Legend:
CC = Colorado Convention Center H = Hyatt Regency Denver at Colorado Convention Center
* = applied session ! = JSM meeting theme
Activity Details
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512
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Wed, 7/31/2019,
10:30 AM -
12:20 PM
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CC-704
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Predicting and Evaluating Risk Models Within Distributions and Across Time — Contributed Papers
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Section on Risk Analysis
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Chair(s): Aric LaBarr, Elder Research Inc.
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11:05 AM
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Asymmetric Extremal Dependence Modeling, with Application to Cryptocurrency Market Data
Yan Gong, KAUST; Raphaël Huser, King Abdullah University of Science and Technology
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11:20 AM
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Comparison of Some Approximations to the Distribution of Random Sum
Ranee Thiagarajah, Illinois State University
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11:35 AM
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Consistency of the Hill Estimator for Time Series Observed with Measurement Errors
Mihyun Kim, Colorado State University; Piotr Kokoszka, Colorado State University
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11:50 AM
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A Simulation Approach to Predicting Time to Terminal Event in Joint Dynamic Modeling
Piaomu Liu, Dept. of Mathematical Sciences, Bentley University; Edsel A Pena, University of South Carolina
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12:05 PM
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AUC as a Measure of the Probability of Benefit in the Context of Randomized Controlled Trials.
Olga Demler, Harvard Medical School
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