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Custom algorithm in BootstrapODPSample #310
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jbogaardt
DariaThreeTears
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Are there any ways to simulate triangles with custom Bootstrap algorithm?
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Answered by
jbogaardt
Jun 28, 2022
Replies: 1 comment 1 reply
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Hello @DariaThreeTears, I'm not familiar with the technique you're describing. The BootstrapODPSample is based on CAS Monograph 4. This is a very specific simulation technique that takes advantage of the fact that the basic chainladder method is equivalent to an ODP GLM regression. It does not provide functionality beyond exploiting those properties. Implicitly, it requires an existing triangle of data. Perhaps you can elaborate on your use case? |
1 reply
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Ok, thank you |
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DariaThreeTears
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Hello @DariaThreeTears,
I'm not familiar with the technique you're describing. The BootstrapODPSample is based on CAS Monograph 4. This is a very specific simulation technique that takes advantage of the fact that the basic chainladder method is equivalent to an ODP GLM regression. It does not provide functionality beyond exploiting those properties. Implicitly, it requires an existing triangle of data.
Perhaps you can elaborate on your use case?