@actuarial-ts/compliance

@actuarial-ts/compliance

The compliance-support layer of the actuarial-ts SDK: the part no calculator ships. It turns an analysis into the documentation the Actuarial Standards of Practice ask for.

• Estimate metadata (ASOP 43): intended purpose and measure, gross/net basis, LAE treatment, and the accounting / valuation / review dates — as typed, validated fields instead of tribal knowledge.
• Assumption ledger (ASOPs 41/43/56): an immutable record of every selection, distinguishing machine defaults from human or agent judgment; judgment entries require a rationale.
• Disclosure generator (ASOP 41): renders a methods-assumptions-and-data appendix from the analysis itself — written to the "another qualified actuary could appraise it" bar, deterministic to the byte.
• Model cards (ASOP 56): intended use, specification, key assumptions, known weaknesses, and sensitivities for every method the SDK ships (a cross-package sync test enforces the completeness, so the registry can never silently fall behind core) — the "basic understanding" content an actuary relying on vendor models must hold and disclose.
• Reproducibility bundles (ASOP 21 / 56): canonical serialization of inputs, parameters, and results with an integrity tag, so an analysis re-runs identically years later for an auditor or examiner.
• Actual-vs-expected roll-forward: expected emergence from the prior valuation's pattern versus actual, by origin.

Everything here is pure, deterministic, and browser-safe: no clock reads, no randomness, no node builtins. Identical inputs produce byte-identical documents.

Quickstart

import { runChainLadder, runMack } from "@actuarial-ts/core";
import {
  createLedger,
  recordAssumption,
  generateDisclosure,
} from "@actuarial-ts/compliance";

let ledger = createLedger();
ledger = recordAssumption(ledger, {
  timestamp: "2026-01-05T10:05:00Z",
  actor: "actuary",
  field: "paid.tailFactor",
  value: 1.02,
  rationale: "Exponential-decay fit valid with R^2 0.97; judgmentally confirmed",
  source: "fitted",
});

const cl = runChainLadder(paidTriangle, { selected, tailFactor: 1.02 });
const mack = runMack(paidTriangle, { selected, tailFactor: 1.02 });

const markdown = generateDisclosure({
  metadata: {
    intendedPurpose: "Estimate unpaid claims for year-end statutory reporting",
    intendedMeasure: { kind: "central-estimate" },
    basis: { grossNet: "gross", laeTreatment: "dcc-only" },
    accountingDate: "2025-12-31",
    valuationDate: "2025-12-31",
  },
  methods: [
    { methodId: "chainLadder", basisLabel: "paid", parameters: { selected, tailFactor: 1.02 }, resultSummary: { ultimate: cl.totals.ultimate, unpaid: cl.totals.unpaid } },
    { methodId: "mack", basisLabel: "paid", resultSummary: { standardError: mack.totals.standardError } },
  ],
  ledger,
  sdkVersion: "0.3.0",
  generatedAt: "2026-01-05T10:15:00Z",
});

The honest claim

The ASB does not approve, certify, or endorse software, and no software can be "ASOP-compliant" on its own — compliance is a property of a credentialed actuary's work in context. This package is designed to support the actuary's compliance with ASOP Nos. 41, 43, 23, 56, 21, and 20 by generating the disclosures, documentation, and audit artifacts those standards call for. The generated documents are draft support material for the responsible actuary to review, edit, and adopt.

License

Apache-2.0. Copyright 2026 Justin Morrey.