FRM考試考生不僅要學(xué)習(xí)網(wǎng)課,還需要掌握課程的重難點(diǎn)內(nèi)容。另外,對(duì)于FRM真題的練習(xí)也是十分重要的。FRM二級(jí)考試中,F(xiàn)RM真題練習(xí)有哪些?

Consider a bank that wants to model processing errors in its retail banking business. The number of such errors in a given year is denoted by random variable N. The dollar loss amount when a processing error occurs is denoted by random variable S. Which of the following procedures is the most likely implementation of the first step of the loss distribution approach?。》》》戳:各科視頻講義+歷年真題+21年原版書(shū)(PDF版)免·費(fèi)領(lǐng)取

A) Convolute a marginal Poisson distribution (to characterize N) with a Weibull (to characterize S)

B) Convolute a marginal Poisson distribution (to characterize S) with a Weibull (to characterize N)

C) Convolute a marginal lognormal distribution (to characterize N) with a Weibull (to characterize S)

D) Convolute a marginal Poisson distribution (to characterize N) with a negative binomial (to Characterize S)

答案:A【資料下載】點(diǎn)擊下載融躍教育FRM二級(jí)學(xué)習(xí)計(jì)劃

解析:Poisson is a popular discrete distribution used to model frequency; Weibull is a typical continuous distribution, which generalizes the exponential distribution and has a positive domain, used to model severity.

希望以上的內(nèi)容對(duì)你有所幫助,也預(yù)祝廣大考生順利通過(guò)21年FRM考試!如果你想要獲得更多的FRM真題練習(xí),聯(lián)系融躍老師吧!添加微信(rongyuejiaoyu)或點(diǎn)我在線(xiàn)咨詢(xún)!