Introduction to Copulas
4.1 (19 ratings)
Course Ratings are calculated from individual students’ ratings and a variety of other signals, like age of rating and reliability, to ensure that they reflect course quality fairly and accurately.
77 students enrolled

Introduction to Copulas

By MJ the Fellow Actuary
4.1 (19 ratings)
Course Ratings are calculated from individual students’ ratings and a variety of other signals, like age of rating and reliability, to ensure that they reflect course quality fairly and accurately.
77 students enrolled
Created by Michael Jordan
Last updated 4/2020
English
English [Auto]
Current price: $12.99 Original price: $19.99 Discount: 35% off
14 hours left at this price!
30-Day Money-Back Guarantee
This course includes
  • 1 hour on-demand video
  • Full lifetime access
  • Access on mobile and TV
  • Certificate of Completion
Training 5 or more people?

Get your team access to 4,000+ top Udemy courses anytime, anywhere.

Try Udemy for Business
What you'll learn
  • Theory behind Copulas
Requirements
  • Mathematical Statistics
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.


Who this course is for:
  • Actuarial and Statistical Students
Course content
Expand 9 lectures 46:30
+ Introduction to Copulas
9 lectures 46:30
Survival Copula
01:18

Correction*

Minimum Copula is Upper Bound.

Maximum Copula is Lower Bound.

Frechet and Hoeffding Boundary Copulas
07:26
Archimedean Copulas
06:23
Gumbel Copula
04:20
Frank Copula
03:06
Clayton Copula
03:37
Gaussian and Student t Copula
05:25