FA-63221 / Insurance premium rating / Open access
Retrospective rating adjustment: Bounds are enforced before the tax multiplier · case 01
Capped or floored retro premiums exceed the plan bounds by the tax multiplier.
ROOT CAUSE
The tax multiplier is applied after the min/max clamp.
VERIFIED REPAIR
Tax the premium first, then clamp to bounds that already include tax.
Unsuccessful approach: Taxing the bounds too still moves them away from the filed minimum and maximum.
Case contract
Input standard premium, basic, lcf, tax (x1000), min and max (per mille of standard), loss_limit, claims (negative = recovery). max<min -> 'invalid bounds'. Limited losses = max(0, sum(min(claim, limit))). Retro = (standard*basic + limited*lcf)*tax, bounded by [standard*min, standard*max] (bounds already include tax), rounded half-up. Return [limited, retro].
Why this case matters
Retrospective plans settle premium after losses, so each conversion factor and bound has to sit at the right step.
1 / The failure
Exit 1"""Failure Map reference implementation. Python standard library only."""
import json
import math
from fractions import Fraction
N = 1
observations = []
def solve(x):
sp=x['standard']
if x['max']<x['min']: return 'invalid bounds'
lim=max(0,sum(min(c,x['loss_limit']) for c in x['claims']))
basic=Fraction(sp*x['basic'],1000)
retro=basic+Fraction(lim*x['lcf'],1000)
lo=Fraction(sp*x['min'],1000); hi=Fraction(sp*x['max'],1000)
retro=max(lo,min(hi,retro))*Fraction(x['tax'],1000)
return [lim, math.floor(retro+Fraction(1,2))]
def check(label, actual, expected):
observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['moderate losses between bounds', {'standard': 1208187, 'basic': 250, 'lcf': 1100, 'tax': 1030, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [65251, 117766, 199866, 72604]}, [455487, 827175]], ['large claim limited', {'standard': 1536795, 'basic': 250, 'lcf': 1100, 'tax': 1050, 'min': 600, 'max': 3000, 'loss_limit': 5000000, 'claims': [7899385, 85219]}, [5085219, 4610385]], ['maximum binds', {'standard': 576969, 'basic': 250, 'lcf': 1100, 'tax': 1030, 'min': 500, 'max': 1200, 'loss_limit': 5000000, 'claims': [3887820, 3676391, 3519603, 3011895]}, [14095709, 692363]], ['no losses minimum binds', {'standard': 783317, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 500, 'max': 1400, 'loss_limit': 5000000, 'claims': []}, [0, 391659]], ['subrogation recovery offsets', {'standard': 1402360, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [299401, -71949]}, [227452, 581085]], ['net recovery floors at zero', {'standard': 1970882, 'basic': 200, 'lcf': 1150, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-13900]}, [0, 591265]], ['inverted bounds rejected', {'standard': 857821, 'basic': 200, 'lcf': 1150, 'tax': 1030, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 1032758, 'basic': 250, 'lcf': 1200, 'tax': 1030, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 929482]], ['near-minimum losses', {'standard': 1037917, 'basic': 250, 'lcf': 1200, 'tax': 1030, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [196003]}, [196003, 509523]]], [['moderate losses between bounds', {'standard': 559811, 'basic': 250, 'lcf': 1150, 'tax': 1030, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [168808, 170340, 188681, 153930]}, [681759, 951695]], ['large claim limited', {'standard': 1398667, 'basic': 200, 'lcf': 1150, 'tax': 1030, 'min': 500, 'max': 3000, 'loss_limit': 5000000, 'claims': [8563900, 72244]}, [5072244, 4196001]], ['maximum binds', {'standard': 1860838, 'basic': 250, 'lcf': 1100, 'tax': 1050, 'min': 600, 'max': 1200, 'loss_limit': 5000000, 'claims': [3974702, 2021857, 3323996, 2741110]}, [12061665, 2233006]], ['no losses minimum binds', {'standard': 1054836, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 500, 'max': 1400, 'loss_limit': 5000000, 'claims': []}, [0, 527418]], ['subrogation recovery offsets', {'standard': 572933, 'basic': 250, 'lcf': 1150, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [215865, -67794]}, [148071, 322920]], ['net recovery floors at zero', {'standard': 1415569, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-23951]}, [0, 424671]], ['inverted bounds rejected', {'standard': 1885857, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 1658903, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 1493013]], ['near-minimum losses', {'standard': 1831216, 'basic': 250, 'lcf': 1150, 'tax': 1030, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [255597]}, [255597, 824047]]], [['moderate losses between bounds', {'standard': 1953166, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [130486, 146045, 106267, 80838]}, [463636, 970005]], ['large claim limited', {'standard': 1375996, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 600, 'max': 3000, 'loss_limit': 5000000, 'claims': [8850428, 26063]}, [5026063, 4127988]], ['maximum binds', {'standard': 1822101, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 600, 'max': 1200, 'loss_limit': 5000000, 'claims': [3010425, 2467545, 2177771, 3447891]}, [11103632, 2186521]], ['no losses minimum binds', {'standard': 1516833, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 500, 'max': 1400, 'loss_limit': 5000000, 'claims': []}, [0, 758417]], ['subrogation recovery offsets', {'standard': 714829, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [292326, -101272]}, [191054, 370781]], ['net recovery floors at zero', {'standard': 1501098, 'basic': 200, 'lcf': 1100, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-22616]}, [0, 450329]], ['inverted bounds rejected', {'standard': 696781, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 802028, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 721825]], ['near-minimum losses', {'standard': 715359, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [161153]}, [161153, 346549]]], [['moderate losses between bounds', {'standard': 714988, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [147807, 50783, 101639, 147624]}, [447853, 714442]], ['large claim limited', {'standard': 1075364, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 600, 'max': 3000, 'loss_limit': 5000000, 'claims': [6621396, 51697]}, [5051697, 3226092]], ['maximum binds', {'standard': 636493, 'basic': 250, 'lcf': 1200, 'tax': 1050, 'min': 500, 'max': 1200, 'loss_limit': 5000000, 'claims': [3206066, 2811387, 2370852, 2596520]}, [10984825, 763792]], ['no losses minimum binds', {'standard': 1974481, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 500, 'max': 1600, 'loss_limit': 5000000, 'claims': []}, [0, 987241]], ['subrogation recovery offsets', {'standard': 1092045, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [210597, -95806]}, [114791, 366843]], ['net recovery floors at zero', {'standard': 1088467, 'basic': 250, 'lcf': 1200, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-13789]}, [0, 326540]], ['inverted bounds rejected', {'standard': 1508678, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 811592, 'basic': 250, 'lcf': 1200, 'tax': 1050, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 730433]], ['near-minimum losses', {'standard': 1513685, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [237641]}, [237641, 681158]]], [['moderate losses between bounds', {'standard': 1863348, 'basic': 250, 'lcf': 1200, 'tax': 1050, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [182396, 119506, 129126, 64521]}, [495549, 1113521]], ['large claim limited', {'standard': 1794820, 'basic': 200, 'lcf': 1100, 'tax': 1030, 'min': 500, 'max': 3000, 'loss_limit': 5000000, 'claims': [6997029, 30223]}, [5030223, 5384460]], ['maximum binds', {'standard': 1446879, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 500, 'max': 1200, 'loss_limit': 5000000, 'claims': [3226070, 2149089, 2381869, 2566788]}, [10323816, 1736255]], ['no losses minimum binds', {'standard': 1111989, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 500, 'max': 1400, 'loss_limit': 5000000, 'claims': []}, [0, 555995]], ['subrogation recovery offsets', {'standard': 930668, 'basic': 250, 'lcf': 1150, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [215001, -125166]}, [89835, 346057]], ['net recovery floors at zero', {'standard': 790663, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-24524]}, [0, 237199]], ['inverted bounds rejected', {'standard': 901935, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 802066, 'basic': 250, 'lcf': 1150, 'tax': 1050, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 721859]], ['near-minimum losses', {'standard': 1352189, 'basic': 250, 'lcf': 1150, 'tax': 1050, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [178467]}, [178467, 608485]]]]
for label, args, expected in fixtures[N-1]:
check(label, solve(args), expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)
| Boundary fixture | Actual | Expected | Outcome |
|---|---|---|---|
| moderate losses between bounds | [455487, 827175] | [455487, 827175] | Passed |
| large claim limited | [5085219, 4840904] | [5085219, 4610385] | Failed |
| maximum binds | [14095709, 713134] | [14095709, 692363] | Failed |
| no losses minimum binds | [0, 411241] | [0, 391659] | Failed |
| subrogation recovery offsets | [227452, 581085] | [227452, 581085] | Passed |
| net recovery floors at zero | [0, 609003] | [0, 591265] | Failed |
| inverted bounds rejected | invalid bounds | invalid bounds | Passed |
| flat plan with equal bounds | [100000, 957367] | [100000, 929482] | Failed |
| near-minimum losses | [196003, 509523] | [196003, 509523] | Passed |
SHA-256 / 5f85e8d30f5510fcd4e141b0ea592bc97aa062eabcd3560fa618765e0f8a96c4
2 / The unsuccessful fix
Exit 1"""Failure Map reference implementation. Python standard library only."""
import json
import math
from fractions import Fraction
N = 1
observations = []
def solve(x):
sp=x['standard']
if x['max']<x['min']: return 'invalid bounds'
lim=max(0,sum(min(c,x['loss_limit']) for c in x['claims']))
basic=Fraction(sp*x['basic'],1000)
retro=(basic+Fraction(lim*x['lcf'],1000))*Fraction(x['tax'],1000)
lo=Fraction(sp*x['min'],1000)*Fraction(x['tax'],1000); hi=Fraction(sp*x['max'],1000)*Fraction(x['tax'],1000)
retro=max(lo,min(hi,retro))
return [lim, math.floor(retro+Fraction(1,2))]
def check(label, actual, expected):
observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['moderate losses between bounds', {'standard': 1208187, 'basic': 250, 'lcf': 1100, 'tax': 1030, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [65251, 117766, 199866, 72604]}, [455487, 827175]], ['large claim limited', {'standard': 1536795, 'basic': 250, 'lcf': 1100, 'tax': 1050, 'min': 600, 'max': 3000, 'loss_limit': 5000000, 'claims': [7899385, 85219]}, [5085219, 4610385]], ['maximum binds', {'standard': 576969, 'basic': 250, 'lcf': 1100, 'tax': 1030, 'min': 500, 'max': 1200, 'loss_limit': 5000000, 'claims': [3887820, 3676391, 3519603, 3011895]}, [14095709, 692363]], ['no losses minimum binds', {'standard': 783317, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 500, 'max': 1400, 'loss_limit': 5000000, 'claims': []}, [0, 391659]], ['subrogation recovery offsets', {'standard': 1402360, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [299401, -71949]}, [227452, 581085]], ['net recovery floors at zero', {'standard': 1970882, 'basic': 200, 'lcf': 1150, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-13900]}, [0, 591265]], ['inverted bounds rejected', {'standard': 857821, 'basic': 200, 'lcf': 1150, 'tax': 1030, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 1032758, 'basic': 250, 'lcf': 1200, 'tax': 1030, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 929482]], ['near-minimum losses', {'standard': 1037917, 'basic': 250, 'lcf': 1200, 'tax': 1030, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [196003]}, [196003, 509523]]], [['moderate losses between bounds', {'standard': 559811, 'basic': 250, 'lcf': 1150, 'tax': 1030, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [168808, 170340, 188681, 153930]}, [681759, 951695]], ['large claim limited', {'standard': 1398667, 'basic': 200, 'lcf': 1150, 'tax': 1030, 'min': 500, 'max': 3000, 'loss_limit': 5000000, 'claims': [8563900, 72244]}, [5072244, 4196001]], ['maximum binds', {'standard': 1860838, 'basic': 250, 'lcf': 1100, 'tax': 1050, 'min': 600, 'max': 1200, 'loss_limit': 5000000, 'claims': [3974702, 2021857, 3323996, 2741110]}, [12061665, 2233006]], ['no losses minimum binds', {'standard': 1054836, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 500, 'max': 1400, 'loss_limit': 5000000, 'claims': []}, [0, 527418]], ['subrogation recovery offsets', {'standard': 572933, 'basic': 250, 'lcf': 1150, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [215865, -67794]}, [148071, 322920]], ['net recovery floors at zero', {'standard': 1415569, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-23951]}, [0, 424671]], ['inverted bounds rejected', {'standard': 1885857, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 1658903, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 1493013]], ['near-minimum losses', {'standard': 1831216, 'basic': 250, 'lcf': 1150, 'tax': 1030, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [255597]}, [255597, 824047]]], [['moderate losses between bounds', {'standard': 1953166, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [130486, 146045, 106267, 80838]}, [463636, 970005]], ['large claim limited', {'standard': 1375996, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 600, 'max': 3000, 'loss_limit': 5000000, 'claims': [8850428, 26063]}, [5026063, 4127988]], ['maximum binds', {'standard': 1822101, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 600, 'max': 1200, 'loss_limit': 5000000, 'claims': [3010425, 2467545, 2177771, 3447891]}, [11103632, 2186521]], ['no losses minimum binds', {'standard': 1516833, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 500, 'max': 1400, 'loss_limit': 5000000, 'claims': []}, [0, 758417]], ['subrogation recovery offsets', {'standard': 714829, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [292326, -101272]}, [191054, 370781]], ['net recovery floors at zero', {'standard': 1501098, 'basic': 200, 'lcf': 1100, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-22616]}, [0, 450329]], ['inverted bounds rejected', {'standard': 696781, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 802028, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 721825]], ['near-minimum losses', {'standard': 715359, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [161153]}, [161153, 346549]]], [['moderate losses between bounds', {'standard': 714988, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [147807, 50783, 101639, 147624]}, [447853, 714442]], ['large claim limited', {'standard': 1075364, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 600, 'max': 3000, 'loss_limit': 5000000, 'claims': [6621396, 51697]}, [5051697, 3226092]], ['maximum binds', {'standard': 636493, 'basic': 250, 'lcf': 1200, 'tax': 1050, 'min': 500, 'max': 1200, 'loss_limit': 5000000, 'claims': [3206066, 2811387, 2370852, 2596520]}, [10984825, 763792]], ['no losses minimum binds', {'standard': 1974481, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 500, 'max': 1600, 'loss_limit': 5000000, 'claims': []}, [0, 987241]], ['subrogation recovery offsets', {'standard': 1092045, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [210597, -95806]}, [114791, 366843]], ['net recovery floors at zero', {'standard': 1088467, 'basic': 250, 'lcf': 1200, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-13789]}, [0, 326540]], ['inverted bounds rejected', {'standard': 1508678, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 811592, 'basic': 250, 'lcf': 1200, 'tax': 1050, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 730433]], ['near-minimum losses', {'standard': 1513685, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [237641]}, [237641, 681158]]], [['moderate losses between bounds', {'standard': 1863348, 'basic': 250, 'lcf': 1200, 'tax': 1050, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [182396, 119506, 129126, 64521]}, [495549, 1113521]], ['large claim limited', {'standard': 1794820, 'basic': 200, 'lcf': 1100, 'tax': 1030, 'min': 500, 'max': 3000, 'loss_limit': 5000000, 'claims': [6997029, 30223]}, [5030223, 5384460]], ['maximum binds', {'standard': 1446879, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 500, 'max': 1200, 'loss_limit': 5000000, 'claims': [3226070, 2149089, 2381869, 2566788]}, [10323816, 1736255]], ['no losses minimum binds', {'standard': 1111989, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 500, 'max': 1400, 'loss_limit': 5000000, 'claims': []}, [0, 555995]], ['subrogation recovery offsets', {'standard': 930668, 'basic': 250, 'lcf': 1150, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [215001, -125166]}, [89835, 346057]], ['net recovery floors at zero', {'standard': 790663, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-24524]}, [0, 237199]], ['inverted bounds rejected', {'standard': 901935, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 802066, 'basic': 250, 'lcf': 1150, 'tax': 1050, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 721859]], ['near-minimum losses', {'standard': 1352189, 'basic': 250, 'lcf': 1150, 'tax': 1050, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [178467]}, [178467, 608485]]]]
for label, args, expected in fixtures[N-1]:
check(label, solve(args), expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)
| Boundary fixture | Actual | Expected | Outcome |
|---|---|---|---|
| moderate losses between bounds | [455487, 827175] | [455487, 827175] | Passed |
| large claim limited | [5085219, 4840904] | [5085219, 4610385] | Failed |
| maximum binds | [14095709, 713134] | [14095709, 692363] | Failed |
| no losses minimum binds | [0, 411241] | [0, 391659] | Failed |
| subrogation recovery offsets | [227452, 581085] | [227452, 581085] | Passed |
| net recovery floors at zero | [0, 609003] | [0, 591265] | Failed |
| inverted bounds rejected | invalid bounds | invalid bounds | Passed |
| flat plan with equal bounds | [100000, 957367] | [100000, 929482] | Failed |
| near-minimum losses | [196003, 509523] | [196003, 509523] | Passed |
SHA-256 / 84a336220c1e4a5c845028fbae9bf11e70e09e3108927e85f9c34784c30686e0
3 / The verified repair
Exit 0"""Failure Map reference implementation. Python standard library only."""
import json
import math
from fractions import Fraction
N = 1
observations = []
def solve(x):
sp=x['standard']
if x['max']<x['min']: return 'invalid bounds'
lim=max(0,sum(min(c,x['loss_limit']) for c in x['claims']))
basic=Fraction(sp*x['basic'],1000)
retro=(basic+Fraction(lim*x['lcf'],1000))*Fraction(x['tax'],1000)
lo=Fraction(sp*x['min'],1000); hi=Fraction(sp*x['max'],1000)
retro=max(lo,min(hi,retro))
return [lim, math.floor(retro+Fraction(1,2))]
def check(label, actual, expected):
observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['moderate losses between bounds', {'standard': 1208187, 'basic': 250, 'lcf': 1100, 'tax': 1030, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [65251, 117766, 199866, 72604]}, [455487, 827175]], ['large claim limited', {'standard': 1536795, 'basic': 250, 'lcf': 1100, 'tax': 1050, 'min': 600, 'max': 3000, 'loss_limit': 5000000, 'claims': [7899385, 85219]}, [5085219, 4610385]], ['maximum binds', {'standard': 576969, 'basic': 250, 'lcf': 1100, 'tax': 1030, 'min': 500, 'max': 1200, 'loss_limit': 5000000, 'claims': [3887820, 3676391, 3519603, 3011895]}, [14095709, 692363]], ['no losses minimum binds', {'standard': 783317, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 500, 'max': 1400, 'loss_limit': 5000000, 'claims': []}, [0, 391659]], ['subrogation recovery offsets', {'standard': 1402360, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [299401, -71949]}, [227452, 581085]], ['net recovery floors at zero', {'standard': 1970882, 'basic': 200, 'lcf': 1150, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-13900]}, [0, 591265]], ['inverted bounds rejected', {'standard': 857821, 'basic': 200, 'lcf': 1150, 'tax': 1030, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 1032758, 'basic': 250, 'lcf': 1200, 'tax': 1030, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 929482]], ['near-minimum losses', {'standard': 1037917, 'basic': 250, 'lcf': 1200, 'tax': 1030, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [196003]}, [196003, 509523]]], [['moderate losses between bounds', {'standard': 559811, 'basic': 250, 'lcf': 1150, 'tax': 1030, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [168808, 170340, 188681, 153930]}, [681759, 951695]], ['large claim limited', {'standard': 1398667, 'basic': 200, 'lcf': 1150, 'tax': 1030, 'min': 500, 'max': 3000, 'loss_limit': 5000000, 'claims': [8563900, 72244]}, [5072244, 4196001]], ['maximum binds', {'standard': 1860838, 'basic': 250, 'lcf': 1100, 'tax': 1050, 'min': 600, 'max': 1200, 'loss_limit': 5000000, 'claims': [3974702, 2021857, 3323996, 2741110]}, [12061665, 2233006]], ['no losses minimum binds', {'standard': 1054836, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 500, 'max': 1400, 'loss_limit': 5000000, 'claims': []}, [0, 527418]], ['subrogation recovery offsets', {'standard': 572933, 'basic': 250, 'lcf': 1150, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [215865, -67794]}, [148071, 322920]], ['net recovery floors at zero', {'standard': 1415569, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-23951]}, [0, 424671]], ['inverted bounds rejected', {'standard': 1885857, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 1658903, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 1493013]], ['near-minimum losses', {'standard': 1831216, 'basic': 250, 'lcf': 1150, 'tax': 1030, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [255597]}, [255597, 824047]]], [['moderate losses between bounds', {'standard': 1953166, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [130486, 146045, 106267, 80838]}, [463636, 970005]], ['large claim limited', {'standard': 1375996, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 600, 'max': 3000, 'loss_limit': 5000000, 'claims': [8850428, 26063]}, [5026063, 4127988]], ['maximum binds', {'standard': 1822101, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 600, 'max': 1200, 'loss_limit': 5000000, 'claims': [3010425, 2467545, 2177771, 3447891]}, [11103632, 2186521]], ['no losses minimum binds', {'standard': 1516833, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 500, 'max': 1400, 'loss_limit': 5000000, 'claims': []}, [0, 758417]], ['subrogation recovery offsets', {'standard': 714829, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [292326, -101272]}, [191054, 370781]], ['net recovery floors at zero', {'standard': 1501098, 'basic': 200, 'lcf': 1100, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-22616]}, [0, 450329]], ['inverted bounds rejected', {'standard': 696781, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 802028, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 721825]], ['near-minimum losses', {'standard': 715359, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [161153]}, [161153, 346549]]], [['moderate losses between bounds', {'standard': 714988, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [147807, 50783, 101639, 147624]}, [447853, 714442]], ['large claim limited', {'standard': 1075364, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 600, 'max': 3000, 'loss_limit': 5000000, 'claims': [6621396, 51697]}, [5051697, 3226092]], ['maximum binds', {'standard': 636493, 'basic': 250, 'lcf': 1200, 'tax': 1050, 'min': 500, 'max': 1200, 'loss_limit': 5000000, 'claims': [3206066, 2811387, 2370852, 2596520]}, [10984825, 763792]], ['no losses minimum binds', {'standard': 1974481, 'basic': 200, 'lcf': 1200, 'tax': 1050, 'min': 500, 'max': 1600, 'loss_limit': 5000000, 'claims': []}, [0, 987241]], ['subrogation recovery offsets', {'standard': 1092045, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [210597, -95806]}, [114791, 366843]], ['net recovery floors at zero', {'standard': 1088467, 'basic': 250, 'lcf': 1200, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-13789]}, [0, 326540]], ['inverted bounds rejected', {'standard': 1508678, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 811592, 'basic': 250, 'lcf': 1200, 'tax': 1050, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 730433]], ['near-minimum losses', {'standard': 1513685, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [237641]}, [237641, 681158]]], [['moderate losses between bounds', {'standard': 1863348, 'basic': 250, 'lcf': 1200, 'tax': 1050, 'min': 400, 'max': 2000, 'loss_limit': 5000000, 'claims': [182396, 119506, 129126, 64521]}, [495549, 1113521]], ['large claim limited', {'standard': 1794820, 'basic': 200, 'lcf': 1100, 'tax': 1030, 'min': 500, 'max': 3000, 'loss_limit': 5000000, 'claims': [6997029, 30223]}, [5030223, 5384460]], ['maximum binds', {'standard': 1446879, 'basic': 200, 'lcf': 1200, 'tax': 1030, 'min': 500, 'max': 1200, 'loss_limit': 5000000, 'claims': [3226070, 2149089, 2381869, 2566788]}, [10323816, 1736255]], ['no losses minimum binds', {'standard': 1111989, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 500, 'max': 1400, 'loss_limit': 5000000, 'claims': []}, [0, 555995]], ['subrogation recovery offsets', {'standard': 930668, 'basic': 250, 'lcf': 1150, 'tax': 1030, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [215001, -125166]}, [89835, 346057]], ['net recovery floors at zero', {'standard': 790663, 'basic': 200, 'lcf': 1100, 'tax': 1050, 'min': 300, 'max': 2500, 'loss_limit': 5000000, 'claims': [-24524]}, [0, 237199]], ['inverted bounds rejected', {'standard': 901935, 'basic': 200, 'lcf': 1150, 'tax': 1050, 'min': 1300, 'max': 1200, 'loss_limit': 5000000, 'claims': [100000]}, 'invalid bounds'], ['flat plan with equal bounds', {'standard': 802066, 'basic': 250, 'lcf': 1150, 'tax': 1050, 'min': 900, 'max': 900, 'loss_limit': 5000000, 'claims': [100000]}, [100000, 721859]], ['near-minimum losses', {'standard': 1352189, 'basic': 250, 'lcf': 1150, 'tax': 1050, 'min': 450, 'max': 1800, 'loss_limit': 5000000, 'claims': [178467]}, [178467, 608485]]]]
for label, args, expected in fixtures[N-1]:
check(label, solve(args), expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)
| Boundary fixture | Actual | Expected | Outcome |
|---|---|---|---|
| moderate losses between bounds | [455487, 827175] | [455487, 827175] | Passed |
| large claim limited | [5085219, 4610385] | [5085219, 4610385] | Passed |
| maximum binds | [14095709, 692363] | [14095709, 692363] | Passed |
| no losses minimum binds | [0, 391659] | [0, 391659] | Passed |
| subrogation recovery offsets | [227452, 581085] | [227452, 581085] | Passed |
| net recovery floors at zero | [0, 591265] | [0, 591265] | Passed |
| inverted bounds rejected | invalid bounds | invalid bounds | Passed |
| flat plan with equal bounds | [100000, 929482] | [100000, 929482] | Passed |
| near-minimum losses | [196003, 509523] | [196003, 509523] | Passed |
SHA-256 / 50ab36a8a2313497decc30cf1f6ce97e562ded9227f7081a2c916606fe9b4e4e
Verification & scope
A deterministic bounded teaching model of a stipulated toy rating contract. Amounts are integer cents and factors exact rationals; it makes no claim of conformance with any filed rating plan, bureau manual or jurisdiction. This reproducer isolates one failure mechanism. Results cover the supplied fixtures. Variants within a family share a test contract and should remain grouped when constructing evaluation splits. Related mechanisms with a shared evaluation_group must also remain together; these controlled models are not independent production incidents.
Observations recorded using Python 3.12.14 at 2026-09-29T14:47:12.238750+00:00.
Case digest / f06d74354c7ec9a3fc17bd4351551a0cf7cdd224aceb22371cffe0b40250fa41