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This is the preliminary program for the 2008 Joint Statistical
Meetings in Denver, Colorado.
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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 2008 Program page |
= Applied Session,
= Theme Session,
= Presenter|
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| 238 | Tue, 8/5/08, 8:30 AM - 10:20 AM | CC-112 |
| Risk Analysis - Contributed - Papers | ||
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Business and Economics Statistics Section, Section on Risk Analysis |
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| Chair(s): Mihaela Krasteva, Stern School of Business/New York University | ||
| 8:35 AM |
Empirical Relationships Among Various Statistics Measuring Discriminatory Power —  John Zuo, Wachovia Bank
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| 8:50 AM |
Anticipating Extreme Changes in the Performance of Long Repayment Term Consumer Loan Portfolios Through Eigenvector Analysis of Markov Chain Matrices — Alex Strounine, Strounine Thompson Technology Group
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| 9:05 AM |
Ruin Probabilities in Risk Model with the General Mixture Distribution — Min Deng, Maryville University of St. Louis
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| 9:20 AM |
Management of Business Processes in Uncertain Conditions — Maxim B. Khayrullin, Novosibirsk State Technical University; Anatoly A. Naumov, Novosibirsk State Technical University
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| 9:35 AM |
Modeling Dependence in the Design of Crop Insurance Contract: A Semiparametric Copula Model Approach — Ying Zhu, North Carolina State University; Sujit Ghosh, North Carolina State University; Barry Goodwin, North Carolina State University
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| 9:50 AM |
Using Time-Varying GEVs To Model Extreme Financial Returns — Mark L. Labovitz, University of Colorado, Denver/Lipper, A Reuters Company
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| 10:05 AM | Floor Discussion | |
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JSM 2008
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. |