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Sessions Were Renumbered as of May 19.

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

Activity Details

550 Wed, 8/3/2016, 10:30 AM - 12:20 PM CC-W194b
Risk Estimation — Contributed Papers
Business and Economic Statistics Section , Section on Risk Analysis , Statistics in Business Schools Interest Group
Chair(s): Daniel McDonald, Indiana University
10:35 AM What Is the Best Model to Predict Real Failure of Hedge Funds? Jose Faias, Catolica Lisbon SBE ; Leila Amorim, UFBA
10:50 AM Goodness-of-Fit Assessment of Generalized Linear Models with Binary Response When Overdispersion Presents Jin Xia, GE Global Research ; Radu Neagu, GE Global Research
11:05 AM Assessing Value at Risk in Mortgage Credit Robert Kevin Winkler, George Mason University ; James E. Gentle, George Mason University
11:20 AM Cluster Analysis of Financial Institution Fraud: The Role of Civil Money Penalties Sharon Pedersen
11:35 AM Macroeconomic Factors and Banks' Operational Risk Losses: Is There Any Connection? Vladimir Ladyzhets, Santander Bank/University of Connecticut
11:50 AM Modeling Insurance Claims Using Skewed and Mixture Probability Distributions Mohammad Aziz, University of Wisconsin - Eau Claire ; Aaron Leinwander, Security Health Plan
12:05 PM Floor Discussion
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