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This is the preliminary program for the 2007 Joint Statistical
Meetings in Salt Lake City, Utah.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2007 Program page |
= Applied Session,
= Theme Session,
= Presenter
375
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Wed, 8/1/07, 8:30 AM - 10:20 AM | CC-250 B |
| Risk Measures in Actuarial Science - Topic Contributed - Papers | ||
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Section on Nonparametric Statistics, Section on Risk Analysis, Business and Economics Statistics Section |
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| Organizer(s): Ricardas Zitikis, University of Western Ontario | ||
| Chair(s): Duncan Murdoch, University of Western Ontario | ||
| 8:35 AM |
Risk Measures, Distortion Parameters, and their Empirical Estimation —  Bruce Jones, University of Western Ontario; Ricardas Zitikis, University of Western Ontario
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| 8:55 AM |
Nested L-Statistics and Their Use in Comparing the Riskiness of Portfolios — Vytaras Brazauskas, University of Wisconsin-Milwaukee; Bruce Jones, University of Western Ontario; Madan Puri, Indiana University; Ricardas Zitikis, University of Western Ontario
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| 9:15 AM |
Testing Hypotheses About the Equality of Several Risk Measure Values with Applications in Insurance — Madan Puri, Indiana University
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| 9:35 AM |
Estimating Conditional Tail Expectations with Actuarial Applications in View — Ricardas Zitikis, University of Western Ontario
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| 9:55 AM | Floor Discussion | |
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JSM 2007
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |