Aggregation and the use of Copulas
The aim of this presentation is to give an understanding of some of the issues surrounding aggregation and in particular on the use of copulas. The intention is to communicate an intuitive understanding of the subject rather than a rigorous mathematical framework. The meeting is firmly aimed at those who have little or no knowledge of the subject. In particular, the presentation aims to cover what would be reasonable for a non-technician or perhaps a Non-Executive Director to know.
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