Sessions Were Renumbered as of May 19.
Legend:
CC-W = McCormick Place Convention Center, West Building,
CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,
UC = Conference Chicago at University Center
* = applied session ! = JSM meeting theme
550
Wed, 8/3/2016,
10:30 AM -
12:20 PM
CC-W194b
Risk Estimation — Contributed Papers
Business and Economic Statistics Section , Section on Risk Analysis , Statistics in Business Schools Interest Group
Chair(s): Daniel McDonald, Indiana University
10:35 AM
What Is the Best Model to Predict Real Failure of Hedge Funds?
—
Jose Faias, Catolica Lisbon SBE ; Leila Amorim, UFBA
10:50 AM
Goodness-of-Fit Assessment of Generalized Linear Models with Binary Response When Overdispersion Presents
—
Jin Xia, GE Global Research ; Radu Neagu, GE Global Research
11:05 AM
Assessing Value at Risk in Mortgage Credit
—
Robert Kevin Winkler, George Mason University ; James E. Gentle, George Mason University
11:20 AM
Cluster Analysis of Financial Institution Fraud: The Role of Civil Money Penalties
—
Sharon Pedersen
11:35 AM
Macroeconomic Factors and Banks' Operational Risk Losses: Is There Any Connection?
—
Vladimir Ladyzhets, Santander Bank/University of Connecticut
11:50 AM
Modeling Insurance Claims Using Skewed and Mixture Probability Distributions
—
Mohammad Aziz, University of Wisconsin - Eau Claire ; Aaron Leinwander, Security Health Plan
12:05 PM
Floor Discussion
