问题如下图:
选项:
A.
B.
C.
D.
解释:
C不是最复杂的么?最复杂的应该是最难的吧
NO.PZ2019052001000047 问题如下 When valiting parameterization anbuilng a joint stribution, Whiof the following aggregation methologies is characterizegrefficult? A.Copulas. B.Simple summation. C.Full moling of common risk ivers across all portfolios. Applying a fixeversification percentage. A is correct. 考点Copulas解析Copula有两大难点(1)参数化具有难度(2)建立联合分布非常困难。 这道题为什么不选C,c不是最麻烦的吗
NO.PZ2019052001000047 Simple summation. Full moling of common risk ivers across all portfolios. Applying a fixeversification percentage. A is correct. 考点Copul解析Copula有两大难点(1)参数化具有难度(2)建立联合分布非常困难。C是单因子模型吗?????
NO.PZ2019052001000047 那所以就是要记得,COPULA最麻烦,FULL最精准吗?