Custom algorithm in BootstrapODPSample

[DariaThreeTears]

Are there any ways to simulate triangles with custom Bootstrap algorithm?
For example, I have set of values (as below) and I want to build triangles with elements from column 'Value', if random number from 0 to 1 is between 'Begin' and 'End'.

Number	Begin	End	Value
1	0	0,018182	0
2	0,018182	0,036364	-481,69
3	0,036364	0,054545	-364,741
4	0,054545	0,072727	163,3772
5	0,072727	0,090909	118,7875
6	0,090909	0,109091	181,9839
7	0,109091	0,127273	111,2244

[jbogaardt]

Hello @DariaThreeTears,

I'm not familiar with the technique you're describing. The BootstrapODPSample is based on CAS Monograph 4. This is a very specific simulation technique that takes advantage of the fact that the basic chainladder method is equivalent to an ODP GLM regression. It does not provide functionality beyond exploiting those properties. Implicitly, it requires an existing triangle of data.

Perhaps you can elaborate on your use case?

[DariaThreeTears]

Ok, thank you