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The author thanks Benedikt Funke for the open and fruitful discussion and Hansjörg Albrecher (Editor-in-Chief) for the helpful comments.
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CV: The author, Mathias Raschke, is a civil engineer (PhD in earthquake vulnerability) who has validated and developed a series of NatCat models with a focus on statistics and stochastics. He also conducts research in the areas of cyber and credit & bond, particularly with regard to the aggregated loss. He was a Senior Consultant NatCat Modeller at R + V Re (reinsurer) and is now a Senior (NatCat) Analyst at Ecclesia Re (broker).
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Raschke, M. Discussion on ‘A resimulation framework for event loss tables based on clustering’ by Benedikt Funke and Harmen Roering. Eur. Actuar. J. (2024). https://doi.org/10.1007/s13385-024-00382-8
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DOI: https://doi.org/10.1007/s13385-024-00382-8