What is the primary purpose of the ecm action?

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Réponse

The ecm action creates a sample of the enterprise-wide loss by combining the copula simulation with the marginal empirical distributions of losses in business lines.
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ecm

ecm

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Other questions about ecm
What does the bodySampleFrac parameter control? How do you specify the input tables for marginal distributions? How can I save estimates of summary statistics and percentiles to an output table? What does the shuffleData parameter do? Which parameter is required to specify the copula simulation input table?
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