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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Other questions about ecm
What does the bodySampleFrac parameter control?
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How can I define the accuracy for the EDF in the tail region?
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Which parameter is required to specify the copula simulation input table?
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How do you specify the input tables for marginal distributions?
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Which parameter defines the empirical distribution function value where the tail region begins?
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