JSM2023
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Topic-Contributed Paper Session

Risk and Causal Analysis Through Tail and Extreme Values and Missing Values

Wed, Aug 9, 2:00 PM
Zhengjun ZhangOrganizerLu YangChair
Section on Risk Analysis

5 Presentations

Assessing hail risk for property insurers with a dependent marked point process
2:05 PM - 2:25 PM
Peng Shi (University of Wisconsin-Madison)
Reverse stress testing and multivariate extremes
2:25 PM - 2:45 PM
Natalia Nolde (University of British Columbia)
Two-way Truncated Linear Regression Models with Extremely Thresholding Penalization
2:45 PM - 3:05 PM
Zhengjun Zhang (University of Wisconsin)
Co-authors: Hao Teng (Arkansas State University)
A Semiparametric Causal Estimator without Ignorability
3:05 PM - 3:25 PM
Cindy Yu (Iowa State University)
Co-authors: Guoliang Ma (Iowa State University)
High Quantile Regression for Tail Dependent Time Series
3:25 PM - 3:45 PM
Ting Zhang (University of Georgia)
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