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.
A ! preceding a session name means that the session reflects the JSM meeting theme.
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
Activity Details
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| 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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