About this document
North American Journal by Raymond Ye is a document available to read on EtoBox.
This article introduces actuaries to copulas, which are functions used to understand relationships between multivariate outcomes. Copulas link univariate distributions to their joint multivariate distribution. The article explores applications of copulas, including estimating joint life mortality and multidecrement models. It also describes basic copula properties and common copula families, providing resources for further study.
- Author
- Raymond Ye
- Language
- EN