JSM 2005 - Toronto

JSM Activity #68

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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The Program has labeled the meeting rooms with "letters" preceding the name of the room, designating in which facility the room is located:

Minneapolis Convention Center = “MCC” Hilton Minneapolis Hotel = “H” Hyatt Regency Minneapolis = “HY”

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68 Applied Session Sun, 8/7/05, 4:00 PM - 5:50 PM MCC-208 D
Financial Risk Analysis - Contributed - Papers
Section on Risk Analysis
Chair(s): Edward Melnick, New York University
     4:05 PM   Nonparametric Inference of Value at Risk for Dependent Financial Returns — Song Xi Chen, Iowa State University; Chengyong Tang, Iowa State University
     4:20 PM   Modeling of Operational Risk Losses — Emmanuel Yashchin, IBM
     4:35 PM   Tail Index Estimation for Partitioned Insurance Loss Data — Ping-Hung Hsieh, Oregon State University; John Henry, Oregon State University
     4:50 PM   Risk Modeling under Segmentation — Qun Xie, Tsinghua University
     5:05 PM   On the Application of Survival Analysis to Predict Business Failure — Edgar Ortiz, Dun & Bradstreet; Wei Zhou, Dun & Bradstreet
     5:20 PM   On the Application of Zero-Inflated Count Models to Business Delinquency Prediction — Edgar Ortiz, Dun & Bradstreet; Paul Chin, Dun & Bradstreet Global Decision Sciences
     5:35 PM   Floor Discussion
 

JSM 2005 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.
Revised March 2005