Introduction to Copulas

Introduction to Copulas

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.

By MJ the Fellow Actuary

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What you will learn

• Theory behind Copulas

Rating: 4.5

Level: Expert Level

Duration: 1 hour

Instructor: Michael Jordan