Casualty Actuarial Society

Correlation Working Party

Home

Working Party Chapter Contribution

UPDATED! Correlation and Aggregate Loss Distributions With An Emphasis On The Iman Conover Method, November 27, 2005

The Iman Conover Method

PowerPoint Presentation: Revised from Web-conference call to compare Wang normal copula method and Iman Conover method, and to clarify options in IC method.

The Iman-Conover Method From CAS Spring Meeting Presentation

Software

Combined Great and Scare software.

Download file, Start->Great->Install Great and Install Scare.
Examples of Iman Conover, Start->Great->Comprehensive Tester.xls

Graphics Visualization tools