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Friedland Chapter 11 - #1176

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Friedland Chapter 11#1176
henrydingliu wants to merge 9 commits into
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chapter_11_parking

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@henrydingliu henrydingliu commented Aug 1, 2026

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Summary of Changes

Adding a first draft of Chapter 11, which showcases the recently added TriangleWeight and DisposalRate

Unlike Chapter 6 and 7, we are using jupyter notebook, which provides richer formatting. Testing is achieved through asserts built into the notebook, though failing any assert only results in a warning.

RTD version here.

Related GitHub Issue(s)

refers #588
closes #1073 #1024

Additional Context for Reviewers

other misc edits:

  • adding precision to several friedland datasets (use severity x count to get more decimals on loss)

    • adding precision to chapter 6 and 7 doctests as a result
  • removing friedland_xyz_disposal (redundant)

  • nan_triangle no longer returns full triangle for any pattern

  • w_ is now deleted inside _drop_subtriangles

  • TriangleWeight now supports full triangles

  • fit_OLS is fixed inside WeightedRegression; r-squared is added

  • I passed tests locally for both code (uv run pytest) and documentation changes (uv run jb build docs --builder=custom --custom-builder=doctest)


Note

Medium Risk
Changes to nan_triangle, weighted OLS, and TriangleWeight on full triangles affect core triangle arithmetic and development weighting; risk is moderate due to broad doctest/notebook coverage rather than isolated UI changes.

Overview
Adds Friedland Chapter 11 documentation (notebook + TOC) that chains existing methods—Development, Chainladder, TriangleWeight, DisposalRate, Trend, WeightedRegression—for frequency-severity ultimates, with assert-based reconciliation to textbook figures.

Core library changes: TriangleWeight now fits on full triangles (e.g. full_triangle_) via an is_full path in n_periods weighting; fit forces numpy/cupy backends and returns typed Triangle weights. WeightedRegression.fit_OLS uses weighted means for slope/intercept and exposes rsq_. nan_triangle no longer treats pattern triangles like ultimates (drops is_pattern shortcut). _drop_subtriangles also clears w_.

Data: Friedland CSVs get finer loss precision; friedland_gl_insurer gains Reported Claims; friedland_xyz_disp is removed from the manifest (file deleted). Chapter 6/7 doctests updated for rounded paid values.

Reviewed by Cursor Bugbot for commit dc2919e. Bugbot is set up for automated code reviews on this repo. Configure here.

* WIP

* making progress

* promoting _param_property

* fixing bug

* full implementation w/ test

* bugbot and tests

* test fix

* rubric

* docstring and additional tests

* bugbot proof

* Update test_disposal.py

* docstring and additional tests

* bugbot proof

* Update test_disposal.py

* more bugbot fixes

* bug fix

* fix

* forcing numpy after all

* more fixes

* more fixes

* addressing reviewer comments

* added missing dependencies

* restructuring disposal attributes into mixin class

* adding `is_disposal_rate` attribute to triangle

* improving docstring and adding codecov coverage

* chapter 11 prep

* streamlining single dev weights

* doctest fixes

* additional tests
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github-actions Bot commented Aug 1, 2026

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Pyright Type Completeness

View the full pyright --verifytypes output for this commit

Project (full chainladder package, at this PR's head): 15.0% of exported symbols fully typed (196 / 1308)

Known Ambiguous Unknown Total
Project (head) 196 111 1001 1308

Other symbols referenced but not exported by chainladder: 13

Known Ambiguous Unknown Total
Other (head) 3 1 9 13

Symbols without documentation:

  • Functions without docstring: 315
  • Functions without default param: 0
  • Classes without docstring: 10

Patch (exported symbols added or changed by this PR): 0.0% fully typed (0 / 3)

Known Ambiguous Unknown Total
Patch 0 1 2 3
Patch symbol details
Symbol Status Change
chainladder.utils.tests.test_utilities.test_triangleweight_drop_valuation_all ❌ unknown new
chainladder.utils.tests.test_utilities.test_triangleweight_full_triangle ❌ unknown new
chainladder.utils.weighted_regression.WeightedRegression.rsq_ ⚠️ ambiguous new

Comment thread chainladder/utils/triangle_weight.py Outdated

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Cursor Bugbot has reviewed your changes and found 1 potential issue.

Fix All in Cursor

❌ Bugbot Autofix is OFF. To automatically fix reported issues with cloud agents, enable autofix in the Cursor dashboard.

Reviewed by Cursor Bugbot for commit a108767. Configure here.

Comment thread chainladder/utils/triangle_weight.py Outdated
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codecov Bot commented Aug 1, 2026

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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 91.20%. Comparing base (bb16128) to head (dc2919e).

Additional details and impacted files
@@            Coverage Diff             @@
##             main    #1176      +/-   ##
==========================================
+ Coverage   91.14%   91.20%   +0.06%     
==========================================
  Files          91       91              
  Lines        5365     5380      +15     
  Branches      681      683       +2     
==========================================
+ Hits         4890     4907      +17     
+ Misses        340      339       -1     
+ Partials      135      134       -1     
Flag Coverage Δ
unittests 91.20% <100.00%> (+0.06%) ⬆️

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@henrydingliu
henrydingliu marked this pull request as ready for review August 1, 2026 03:57
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[BUG] nan_triangle returns full triangle when is_pattern

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