二元archimedean copula函数选择的新方法及相关模型的改进

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1、分类号：O212.1密级：学校代码：10638学号：313070103004硕士学位论文二元ArchimedeanCopula函数选择的新方法及相关模型的改进论文作者王雁指导教师冯长焕教授学科专业概率论与数理统计申请学科门类理学硕士所在学院数学与信息学院论文提交日期二○一六年四月论文答辩日期二○一六年五月西华师范大学学位评定委员会四川·南充二○一六年五月NewmethodofselectingbinaryArchimedeanCopulafunctionandimprovementofrelatedmodelADissertationSubmittedto

2、theGraduateFacultyInPartialFulfillmentoftheRequirementFortheDegreeofMasterofNaturalScienceByWANGYanSupervisedbyProfessorFENGChang-huanMajorinProbabilityandStatisticsInDepartmentofMathematicsandInformationChinaWestNormalUniversityNanchong,SichuanProvince,ChinaMay,2016目录目录摘要........

3、...............................................................................................................................IAbstract....................................................................................................................................II第1章引言......

4、...................................................................................................................11.1论文的选题背景和研究现状..............................................................................11.1.1论文的选题背景...........................................................

5、.............................11.1.2研究现状....................................................................................................21.2论文的结构与创新点...........................................................................................31.2.1论文的结构...........................

6、.....................................................................31.2.2论文的创新点............................................................................................41.3论文的逻辑结构.................................................................................................

7、..5第2章ArchimedeanCopula理论简介..........................................................................62.1ArchimedeanCopula函数族的定义...................................................................62.2相关性度量.............................................................................

8、...............................72