Mildenhall Aggregate

Loss Tools

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Example 16: Iman-Conover Method of Inducing Correlation

Freq Dist Freq Mean Var Mult Sev Dist Layer Attach
1
1
3
4
Sample Size Num_L2
 
Correlation Matrix 1.000
0.000
0.150
0.350
1.000
0.250
0.450
1.000
0.550
1.000
 
Computed Correl
n/a
  Score Type



Notes

References