Legend:
CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme
Activity Details
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106 * !
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Mon, 7/31/2017,
8:30 AM -
10:20 AM
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CC-346
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Empirical Transforms, Saddlepoint Approximations, and Risk Assessment with Some Applications — Topic Contributed Papers
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Section on Risk Analysis , Business and Economic Statistics Section , IMS
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Organizer(s): Sucharita Ghosh, Swiss Federal Research Institute WSL
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Chair(s): Sucharita Ghosh, Swiss Federal Research Institute WSL
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8:35 AM
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Estimation of the Tail Index Using Semiparametric Regression
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Emanuele Taufer, University of Trento ; Mofei Jia, Xi'an Jiaotong-Liverpool University ; Maria Michela Dickson, University of Trento
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8:55 AM
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On Distributions of Ratios
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Simon Broda, University of Amsterdam ; Raymond Kan, University of Toronto
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9:15 AM
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An Empirical Saddlepoint Approximation Based Method for Smoothing Survival Functions Under Right Censoring
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Adao Trindade, Texas Tech University ; Pratheepa Jeganathan , Stanford University ; Noroharivelo Randrianampy, HECMMA ; Robert Paige, Missouri University of Science and Technology
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9:35 AM
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Portfolio Selection with Active Risk Monitoring
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Pawel Polak, Columbia University ; Marc Paolella, University of Zurich
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9:55 AM
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Discussant: Keith Knight, Professor, Department of Statistical Sciences, University of Toronto
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10:15 AM
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Floor Discussion
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