JSM 2016 Online Program

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Sessions Were Renumbered as of May 19.

Legend:
CC-W = McCormick Place Convention Center, West Building,   CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,   UC= Conference Chicago at University Center
* = applied session       ! = JSM meeting theme

Keyword Search Criteria: Value at risk returned 4 record(s)

Tuesday, 08/02/2016

Marketing Market Value at Risk
Zhengjun Zhang, University of Wisconsin - Madison; Zhicheng Wang, Peking University; Yu Chen, University of Science and Technology of China
9:15 AM

ATM: Autoregressive Tail-Index Model for Financial Time Series
Zifeng Zhao, University of Wisconsin - Madison; Zhengjun Zhang, University of Wisconsin - Madison; Rong Chen, Rutgers University
10:50 AM

Wednesday, 08/03/2016

Assessing Value at Risk in Mortgage Credit
Robert Kevin Winkler, George Mason University; James E. Gentle, George Mason University
11:05 AM

Modeling Insurance Claims Using Skewed and Mixture Probability Distributions
Mohammad Aziz, University of Wisconsin - Eau Claire; Aaron Leinwander, Security Health Plan
11:50 AM

JSM 2016 Online Program

Keyword Search

ASA Meetings Department

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