|
所在平台: Udemy |
课程主页: https://www.udemy.com/course/introduction-to-copulas/
课程评论:没有评论
课程名称:引入共轭函数 课程概述:本课程主要针对准备参加考试SP9和CS2的精算学生。视频内容集中于理论而非实际应用。课程将重点探讨以下主题:Sklar定理、存活共轭函数、Frechet和Hoeffding边界共轭函数、阿基米德共轭函数、生成函数、Gumbel共轭函数、Frank共轭函数、Clayton共轭函数、以及高斯和学生t共轭函数。我们将专注于生成函数和依赖结构,而不涉及任何R代码或真实应用案例。
This course is designed primarily for Actuarial Students writing exam SP9 and CS2.The focus of these videos is on the theory rather than the application.We look at the followingSklar's TheoremSurvival CopulasFrechet & Hoeffding Boundary CopulasArchimedean CopulasGenerator FunctionsGumbel CopulaFrank CopulaClayton CopulaGaussian and Student t CopulaWe focus on the generator functions and the dependency structure.We don't look at any R code or real life applications.