• Post category:StudyBullet-2
  • Reading time:3 mins read

By MJ the Fellow Actuary

What you will learn

Theory behind Copulas

Description

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 following

  • Sklar’s Theorem
  • Survival Copulas
  • Frechet & Hoeffding Boundary Copulas
  • Archimedean Copulas
  • Generator Functions
  • Gumbel Copula
  • Frank Copula
  • Clayton Copula
  • Gaussian and Student t Copula

We focus on the generator functions and the dependency structure.

We don’t look at any R code or real life applications.

English

Language

Content

Introduction to Copulas

Introduction to Copulas


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Sklar’s Theorem

Survival Copula

Frechet and Hoeffding Boundary Copulas

Archimedean Copulas

Gumbel Copula

Frank Copula

Clayton Copula

Gaussian and Student t Copula