Professor Gorvett's Actuarial Blog
Wednesday, February 25, 2009
The Gaussian Copula
An article from
Wired
about the Gaussian copula
. The question is how to model inter-relationships -- correlations. Students may not understand every reference in this article, but it has some good analogies and gets the point across nicely.
- Rick
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment