3.4 Random Walk
Автор: The Actuarial Nexus
Загружено: 2025-12-14
Просмотров: 95
SOA Exam SRM - Statistics for Risk Modeling
Random Walk
📌 Timestamps
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00:14 What is a Random Walk
00:25 The Dice Game
03:27 How to Identify a Random Walk
04:04 Linear Trend in Time vs Random Walk Model
06:10 Forecasting a Random Walk
07:29 Random Walk Prediction Interval
08:26 Example 1
09:56 Example 2 (SOA Sample Question 4)
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