This is a question more than an issue, but I'm not sure where to post questions.
How can I simulate scenarios from the mackchainladder for each year and period such that the sims have the correct distributions. In particular, I want that if I run enough sims I get results consistent with the mack standard errors for each year and in aggregate?
This is a question more than an issue, but I'm not sure where to post questions.
How can I simulate scenarios from the mackchainladder for each year and period such that the sims have the correct distributions. In particular, I want that if I run enough sims I get results consistent with the mack standard errors for each year and in aggregate?