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Legend: Boston Convention & Exhibition Center = CC, Westin Boston Waterfront = W, Seaport Boston Hotel = S
A * preceding a session name means that the session is an applied session.
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Activity Details

442 * ! Wed, 8/6/2014, 8:30 AM - 10:20 AM CC-204B
Advances in Statistical Approaches to Modeling Risk in the Insurance and Banking Industries — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Mahesh V. Joshi, SAS Institute
Chair(s): Mark Little, SAS Institute   
8:35 AM An Alternative to GLM for Including Covariates in Loss Models with Application to Operational Risk Modeling Steven Major, SAS Institute ; Jacques Rioux, SAS Institute
8:55 AM A Mixture Model Approach to Operational Risk Management X. Sheldon Lin, University of Toronto
9:15 AM Finite Mixed Erlang Distribution: Moment-Based Approximation and Loss Modeling with Actuarial Applications Hélène Cossette, Université Laval ; Etienne Marceau, Université Laval ; David Landriault, University of Waterloo ; Khouzeima Moutanabbir, American University in Cairo
9:35 AM A Forecast-Based Approach to Economic Capital Models in the Insurance Industry Alan Kessler, State Farm Insurance ; Scott Farris, State Farm Insurance
9:55 AM Harnessing Big Data and High-Performance Computing Architecture for Loss Scenario Analysis Mahesh V. Joshi, SAS Institute
10:15 AM Floor Discussion

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