NO.PZ2024050101000030
问题如下:
Suppose the hazard rate is constant and equal to 0.090. In this case, each of the following is true except which is false?
选项:
A.The unconditional one-year default probability is 8.6%
The unconditional two-year default probability is 16.5%
The probability of joint event of survival through the first year and default in the second year is 7.9%
The conditional one-year default probability, given survival through the first year, is 17.3%
解释:
The conditional one-year PD is equal to 8.6%, same as the unconditional one-year default probability.
请解释条件概率 和 联合概率 的区别