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

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Keyword Search Criteria: clustering of extremes returned 1 record(s)
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




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