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Disposal rate method (#1022) - #1077
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Created a DisposalMixin for the new adjustment estimator and Triangle Berquist-Sherman also uses disposal rate. will leave harmonization to another PR We may eventually want to split Common into DevelopmentMixin, IncrementalMixin, etc. Added disposal_rate_tri to Triangle, mimicking age_to_age/link_ratio Added is_disposal_rate to Triangle, in order to differentiate the proper path in incr_to_cum and cum_to_incr
henrydingliu
requested review from
genedan, jbogaardt and kennethshsu
as code ownersJune 30, 2026 01:32
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Pyright Type CompletenessView the full Project (full
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Created a DisposalMixin for the new adjustment estimator and Triangle
Berquist-Sherman also uses disposal rate. will leave harmonization to another PR We may eventually want to split Common into DevelopmentMixin, IncrementalMixin, etc. Added disposal_rate_tri to Triangle, mimicking age_to_age/link_ratio
Added is_disposal_rate to Triangle, in order to differentiate the proper path in incr_to_cum and cum_to_incr
Summary of Changes
Related GitHub Issue(s)
Additional Context for Reviewers
uv run pytest) and documentation changes (uv run jb build docs --builder=custom --custom-builder=doctest)Note
Medium Risk
Touches core Triangle cum/incr logic and introduces a new reserving path that depends on external ultimates; behavior is covered by tests but mistakes could affect triangle arithmetic for pattern triangles.
Overview
Adds
DisposalRate, a Friedland-style adjustment that fits cumulative disposal patterns against a requiredsample_weightultimate and uses them to project the lower triangle via runoff-derivedldf_.Triangle gains
disposal_rate_tri,is_disposal_rate, andDisposalMixin(disposal_rate_/incr_disposal_rate_).incr_to_cumandcum_to_incrnow treat disposal-rate patterns separately from multiplicative link-ratio patterns.MethodBase.validate_weightis a@staticmethodsoDisposalRatecan validate ultimates without a full fit.DisposalRateis exported in the public API; tests cover Friedland fidelity, chainladder parity, sparse backends, and required weights.Reviewed by Cursor Bugbot for commit 921bfca. Bugbot is set up for automated code reviews on this repo. Configure here.