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+ origin: string;
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+ expectedEmergence: number;
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+ actualEmergence: number;
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+ /** actualEmergence - expectedEmergence. */
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+ difference: number;
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+ /** actualEmergence / expectedEmergence; null when expectedEmergence is 0. */
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+ ratio: number | null;
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+ }
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+ export interface AveRollForwardResult {
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+ rows: AveResultRow[];
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+ totals: {
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+ expectedEmergence: number;
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+ actualEmergence: number;
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+ difference: number;
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+ /** Total actual / total expected; null when total expected is 0. */
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+ ratio: number | null;
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+ };
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+ warnings: string[];
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+ }
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+ /** Rolls the prior analysis forward and compares expected to actual emergence per origin. */
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+ export declare function aveRollForward(rows: AveInputRow[]): AveRollForwardResult;
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+ /**
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+ * Percent developed per age from a CDF vector: percent[j] = 1 / cdfs[j]
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+ * (cdfs[j] = cumulative factor from ages[j] to ultimate, tail included, per
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+ * core's ChainLadderResult convention). Convenience for pattern-based callers
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+ * building aveRollForward inputs. Throws ComplianceError("BAD_CDF") on a
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+ * non-positive or non-finite CDF.
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+ */
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+ export declare function percentDevelopedFromCdfs(cdfs: number[]): number[];
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+ //# sourceMappingURL=ave.d.ts.map
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+ {"version":3,"file":"ave.d.ts","sourceRoot":"","sources":["../src/ave.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4BG;AAIH,MAAM,WAAW,WAAW;IAC1B,yCAAyC;IACzC,MAAM,EAAE,MAAM,CAAC;IACf,8DAA8D;IAC9D,aAAa,EAAE,MAAM,CAAC;IACtB,mGAAmG;IACnG,WAAW,EAAE,MAAM,CAAC;IACpB,iFAAiF;IACjF,aAAa,EAAE,MAAM,CAAC;IACtB,yFAAyF;IACzF,sBAAsB,EAAE,MAAM,CAAC;IAC/B,2FAA2F;IAC3F,wBAAwB,EAAE,MAAM,CAAC;CAClC;AAED,MAAM,WAAW,YAAY;IAC3B,MAAM,EAAE,MAAM,CAAC;IACf,iBAAiB,EAAE,MAAM,CAAC;IAC1B,eAAe,EAAE,MAAM,CAAC;IACxB,2CAA2C;IAC3C,UAAU,EAAE,MAAM,CAAC;IACnB,6EAA6E;IAC7E,KAAK,EAAE,MAAM,GAAG,IAAI,CAAC;CACtB;AAED,MAAM,WAAW,oBAAoB;IACnC,IAAI,EAAE,YAAY,EAAE,CAAC;IACrB,MAAM,EAAE;QACN,iBAAiB,EAAE,MAAM,CAAC;QAC1B,eAAe,EAAE,MAAM,CAAC;QACxB,UAAU,EAAE,MAAM,CAAC;QACnB,oEAAoE;QACpE,KAAK,EAAE,MAAM,GAAG,IAAI,CAAC;KACtB,CAAC;IACF,QAAQ,EAAE,MAAM,EAAE,CAAC;CACpB;AAKD,6FAA6F;AAC7F,wBAAgB,cAAc,CAAC,IAAI,EAAE,WAAW,EAAE,GAAG,oBAAoB,CA0CxE;AAED;;;;;;GAMG;AACH,wBAAgB,wBAAwB,CAAC,IAAI,EAAE,MAAM,EAAE,GAAG,MAAM,EAAE,CAOjE"}
package/dist/ave.js ADDED
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+ /**
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+ * Actual-vs-expected roll-forward: the back-test that asks "did losses emerge
3
+ * between the prior and current valuations the way the prior analysis
4
+ * expected?" — the standard bridge exhibit for the ASOP 41 changes-from-prior
5
+ * discussion and for judging whether prior assumptions still hold (ASOP 43).
6
+ *
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+ * Ground truth (per origin):
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+ * - expectedEmergence = priorUltimate x (expectedPercentAtCurrent - expectedPercentAtPrior)
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+ * - actualEmergence = currentLatest - priorLatest
10
+ * - difference = actualEmergence - expectedEmergence (positive = worse
11
+ * than expected on a loss basis)
12
+ * - ratio = actualEmergence / expectedEmergence, and null — never
13
+ * NaN or Infinity — when expectedEmergence is 0, matching core's
14
+ * null-safety philosophy (no factor, not an exception).
15
+ * - totals sum the rows; the total ratio follows the same null rule.
16
+ * - Suspicious inputs produce WARNINGS, not errors: a development pattern
17
+ * that goes backwards (expectedPercentAtCurrent < expectedPercentAtPrior)
18
+ * or a percent outside [0, 1.05] is reportable, but the arithmetic is still
19
+ * well-defined and the actuary decides what it means. (Slightly above 1 is
20
+ * legitimate: paid patterns can overshoot ultimate before salvage/subro.)
21
+ *
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+ * Errors follow the package's ComplianceError style (see bundle.ts):
23
+ * `percentDevelopedFromCdfs` throws BAD_CDF on a non-positive or non-finite
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+ * CDF because no percent-developed interpretation exists for it.
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+ *
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+ * These utilities are designed to support the actuary's compliance with
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+ * ASOP Nos. 41 and 43; responsibility for compliance remains with the
28
+ * credentialed actuary.
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+ */
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+ import { ComplianceError } from "./bundle.js";
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+ /** Percents above this are flagged (slightly above 1 is legitimate; see doc block). */
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+ const PERCENT_MAX = 1.05;
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+ /** Rolls the prior analysis forward and compares expected to actual emergence per origin. */
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+ export function aveRollForward(rows) {
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+ const outRows = [];
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+ const warnings = [];
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+ let totalExpected = 0;
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+ let totalActual = 0;
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+ for (const row of rows) {
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+ const pctPrior = row.expectedPercentAtPrior;
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+ const pctCurrent = row.expectedPercentAtCurrent;
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+ if (pctCurrent < pctPrior) {
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+ warnings.push(`origin ${row.origin}: pattern goes backwards (expectedPercentAtCurrent ${pctCurrent} < expectedPercentAtPrior ${pctPrior})`);
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+ }
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+ for (const [name, pct] of [
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+ ["expectedPercentAtPrior", pctPrior],
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+ ["expectedPercentAtCurrent", pctCurrent],
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+ ]) {
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+ if (pct < 0 || pct > PERCENT_MAX) {
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+ warnings.push(`origin ${row.origin}: ${name} ${pct} outside [0, ${PERCENT_MAX}]`);
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+ }
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+ }
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+ const expectedEmergence = row.priorUltimate * (pctCurrent - pctPrior);
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+ const actualEmergence = row.currentLatest - row.priorLatest;
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+ const difference = actualEmergence - expectedEmergence;
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+ const ratio = expectedEmergence === 0 ? null : actualEmergence / expectedEmergence;
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+ outRows.push({ origin: row.origin, expectedEmergence, actualEmergence, difference, ratio });
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+ totalExpected += expectedEmergence;
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+ totalActual += actualEmergence;
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+ }
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+ return {
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+ rows: outRows,
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+ totals: {
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+ expectedEmergence: totalExpected,
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+ actualEmergence: totalActual,
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+ difference: totalActual - totalExpected,
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+ ratio: totalExpected === 0 ? null : totalActual / totalExpected,
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+ },
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+ warnings,
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+ };
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+ }
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+ /**
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+ * Percent developed per age from a CDF vector: percent[j] = 1 / cdfs[j]
74
+ * (cdfs[j] = cumulative factor from ages[j] to ultimate, tail included, per
75
+ * core's ChainLadderResult convention). Convenience for pattern-based callers
76
+ * building aveRollForward inputs. Throws ComplianceError("BAD_CDF") on a
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+ * non-positive or non-finite CDF.
78
+ */
79
+ export function percentDevelopedFromCdfs(cdfs) {
80
+ return cdfs.map((cdf, index) => {
81
+ if (!Number.isFinite(cdf) || cdf <= 0) {
82
+ throw new ComplianceError("BAD_CDF", `cdf at index ${index} is ${cdf}; every CDF must be a finite number > 0`);
83
+ }
84
+ return 1 / cdf;
85
+ });
86
+ }
87
+ //# sourceMappingURL=ave.js.map
@@ -0,0 +1 @@
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@@ -0,0 +1,112 @@
1
+ /**
2
+ * Reproducibility bundle: canonical JSON serialization + a tiny integrity
3
+ * hash, so an analysis can state "these results came from exactly these
4
+ * inputs, parameters, and SDK versions" and a re-run can be byte-verified.
5
+ *
6
+ * Ground truth:
7
+ * - `canonicalJson` is the package's single equality oracle: object keys are
8
+ * sorted recursively, arrays keep their order, numbers render via
9
+ * `String(n)` except -0 which normalizes to "0" (so 0 and -0 never differ),
10
+ * and anything JSON cannot faithfully represent (undefined, functions,
11
+ * NaN/Infinity, bigint, symbol, non-plain objects such as Date/Map/Set,
12
+ * circular references) THROWS with the offending path instead of being
13
+ * silently dropped or coerced the way JSON.stringify would.
14
+ * - `fnv1a64` is an integrity aid, NOT a security control (see its doc block).
15
+ * - Timestamps are caller-supplied ISO strings; this module never reads a
16
+ * clock, so identical inputs yield byte-identical bundles.
17
+ * - Browser-safe: no node builtins (TextEncoder is a web-standard global).
18
+ *
19
+ * Error style for the whole package: `ComplianceError` with a registered
20
+ * machine code, mirroring core's `ReservingError` idiom. It lives here (not
21
+ * in its own module) because bundle.ts is the package's dependency-root
22
+ * module — ledger.ts already imports `canonicalJson` from it. Core's
23
+ * `RESERVING_ERROR_CODES` registry is a closed contract enforced against
24
+ * core's own source, and compliance failures (missing rationale, unsupported
25
+ * bundle values) are not reserving-input errors, so this package does not
26
+ * reuse `ReservingError`.
27
+ *
28
+ * These utilities are designed to support the actuary's compliance with
29
+ * ASOP No. 41 (documentation and reproducibility of the analysis);
30
+ * responsibility for compliance remains with the credentialed actuary.
31
+ */
32
+ /**
33
+ * Every machine-readable code a ComplianceError can carry, across all modules
34
+ * of this package. Add the code here when introducing a new throw.
35
+ */
36
+ export declare const COMPLIANCE_ERROR_CODES: readonly ["BAD_BUNDLE", "BAD_CDF", "MISSING_RATIONALE", "UNSUPPORTED_VALUE"];
37
+ export type ComplianceErrorCode = (typeof COMPLIANCE_ERROR_CODES)[number];
38
+ /** Thrown for invalid compliance input (unrepresentable bundle payloads, judgment without rationale, non-positive CDFs). */
39
+ export declare class ComplianceError extends Error {
40
+ readonly code: ComplianceErrorCode;
41
+ constructor(code: ComplianceErrorCode, message: string);
42
+ }
43
+ /**
44
+ * Deterministic JSON serialization: sorted object keys (recursively), arrays
45
+ * in order, no whitespace, -0 normalized to "0". Two structurally equal
46
+ * values always produce the same string regardless of key insertion order.
47
+ * Throws ComplianceError("UNSUPPORTED_VALUE") — with the offending path, e.g.
48
+ * "$.rows[2].ultimate" — for any value JSON cannot faithfully represent.
49
+ */
50
+ export declare function canonicalJson(value: unknown): string;
51
+ /**
52
+ * FNV-1a 64-bit hash over the UTF-8 bytes of `text`, returned as a 16-hex-char
53
+ * string.
54
+ *
55
+ * This is an INTEGRITY AID for detecting accidental divergence between a
56
+ * bundle and a re-run. It is NOT a security control: FNV-1a is not collision
57
+ * resistant and offers no protection against deliberate tampering. Anyone
58
+ * needing tamper evidence must sign or cryptographically hash the payload
59
+ * (which is exactly why the full canonical payload — not just the hash — is
60
+ * stored on the bundle).
61
+ */
62
+ export declare function fnv1a64(text: string): string;
63
+ export interface CreateBundleInput {
64
+ /** The data the analysis consumed (triangles, claims, exposures — anything canonicalizable). */
65
+ inputs: unknown;
66
+ /** The parameters/selections the analysis used (LDF selections, a-prioris, trends…). */
67
+ parameters: unknown;
68
+ /** The results the analysis produced; this is the segment verifyBundle re-checks. */
69
+ results: unknown;
70
+ /** Package versions the run used, e.g. { "@actuarial-ts/core": "0.1.0" }. */
71
+ sdkVersions: Record<string, string>;
72
+ /** Explicit seeds for any stochastic method (purity: no ambient randomness). */
73
+ seeds?: unknown;
74
+ /** Caller-supplied ISO timestamp (purity: no clock reads). */
75
+ createdAt: string;
76
+ }
77
+ export interface ReproducibilityBundle {
78
+ /** Canonical JSON of the full bundle body; the reproducibility record itself. */
79
+ payload: string;
80
+ /** fnv1a64(payload) — integrity aid, not a security control. */
81
+ hash: string;
82
+ }
83
+ /**
84
+ * Packages an analysis run into a reproducibility bundle. The payload is
85
+ * canonical, so two runs with structurally equal inputs produce byte-identical
86
+ * payloads (and therefore identical hashes) regardless of key insertion order.
87
+ * `seeds` is included only when provided (undefined would be unrepresentable).
88
+ */
89
+ export declare function createBundle(input: CreateBundleInput): ReproducibilityBundle;
90
+ export interface VerifyBundleResult {
91
+ reproduced: boolean;
92
+ /**
93
+ * First differing path (deterministic depth-first walk, object keys in
94
+ * sorted order), e.g. "$.rows[1].ultimate". Present only when not
95
+ * reproduced. A missing/extra object key reports the key's path; an array
96
+ * length mismatch reports the first index past the shared prefix; a type
97
+ * mismatch reports the node itself.
98
+ */
99
+ mismatchPath?: string;
100
+ }
101
+ /**
102
+ * Verifies a re-run against a bundle: canonicalizes `rerunResults` and
103
+ * byte-compares it with the bundle's stored `results` segment. On mismatch,
104
+ * reports the FIRST differing path (see VerifyBundleResult.mismatchPath).
105
+ *
106
+ * Throws ComplianceError("BAD_BUNDLE") when the payload is not a valid bundle
107
+ * body, and propagates ComplianceError("UNSUPPORTED_VALUE") when
108
+ * `rerunResults` itself is not canonicalizable — a result that cannot be
109
+ * serialized cannot be verified.
110
+ */
111
+ export declare function verifyBundle(bundle: ReproducibilityBundle, rerunResults: unknown): VerifyBundleResult;
112
+ //# sourceMappingURL=bundle.d.ts.map
@@ -0,0 +1 @@
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