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Calibration of Loss Distributions
Fancy models with lousy input data yield useless results.
Even for the fanciest models garbage in, garbage out holds. Regularly, new raw data should be used to update the model parameters.
We offer to
- use state-of-the-art statistical procedures to obtain distribution parameters from loss data
- document calibration procedures
- provide a framework to document the calibration process
You will have an auditable calibration process.
