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This is the preliminary program for the 2009 Joint Statistical
Meetings in Washington, DC.
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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 2009 Program page |
= Applied Session,
= Theme Session,
= Presenter| 610 | Thu, 8/6/09, 10:30 AM - 12:20 PM | CC-158B |
| Default, Multivariate Risk, and Copula Models - Contributed - Papers | ||
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Business and Economic Statistics Section |
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| Chair(s): Zhaogang Song, Cornell University | ||
| 10:35 AM |
Building Default Models for Subprime Mortgages: Assessing the Risk in a Rapidly Changing Environment —  Vladimir Ladyzhets, Babson Capital Management LLC
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| 10:50 AM |
The Time of Recovery and Ruin Probabilities in Risk Model — Min Deng, Maryville University of St. Louis
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| 11:05 AM |
Contagion, Confusion, and the Panic of 2008 — David J. Hamrick, Boston University
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| 11:20 AM |
Modeling Currency Exchange Rate Dependency Between Taiwan and Japan — Yi-Kuan Jong, St. John's University
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| 11:35 AM |
Tracking Problems, Hedge Fund Replication, and Alternative Beta — Guillaume Weisang, Bentley University; Thierry Roncalli, University of Evry
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| 11:50 AM |
Border Region Municipal Water Consumption Forecast Accuracy — Angel L. Molina, Jr., The University of Texas at El Paso; Thomas M. Fullerton, Jr., The University of Texas at El Paso
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| 12:05 PM |
Multivariate Mixture Transition Distribution Model for Financial Transaction Data — Musen Wen, University of California, Riverside; Keh-Shin Lii, University of California, Riverside
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JSM 2009
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. |