The Report of the Research Working Party on Correlations and Dependencies Among All Risk Sources (Part 1): Correlation and Aggregate Loss Distributions With An Emphasis On The Iman-Conover Method
The Report of the Research Working Party on Correlations and Dependencies Among All Risk Sources (Part 1): Correlation and Aggregate Loss Distributions With An Emphasis On The Iman-Conover Method
Stephen J Mildenhall,
Mildenhall, Stephen J. 2006. “The Report of the Research Working Party on Correlations and Dependencies Among All Risk Sources (Part 1): Correlation and Aggregate Loss Distributions With An Emphasis On The Iman-Conover Method.” CAS Forum 2006 (February).