J
Jayant
Member
Hi.
On page 19 of chapter 15, there is a link to discussions on bootstrapping which includes a worked example. The link given is http://tinyurl.com/p4gu5op . I've tried the link but it takes me to a German actuarial site and from what I can make out, it says the site was not found or does not exist. Can someone please direct me to the correct discussion site?
Alternatively, if you could elaborate on step 2 of the bootstrapping process on page 20 of chapter 15, that would help. I get that you need to sample from the residuals with replacement, but I don't quite understand how you get alternative past data sets. Do you take the fitted values and add the sampled residuals? And then how do you get a full triangle of residuals if you are only taking a sample?
On page 19 of chapter 15, there is a link to discussions on bootstrapping which includes a worked example. The link given is http://tinyurl.com/p4gu5op . I've tried the link but it takes me to a German actuarial site and from what I can make out, it says the site was not found or does not exist. Can someone please direct me to the correct discussion site?
Alternatively, if you could elaborate on step 2 of the bootstrapping process on page 20 of chapter 15, that would help. I get that you need to sample from the residuals with replacement, but I don't quite understand how you get alternative past data sets. Do you take the fitted values and add the sampled residuals? And then how do you get a full triangle of residuals if you are only taking a sample?