Basically, with Stratified Sampling you are sampling from different zones, e.g. with 1,000 simulation you would use 100, for percentile 0-10%, 100 for 10% - 20% etc. The attached for the Negative ...
Stratified Sampling won’t really work on the Large Loss Severity, but it will work on Aggregate Loss distributions instead of Frequency/Severity. For those interested in Excel VBA here is my ...
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