NO.PZ2019052001000028
问题如下：
The loss distribution approach (LDA) models losses with respect to both frequency and severity with the goal of determining the appropriate level of capital. This method also faces several challenges. Which of the following options is not a disadvantage of LDA?
选项：
A.The input of LDA is historical data.
B.The data collection period is likely to be relatively short.
C.If there is a major change in the economic situation in the future, historical data may not be applicable to future situations.
D.It's difficult for LDA to capture the fat-tail.
解释：
A is correct.
考点：loss distribution approach (LDA) 定性
解析：BCD都是LDA方法面临的问题。只有A选项，A选项是LDA模型的优点。
看到老师的回答“对于极端的尾部情况，在损失严重性这个维度，需要用到外部的数据库，或者用蒙特卡洛模拟，然后再卷积，这样会非常复杂，而且建模的过程中加了很多假设，这会导致增加很多复杂度，所以原版书才有了这种结论。”
1.这里的卷积是什么意思？
2.把发生频率和严重程度的分布搞成一个三维坐标关系图就是卷积吗
