This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Keyword Search

Keyword Search Criteria: Value at Risk returned 3 record(s)
Tuesday, 08/03/2010
Risky Business: The 'Failures' of Risk Management
Christine Wu, North Carolina State University; John Ryland Pigg, North Carolina State University


Wednesday, 08/04/2010
Intensity-Based Estimation of Extreme Loss Event Probability and Value-at-Risk
Kam Hamidieh, Rice University; Stilian Stoev, University of Michigan; George Michailidis, University of Michigan
10:35 AM

Almost Unbiased Maximum Likelihood Estimation for the Generalized Pareto Distribtion and Value at Risk
David E. Giles, University of Victoria; Hui Feng, King's College/The University of Western Ontario
10:50 AM




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