JSM Activity #365

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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Legend: = Applied Session, = Theme Session, = Presenter
Hotels: H = Hilton San Francisco, R = Reniassance Parc Hotel 55, N = Nikko San Francisco
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365 Applied Session Wed, 8/6/03, 10:30 AM - 12:20 PM H-Union Square 5 & 6
Modeling Business Data - Contributed - Papers
Business & Economics Statistics Section
Chair(s): Ping-Hung Hsieh, Oregon State University
     10:35 AM   Business Cycle Measurement with Smooth Transition Regression Models: The G-7 Case — Jose R. Cancelo, Universidade Da Coruna; Estefania Mourelle, Universidade Da Coruna
     10:50 AM   Modeling Insurance Data with a Composite Lognormal-Pareto Model — Kahadawala Cooray, University of Nevada; Malwane M. A. Ananda, University of Nevada
     11:05 AM   Calculating Variance for Collections Liquidation — Bradley John Malestein, Capital One
     11:20 AM   A Stochastic Volatility Model with Skew Error Terms — Nicola Raria Rinaldo Loperfido, Universita Di Urbino; Marc G. Genton, North Carolina State University
     11:35 AM   Population Shift and Imminence Adjusted Assessment of Portfolio Risk — Timothy Hyungchul Lee, Equifax Decision Solutions; Sung-Chang Jung, Chonnam National University
     11:50 AM   Floor Discussion
 

JSM 2003 For information, contact meetings@amstat.org or phone (703) 684-1221. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2003