Introduction to Copulas

Introduction to Copulas, available at $34.99, has an average rating of 4.15, with 12 lectures, based on 116 reviews, and has 1104 subscribers.

You will learn about Theory behind Copulas This course is ideal for individuals who are Actuarial and Statistical Students It is particularly useful for Actuarial and Statistical Students.

Enroll now: Introduction to Copulas

Summary

Title: Introduction to Copulas

Price: $34.99

Average Rating: 4.15

Number of Lectures: 12

Number of Published Lectures: 12

Number of Curriculum Items: 12

Number of Published Curriculum Objects: 12

Original Price: $19.99

Quality Status: approved

Status: Live

What You Will Learn

Theory behind Copulas

Who Should Attend

Actuarial and Statistical Students

Target Audiences

Actuarial and Statistical Students

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.

Course Curriculum

Chapter 1: Introduction to Copulas

Lecture 1: Introduction to Copulas

Lecture 2: Sklar's Theorem

Lecture 3: Survival Copula

Lecture 4: Frechet and Hoeffding Boundary Copulas

Lecture 5: Archimedean Copulas

Lecture 6: Gumbel Copula

Lecture 7: Frank Copula

Lecture 8: Clayton Copula

Lecture 9: Gaussian and Student t Copula

Chapter 2: Exam Questions from the ERM Paper

Lecture 1: Question 1

Lecture 2: Question 2

Lecture 3: Question 3

Instructors

Michael Jordan
Actuary (FASSA/CERA)

Rating Distribution

1 stars: 2 votes
2 stars: 7 votes
3 stars: 9 votes
4 stars: 32 votes
5 stars: 66 votes

Frequently Asked Questions

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You can view and review the lecture materials indefinitely, like an on-demand channel.

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Definitely! If you have an internet connection, courses on Udemy are available on any device at any time. If you don’t have an internet connection, some instructors also let their students download course lectures. That’s up to the instructor though, so make sure you get on their good side!

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