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@Bill SD I think this is a great idea. Just advertised it to my tutorial group from today. Hope you get a bite.
Hi Bill, I'm Anna, a different ActEd tutor, just giving Alvin a break from forum duties! Here are some answers: Q1) For me, there's a difference...
Thanks Vidhya - good luck to all in the forthcoming exam.
Hi @Actuary_07, exactly that, yes! You've got it :-)
2010 was indeed the first year of ST9.
At a very simple level, consider two items of interest X and Y. Upper tail dependency is where a high value of X is associated with a high value...
Hi Actuary_07 Good question. The Archimedean copulas have a Kendall's tau that is an exact function of the parameters. I'm pointing you to...
That's a good question and I emphasise with that, having also struggled myself! Here's a couple of suggestions: - Going through Lam's Lessons...
In case useful, here's my perspective as a tutor for SP9 and as someone who sat the exam April 2020, to add to the excellent advice from Jaanus...
Hi Darshan Your points look great to me. I've had a look in SP7/SP8 for you and here are my findings, which could make some useful additions to...
In case this is of interest to any SP9-ers: https://www.linkedin.com/events/introductiontocopulas-gettingto6827964354697154560/
Apologies for being late to the debate here. I agree with David, I would get a colleague (who has done SP9) to look at your script vs the...
I'm due to attend my CERA seminar end April Yuli. In case it's useful, I'm planning to record the full length of the group sessions as CPD -...
Hi Darshan Your understanding is correct - but there's another factor at play, which is not obvious at first sight. If credit spreads narrow, eg...