monumonumental
Member
I think i selected bootsrap may cause greater volatality compared to HS....I don't think your answer is correct as in age wt HS the probablity of impact of historical losses are reduced...i hope you read the question carefully..question was talking about historical losses..There was one question on factors that need to be considered while looking at quantile standard errors - I selected asymmetric confidence intervals
Another on facts pertaining to bootstrap, age weighted & volatility weighted HS - I selected age weighting being more responsive to losses,....data cluster.