1. 

   DC92 Member

   Hello
   
   Is the memo for this question correct?
   
   I have it that the generator function for a Gumbel copula with parameter a is = (-ln(u))^a. In the memo it has it as (-ln(u))*2.
   
   When I did the calculation I got to an answer of 28.335%.
   
   Please help
   
   Thanks in advance
   DC92

    

   DC92, Sep 26, 2017

   #1
2. 

   Simon James ActEd Tutor Staff Member

   Hi
   
   It is (-ln(u))^2.
   
   I'm not sure what 'memo' you are referring to? The correct answer is given in the IFoA and ActEd solutions.
   
   Simon

    

   Simon James, Sep 26, 2017

   #2

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