@actuarial-ts/core 0.1.0

package/dist/factors.js.map

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package/dist/fisherLange.d.ts

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+import type { Triangle } from "./types.js";
+/**
+ * Fisher-Lange disposal-rate (average-cost-per-claim-settled) method: the
+ * reserve is future settlements x trended severity, cell by cell.
+ *
+ * Ground truth:
+ * - Disposal rates d[i][j] = incremental CLOSED counts / SUPPLIED ultimate
+ *   counts (the ultimates are the caller's independent estimate - e.g. a
+ *   count chain ladder - never derived here). The rate used per age is the
+ *   caller's `disposalSelections[j]` or, by default, the latest observed
+ *   diagonal rate for that age.
+ * - Future closed counts for origin i at a future age j = ultimateCounts[i]
+ *   x selected d[j].
+ * - Severities by settlement age: incremental paid / incremental closed per
+ *   cell. The selected severity for age j is the closed-count-weighted
+ *   average of the observed cell severities, each trended FROM its cell's
+ *   calendar period TO the latest observed diagonal (the internal
+ *   reference).
+ * - Reserve = sum over future cells of counts x severity trended to that
+ *   cell's calendar period.
+ *
+ * Severity trend convention (compounds by CALENDAR distance): a cell's
+ * calendar position is originIndex x ageStep + age (months), where the
+ * origin cadence is inferred from the (required equal) development-age
+ * spacing. A severity moved y calendar years is multiplied by
+ * (1 + severityTrend)^y, fractional years allowed (quarterly triangles
+ * compound by quarter-year fractions). Because every observed severity is
+ * trended to one reference and then forward to each future cell, the
+ * projection is invariant to the reference choice; `targetYear` only shifts
+ * the calendar year the DISPLAYED selectedSeverities are stated at.
+ *
+ * Projection zeros are loud, never silent: an age with no selectable
+ * disposal rate projects zero closures with a warning, and a needed age
+ * with no observable severity projects zero payment with a warning (the
+ * "sparse cell" warnings).
+ */
+export interface FisherLangeOptions {
+    /**
+     * Selected disposal rate per development age (length = ages.length);
+     * null falls back to the latest observed diagonal rate for that age.
+     */
+    disposalSelections?: (number | null)[];
+    /** Annual severity trend (e.g. 0.05 = +5%/calendar year). */
+    severityTrend: number;
+    /**
+     * Calendar year the displayed selectedSeverities are stated at (default:
+     * the latest diagonal's year). Display only - the reserve is invariant.
+     * Requires an annual triangle (12-month spacing, first age 12) with
+     * numeric origin labels; otherwise ignored with a warning.
+     */
+    targetYear?: number;
+}
+export interface FisherLangeRow {
+    origin: string;
+    /** Age (months) of the latest cell observed in BOTH triangles. */
+    latestAge: number;
+    paidToDate: number;
+    closedToDate: number;
+    ultimateCounts: number;
+    /** Future closed counts per remaining age column (after latestAge). */
+    futureClosedCounts: number[];
+    /**
+     * Trended severity applied per remaining age column; null where no
+     * severity was observable (that cell projected zero payment, warned).
+     */
+    futureSeverities: (number | null)[];
+    unpaid: number;
+    ultimate: number;
+}
+export interface FisherLangeResult {
+    method: "fisherLange";
+    /** Historical incremental severities (paid / closed) per cell. */
+    severities: (number | null)[][];
+    /** Historical disposal rates (incremental closed / ultimate counts). */
+    disposalRates: (number | null)[][];
+    /** Disposal rate used per age (caller's selection or diagonal default). */
+    selectedDisposalRates: (number | null)[];
+    /** Selected severity per age, stated at referenceYear (display only). */
+    selectedSeverities: (number | null)[];
+    /** Calendar year selectedSeverities are stated at; null when origin labels don't parse. */
+    referenceYear: number | null;
+    ultimateCounts: number[];
+    rows: FisherLangeRow[];
+    totals: {
+        paidToDate: number;
+        unpaid: number;
+        ultimate: number;
+    };
+    warnings: string[];
+}
+export declare function runFisherLange(paid: Triangle, closedCounts: Triangle, ultimateCounts: number[], options: FisherLangeOptions): FisherLangeResult;
+//# sourceMappingURL=fisherLange.d.ts.map

package/dist/fisherLange.d.ts.map

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package/dist/fisherLange.js

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+import { ReservingError } from "./types.js";
+import { cumulativeToIncremental } from "./triangleAlgebra.js";
+import { isNum, lastJointObservedIndex, lastObservedIndex, safeRatio } from "./util.js";
+function assertSameShape(a, b) {
+    const sameOrigins = a.origins.length === b.origins.length && a.origins.every((o, i) => o === b.origins[i]);
+    const sameAges = a.ages.length === b.ages.length && a.ages.every((v, j) => v === b.ages[j]);
+    if (!sameOrigins || !sameAges) {
+        throw new ReservingError("SHAPE", "The paid and closed-count triangles must share identical origins and development ages");
+    }
+}
+export function runFisherLange(paid, closedCounts, ultimateCounts, options) {
+    assertSameShape(paid, closedCounts);
+    const nOrigins = paid.origins.length;
+    const nAges = paid.ages.length;
+    if (nAges < 2) {
+        throw new ReservingError("TOO_SMALL", "Fisher-Lange requires at least two development ages");
+    }
+    const step = paid.ages[1] - paid.ages[0];
+    for (let j = 1; j < nAges; j++) {
+        if (paid.ages[j] - paid.ages[j - 1] !== step) {
+            throw new ReservingError("SHAPE", "Fisher-Lange infers calendar distance from the age step, which requires equally spaced development ages");
+        }
+    }
+    if (ultimateCounts.length !== nOrigins) {
+        throw new ReservingError("SHAPE", `Expected ${nOrigins} ultimate claim counts (one per origin), got ${ultimateCounts.length}`);
+    }
+    ultimateCounts.forEach((u, i) => {
+        if (!isNum(u) || u < 0) {
+            throw new ReservingError("BAD_COUNTS", `Ultimate counts must be finite and non-negative; origin ${paid.origins[i]} has ${u}`);
+        }
+    });
+    if (!isNum(options.severityTrend) || options.severityTrend <= -1) {
+        throw new ReservingError("BAD_TREND", "Severity trend must be greater than -100%");
+    }
+    if (options.disposalSelections !== undefined && options.disposalSelections.length !== nAges) {
+        throw new ReservingError("SELECTION_SHAPE", `Expected ${nAges} disposal-rate selections (one per age), got ${options.disposalSelections.length}`);
+    }
+    if (options.targetYear !== undefined && !Number.isInteger(options.targetYear)) {
+        throw new ReservingError("BAD_DATE", `targetYear must be an integer calendar year, got ${options.targetYear}`);
+    }
+    const warnings = [];
+    const growth = 1 + options.severityTrend;
+    const incPaid = cumulativeToIncremental(paid).values;
+    const incClosed = cumulativeToIncremental(closedCounts).values;
+    const calMonths = (i, j) => i * step + paid.ages[j];
+    // Calendar guard: calMonths places origins by array index, which assumes
+    // consecutive origin periods. For annual triangles with numeric year
+    // labels the assumption is checkable for free - a gap (e.g. 2020, 2023,
+    // 2024) silently compresses severity-trend distances, so warn loudly.
+    // Quarterly/non-numeric labels stay unchecked (integer label spacing can
+    // never equal a quarterly step; the cadence inference is documented above).
+    if (step === 12 && paid.origins.every((o) => /^\d+$/.test(o))) {
+        for (let i = 1; i < nOrigins; i++) {
+            const gap = Number(paid.origins[i]) - Number(paid.origins[i - 1]);
+            if (gap !== 1) {
+                warnings.push(`Origins ${paid.origins[i - 1]} and ${paid.origins[i]} are ${gap} years apart but are trended as consecutive; with a nonzero severity trend the reserve is misstated - insert explicit null rows for the missing years`);
+            }
+        }
+    }
+    // Historical severity and disposal-rate triangles (null-safe by safeRatio).
+    const severities = [];
+    const disposalRates = [];
+    for (let i = 0; i < nOrigins; i++) {
+        const ult = ultimateCounts[i];
+        severities.push(paid.ages.map((_, j) => safeRatio(incPaid[i][j] ?? null, incClosed[i][j] ?? null)));
+        disposalRates.push(paid.ages.map((_, j) => safeRatio(incClosed[i][j] ?? null, ult > 0 ? ult : null)));
+    }
+    // Reference: the latest observed calendar position across both incremental
+    // triangles. All severity statements below are internally at REF.
+    let refMonths = -1;
+    let refI = -1;
+    let refJ = -1;
+    for (let i = 0; i < nOrigins; i++) {
+        for (let j = 0; j < nAges; j++) {
+            if (!isNum(incPaid[i][j] ?? null) && !isNum(incClosed[i][j] ?? null))
+                continue;
+            const cal = calMonths(i, j);
+            if (cal > refMonths) {
+                refMonths = cal;
+                refI = i;
+                refJ = j;
+            }
+        }
+    }
+    if (refMonths < 0) {
+        throw new ReservingError("NO_DATA", "No observed cells in the paid or closed-count triangles");
+    }
+    // Selected disposal rate per age: caller's, else latest diagonal.
+    const diagonalDisposal = (j) => {
+        for (let i = nOrigins - 1; i >= 0; i--) {
+            const d = disposalRates[i][j] ?? null;
+            if (isNum(d))
+                return d;
+        }
+        return null;
+    };
+    const selectedDisposalRates = paid.ages.map((age, j) => {
+        const caller = options.disposalSelections?.[j] ?? null;
+        if (isNum(caller)) {
+            if (caller >= 0)
+                return caller;
+            warnings.push(`Negative disposal-rate selection for age ${age} months; ignored in favor of the latest diagonal rate`);
+        }
+        return diagonalDisposal(j);
+    });
+    const disposalSum = selectedDisposalRates.reduce((a, d) => a + (isNum(d) ? d : 0), 0);
+    if (Math.abs(disposalSum - 1) > 0.01) {
+        warnings.push(`Selected disposal rates sum to ${disposalSum.toFixed(4)} across all ages; ` +
+            (disposalSum < 1
+                ? "claims closing beyond the last development age are NOT projected"
+                : "more closures than ultimate counts are projected - review the pattern"));
+    }
+    // Selected severity per age at REF: closed-count-weighted average of the
+    // observed cell severities, each trended to REF.
+    const selectedSevAtRef = paid.ages.map((_, j) => {
+        let trendedPaid = 0;
+        let closed = 0;
+        for (let i = 0; i < nOrigins; i++) {
+            if (!isNum(severities[i][j] ?? null))
+                continue;
+            trendedPaid += incPaid[i][j] * growth ** ((refMonths - calMonths(i, j)) / 12);
+            closed += incClosed[i][j];
+        }
+        return safeRatio(trendedPaid, closed);
+    });
+    // Projection.
+    const warnedNoDisposal = new Set();
+    const warnedNoSeverity = new Set();
+    const rows = [];
+    for (let i = 0; i < nOrigins; i++) {
+        const paidRow = paid.values[i];
+        const closedRow = closedCounts.values[i];
+        const lastPaid = lastObservedIndex(paidRow);
+        const lastClosed = lastObservedIndex(closedRow);
+        const k = lastJointObservedIndex(paidRow, closedRow);
+        if (k < 0) {
+            warnings.push(`Origin ${paid.origins[i]} has no age with both paid and closed counts observed; excluded from results`);
+            continue;
+        }
+        if (lastPaid !== lastClosed) {
+            warnings.push(`Origin ${paid.origins[i]}: paid and closed-count diagonals end at different ages (${paid.ages[lastPaid]} vs ${paid.ages[lastClosed]}); projected from the latest jointly observed age ${paid.ages[k]}`);
+        }
+        const futureClosedCounts = [];
+        const futureSeverities = [];
+        let unpaid = 0;
+        for (let j = k + 1; j < nAges; j++) {
+            const d = selectedDisposalRates[j];
+            if (!isNum(d)) {
+                if (!warnedNoDisposal.has(j)) {
+                    warnedNoDisposal.add(j);
+                    warnings.push(`No disposal rate is selectable for age ${paid.ages[j]} months (sparse column); future closures there are projected as zero`);
+                }
+                futureClosedCounts.push(0);
+                futureSeverities.push(null);
+                continue;
+            }
+            const counts = ultimateCounts[i] * d;
+            futureClosedCounts.push(counts);
+            const sevRef = selectedSevAtRef[j];
+            if (!isNum(sevRef)) {
+                if (counts > 0 && !warnedNoSeverity.has(j)) {
+                    warnedNoSeverity.add(j);
+                    warnings.push(`No severity is observable for age ${paid.ages[j]} months (sparse column); payments there are projected as zero`);
+                }
+                futureSeverities.push(null);
+                continue;
+            }
+            const sev = sevRef * growth ** ((calMonths(i, j) - refMonths) / 12);
+            futureSeverities.push(sev);
+            unpaid += counts * sev;
+        }
+        const paidToDate = paidRow[k];
+        rows.push({
+            origin: paid.origins[i],
+            latestAge: paid.ages[k],
+            paidToDate,
+            closedToDate: closedRow[k],
+            ultimateCounts: ultimateCounts[i],
+            futureClosedCounts,
+            futureSeverities,
+            unpaid,
+            ultimate: paidToDate + unpaid,
+        });
+    }
+    if (rows.length === 0) {
+        throw new ReservingError("NO_DATA", "No origin period has both paid and closed counts observed at any age");
+    }
+    // Display statement year for the selected severities. Derivable only for
+    // annual triangles whose first age is 12 months and whose origin labels
+    // are numeric years; the projection above never depends on it.
+    let referenceYear = null;
+    if (step === 12 && paid.ages[0] === 12 && /^\d+$/.test(paid.origins[refI] ?? "")) {
+        referenceYear = Number(paid.origins[refI]) + refJ;
+    }
+    let displayShiftYears = 0;
+    if (options.targetYear !== undefined) {
+        if (referenceYear === null) {
+            warnings.push("targetYear ignored: stating severities at a calendar year needs an annual triangle (12-month spacing, first age 12) with numeric origin labels");
+        }
+        else {
+            displayShiftYears = options.targetYear - referenceYear;
+            referenceYear = options.targetYear;
+        }
+    }
+    const selectedSeverities = selectedSevAtRef.map((s) => isNum(s) ? s * growth ** displayShiftYears : null);
+    const totals = rows.reduce((acc, r) => ({
+        paidToDate: acc.paidToDate + r.paidToDate,
+        unpaid: acc.unpaid + r.unpaid,
+        ultimate: acc.ultimate + r.ultimate,
+    }), { paidToDate: 0, unpaid: 0, ultimate: 0 });
+    return {
+        method: "fisherLange",
+        severities,
+        disposalRates,
+        selectedDisposalRates,
+        selectedSeverities,
+        referenceYear,
+        ultimateCounts: [...ultimateCounts],
+        rows,
+        totals,
+        warnings,
+    };
+}
+//# sourceMappingURL=fisherLange.js.map

package/dist/fisherLange.js.map

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package/dist/freqSev.d.ts

@@ -0,0 +1,57 @@
+import type { TriangleKind, LdfSelections, Triangle } from "./types.js";
+/**
+ * Frequency-severity ultimate method (Friedland, "Estimating Unpaid Claims
+ * Using Basic Techniques", ch. 11, the development technique applied to
+ * claim counts and average values).
+ *
+ * Ground truth:
+ * - Ultimate claims_i = ultimate counts_i x ultimate severity_i.
+ * - Ultimate counts: chain ladder on the (reported) count triangle with the
+ *   caller's selected count LDFs and tail.
+ * - Ultimate severity: chain ladder on the average-severity triangle
+ *   (losses / counts, cell-wise and null-safe) with the caller's selected
+ *   severity LDFs and tail — developing average values is the standard
+ *   Friedland treatment.
+ * - Selections are the CALLER's judgment on both bases, per the engine-wide
+ *   rule; this module never picks factors.
+ *
+ * Caveat the caller must own (doc, not warning): severity here is per
+ * REPORTED claim including closed-without-payment; a drifting CWP share
+ * masquerades as severity development. Check closure diagnostics before
+ * leaning on this method.
+ */
+export interface FrequencySeverityOptions {
+    /** Selected count LDFs, one per development interval (null = unselected -> 1.000 with a warning). */
+    countSelected: LdfSelections["selected"];
+    countTailFactor?: number;
+    /** Selected severity LDFs on the average-severity triangle. */
+    severitySelected: LdfSelections["selected"];
+    severityTailFactor?: number;
+}
+export interface FrequencySeverityRow {
+    origin: string;
+    /** Latest observed value on the LOSS triangle (the dollars basis). */
+    latestValue: number;
+    ultimateCounts: number;
+    ultimateSeverity: number;
+    ultimate: number;
+    unpaid: number;
+}
+export interface FrequencySeverityResult {
+    method: "frequencySeverity";
+    basis: TriangleKind;
+    rows: FrequencySeverityRow[];
+    totals: {
+        latest: number;
+        ultimate: number;
+        unpaid: number;
+    };
+    warnings: string[];
+}
+/**
+ * Average-severity triangle: cell-wise losses / counts. Null-safe: a
+ * missing, zero, or negative count yields a null severity cell.
+ */
+export declare function severityTriangle(lossTri: Triangle, countTri: Triangle): Triangle;
+export declare function runFrequencySeverity(lossTri: Triangle, countTri: Triangle, options: FrequencySeverityOptions): FrequencySeverityResult;
+//# sourceMappingURL=freqSev.d.ts.map

package/dist/freqSev.d.ts.map

@@ -0,0 +1 @@
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package/dist/freqSev.js

@@ -0,0 +1,82 @@
+import { ReservingError } from "./types.js";
+import { isNum, lastObservedIndex, safeRatio } from "./util.js";
+import { runChainLadder } from "./chainladder.js";
+/**
+ * Average-severity triangle: cell-wise losses / counts. Null-safe: a
+ * missing, zero, or negative count yields a null severity cell.
+ */
+export function severityTriangle(lossTri, countTri) {
+    assertSameShape(lossTri, countTri);
+    return {
+        kind: lossTri.kind,
+        origins: [...lossTri.origins],
+        ages: [...lossTri.ages],
+        values: lossTri.values.map((row, i) => row.map((loss, j) => safeRatio(loss ?? null, countTri.values[i][j] ?? null))),
+    };
+}
+function assertSameShape(a, b) {
+    const sameOrigins = a.origins.length === b.origins.length && a.origins.every((o, i) => o === b.origins[i]);
+    const sameAges = a.ages.length === b.ages.length && a.ages.every((v, i) => v === b.ages[i]);
+    if (!sameOrigins || !sameAges) {
+        throw new ReservingError("SHAPE", "The loss and count triangles must share identical origins and development ages");
+    }
+}
+export function runFrequencySeverity(lossTri, countTri, options) {
+    assertSameShape(lossTri, countTri);
+    const warnings = [];
+    const countCl = runChainLadder(countTri, {
+        selected: options.countSelected,
+        tailFactor: options.countTailFactor ?? 1,
+    });
+    for (const w of countCl.warnings)
+        warnings.push(`counts: ${w}`);
+    const sevTri = severityTriangle(lossTri, countTri);
+    const sevCl = runChainLadder(sevTri, {
+        selected: options.severitySelected,
+        tailFactor: options.severityTailFactor ?? 1,
+    });
+    for (const w of sevCl.warnings)
+        warnings.push(`severity: ${w}`);
+    const countByOrigin = new Map(countCl.rows.map((r) => [r.origin, r]));
+    const sevByOrigin = new Map(sevCl.rows.map((r) => [r.origin, r]));
+    const rows = [];
+    for (let i = 0; i < lossTri.origins.length; i++) {
+        const origin = lossTri.origins[i];
+        const counts = countByOrigin.get(origin);
+        const sev = sevByOrigin.get(origin);
+        if (!counts || !sev) {
+            warnings.push(`Origin ${origin} has no observed counts or severities; excluded from frequency-severity`);
+            continue;
+        }
+        const latestIdx = lastObservedIndex(lossTri.values[i]);
+        const latestValue = latestIdx >= 0 ? lossTri.values[i][latestIdx] : 0;
+        const ultimate = counts.ultimate * sev.ultimate;
+        if (!isNum(ultimate)) {
+            warnings.push(`Origin ${origin}: the frequency-severity ultimate is not computable`);
+            continue;
+        }
+        rows.push({
+            origin,
+            latestValue,
+            ultimateCounts: counts.ultimate,
+            ultimateSeverity: sev.ultimate,
+            ultimate,
+            unpaid: ultimate - latestValue,
+        });
+    }
+    if (rows.length === 0) {
+        throw new ReservingError("NO_DATA", "No origin period has both observed counts and observed severities");
+    }
+    return {
+        method: "frequencySeverity",
+        basis: lossTri.kind,
+        rows,
+        totals: {
+            latest: rows.reduce((a, r) => a + r.latestValue, 0),
+            ultimate: rows.reduce((a, r) => a + r.ultimate, 0),
+            unpaid: rows.reduce((a, r) => a + r.unpaid, 0),
+        },
+        warnings,
+    };
+}
+//# sourceMappingURL=freqSev.js.map

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package/dist/ilf.d.ts

@@ -0,0 +1,111 @@
+import type { ClaimSnapshot } from "./types.js";
+export declare function normalCdf(z: number): number;
+export type SeverityDistribution = {
+    kind: "lognormal";
+    mu: number;
+    sigma: number;
+} | {
+    kind: "pareto";
+    theta: number;
+    alpha: number;
+};
+/** Mean E[X]; null when infinite (Pareto alpha <= 1). */
+export declare function severityMean(dist: SeverityDistribution): number | null;
+/** Limited expected value E[X ∧ c]. */
+export declare function limitedExpectedValue(dist: SeverityDistribution, c: number): number;
+/**
+ * The uncap factor to a target limit: E[X ∧ target] / E[X ∧ cap], with
+ * target null meaning unlimited (E[X] / E[X ∧ cap]). Throws when the
+ * distribution has no finite mean and target is unlimited.
+ */
+export declare function uncapFactor(dist: SeverityDistribution, cap: number, target: number | null): number;
+export interface SeverityObservation {
+    /** Severity at the claim's latest evaluation, at base-year cost level. */
+    value: number;
+    /**
+     * True when the claim is still open. Its reported incurred is then treated
+     * as a right-censoring floor on ultimate severity - a CASE-ADEQUACY
+     * ASSUMPTION, not a fact: redundant case reserves overstate the fitted
+     * tail, deficient ones understate it. Fits must carry this caveat.
+     */
+    censored: boolean;
+}
+export interface SeverityFit {
+    distribution: SeverityDistribution;
+    logLikelihood: number;
+    nExact: number;
+    nCensored: number;
+    nExcludedNonPositive: number;
+    valid: boolean;
+    warnings: string[];
+    /**
+     * Kaplan-Meier (censoring-adjusted) empirical quantiles vs fitted
+     * unconditional quantiles. Closed-claims-only quantiles are biased small
+     * (large claims stay open), so the empirical side uses the product-limit
+     * estimator; null where censoring exhausts the observable range.
+     */
+    quantileCheck: {
+        p: number;
+        empirical: number | null;
+        fitted: number;
+    }[];
+}
+/**
+ * Fits a severity distribution by maximum likelihood with right-censoring:
+ * closed claims contribute the density, open claims the survival at their
+ * reported incurred. Treating reported incurred as a floor on ultimate
+ * severity is a CASE-ADEQUACY assumption - on books with redundant reserves
+ * the fitted tail (and any uncap factor from it) is overstated. Fits are
+ * additionally gated on censored share and parameter sanity: a likelihood
+ * dominated by open claims can push the tail arbitrarily heavy while looking
+ * converged.
+ */
+export declare function fitSeverity(observations: SeverityObservation[], kind: SeverityDistribution["kind"]): SeverityFit;
+/**
+ * Kaplan-Meier product-limit quantiles over exact + right-censored values:
+ * the censoring-adjusted empirical benchmark (closed-only quantiles are
+ * biased small because large claims stay open). Returns null for probes the
+ * survival curve cannot reach (censoring exhausts the observable range).
+ * Ties convention: events precede censorings at the same value.
+ */
+export declare function kaplanMeierQuantiles(exact: number[], censored: number[], probes: number[]): (number | null)[];
+/**
+ * Structural validation shared by every ILF-table write path (import route,
+ * workspace patch) and by interpolation: >= 2 rows, positive limits and
+ * factors, unique limits, factors non-decreasing in the limit. Throws
+ * ReservingError so garbage is rejected at the door, identically everywhere.
+ */
+export declare function validateIlfTable(table: IlfTableRow[]): IlfTableRow[];
+/**
+ * Base-year-level severity observations from a loss run: each claim's latest
+ * evaluation on or before asOfDate, deflated by the cap index, open claims
+ * censored at reported incurred.
+ */
+export declare function severityObservations(claims: ClaimSnapshot[], options: {
+    asOfDate?: string;
+    indexRate?: number;
+    baseYear: number;
+}): SeverityObservation[];
+export interface IlfTableRow {
+    limit: number;
+    factor: number;
+}
+/**
+ * Log-log interpolated ILF at a limit. Exact at knots; throws when the
+ * table does not bracket the requested limit (extrapolating an ILF table is
+ * how excess layers get silently mispriced).
+ */
+export declare function interpolateIlf(table: IlfTableRow[], limit: number): number;
+/** Table-based uncap factor: ILF(target)/ILF(cap). */
+export declare function tableUncapFactor(table: IlfTableRow[], cap: number, target: number): number;
+/**
+ * Illustrative severity curves for when no licensed table and no credible
+ * own-data fit exist. Parameters are textbook-plausible shapes, NOT ISO or
+ * NCCI factors - the UI must say so loudly.
+ */
+export declare const ILLUSTRATIVE_CURVES: {
+    id: string;
+    label: string;
+    distribution: SeverityDistribution;
+}[];
+//# sourceMappingURL=ilf.d.ts.map

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