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Patrick L. Brockett · Study
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Author
Patrick L. Brockett
40 works
· latest 2016
· 6 institutions
cluster: provisional
ORCID 0000-0001-6343-8788
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39
Citations
3,138
Works here
40
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Most cited in this library
Stochastic Methods in Economics and Finance.
1984 · 313 citations
Using Rank Statistics for Determining Programmatic Efficiency Differences in Data Envelopment Analysis
1996 · 282 citations
Insurance Risk Models
1994 · 276 citations
A Neural Network Method for Obtaining an Early Warning of Insurer Insolvency
1994 · 164 citations
Data transformations in DEA cone ratio envelopment approaches for monitoring bank performances
1997 · 150 citations
Works
40 shown
Health State Transitions and Longevity Effects on Retirees’ Optimal Annuitization
Journal of Risk & Insurance
·
2016
·
3 authors
·
Open access
25
citations
Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform
North American Actuarial Journal
·
2014
·
2 authors
23
citations
Incorporating Longevity Risk and Medical Information Into Life Settlement Pricing
Journal of Risk & Insurance
·
2013
·
4 authors
27
citations
Modeling and forecasting mortality rates
Insurance Mathematics and Economics
·
2013
·
4 authors
·
Open access
118
citations
Longevity/Mortality Risk Modeling and Securities Pricing
Journal of Risk & Insurance
·
2012
·
3 authors
79
citations
Longevity Risk and Capital Markets
North American Actuarial Journal
·
2011
·
4 authors
17
citations
Enterprise Risk Management Through Strategic Allocation of Capital
Journal of Risk & Insurance
·
2011
·
3 authors
59
citations
Mossin's Theorem Given Random Initial Wealth
Journal of Risk & Insurance
·
2010
·
4 authors
45
citations
Longevity/Mortality Risk Modeling and Securities Pricing
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
17
citations
Basis risk and hedging efficiency of weather derivatives
The Journal of Risk Finance
·
2009
·
3 authors
28
citations
Pricing Weather Derivatives Using the Indifference Pricing Approach
North American Actuarial Journal
·
2009
·
4 authors
30
citations
Risk Management for Enterprises and Individuals
BiblioBoard Library Catalog (Open Research Library)
·
2009
·
3 authors
·
book
·
Open access
23
citations
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection?
Journal of Risk & Insurance
·
2008
·
6 authors
41
citations
Enterprise Risk Management ( ERM )
Encyclopedia of Quantitative Risk Analysis and Assessment
·
2008
·
2 authors
·
other
37
citations
A Comparison of Neural Network, Statistical Methods, and Variable Choice for Life Insurers' Financial Distress Prediction
Journal of Risk & Insurance
·
2006
·
4 authors
81
citations
Portfolio Effects and Valuation of Weather Derivatives
Financial Review
·
2006
·
4 authors
38
citations
Financial Intermediary Versus Production Approach to Efficiency of Marketing Distribution Systems and Organizational Structure of Insurance Companies
Journal of Risk & Insurance
·
2005
·
5 authors
·
Open access
104
citations
Weather Derivatives and Weather Risk Management
Risk Management and Insurance Review
·
2005
·
3 authors
110
citations
Evaluating solvency versus efficiency performance and different forms of organization and marketing in US property––liability insurance companies
European Journal of Operational Research
·
2003
·
4 authors
82
citations
A new stochastically flexible event methodology with application to Proposition 103
Insurance Mathematics and Economics
·
1999
·
3 authors
53
citations
A Reexamination of the Relationship Between Preferences and Moment Orderings by Rational Risk-Averse Investors
The Geneva Risk and Insurance Review
·
1998
·
2 authors
66
citations
DEA evaluations of the efficiency of organizational forms and distribution systems in the US property and liability insurance industry
International Journal of Systems Science
·
1998
·
4 authors
58
citations
Inefficiency and congestion in Chinese production before and after the 1978 economic reforms
Socio-Economic Planning Sciences
·
1998
·
3 authors
135
citations
A case study in applying neural networks to predicting insolvency for property and casualty insurers
Journal of the Operational Research Society
·
1997
·
3 authors
43
citations
Data transformations in DEA cone ratio envelopment approaches for monitoring bank performances
European Journal of Operational Research
·
1997
·
5 authors
150
citations
Construction of all DEA efficient surfaces of the production possibility set under the Generalized Data Envelopment Analysis Model
European Journal of Operational Research
·
1996
·
4 authors
75
citations
Using Rank Statistics for Determining Programmatic Efficiency Differences in Data Envelopment Analysis
Management Science
·
1996
·
2 authors
282
citations
Chapter 2 A generalized data envelopment analysis model: A unification and extension of existing methods for efficiency analysis of decision making units
Annals of Operations Research
·
1996
·
3 authors
93
citations
Flexible Purchase Frequency Modeling
Journal of Marketing Research
·
1996
·
3 authors
16
citations
Information theory as a unifying statistical approach for use in marketing research
European Journal of Operational Research
·
1995
·
5 authors
26
citations
A Neural Network Method for Obtaining an Early Warning of Insurer Insolvency
Journal of Risk & Insurance
·
1994
·
4 authors
164
citations
Insurance Risk Models
Journal of Risk & Insurance
·
1994
·
3 authors
276
citations
A REEXAMINATION OF THE RELATIONSHIP BETWEEN PREFERENCES AND MOMENT ORDERINGS BY RATIONAL RISK AVERSE INVESTORS
·
1994
·
2 authors
0
citations
Risk, Return, Skewness and Preference
Management Science
·
1992
·
2 authors
109
citations
Chance Constrained Programming Approach to Empirical Analyses of Mutual Fund Investment Strategies*
Decision Sciences
·
1992
·
5 authors
46
citations
Psychological Foundations of Economic Behavior
Journal of Marketing Research
·
1991
·
3 authors
·
other
28
citations
Managerial Decision Analysis
Journal of Risk & Insurance
·
1989
·
3 authors
56
citations
A Class of Utility Functions Containing all the Common Utility Functions
Management Science
·
1987
·
2 authors
136
citations
Stochastic Methods in Economics and Finance.
Journal of the American Statistical Association
·
1984
·
3 authors
·
other
313
citations
Identifiability for dependent multiple decrement/competing risk models
Scandinavian Actuarial Journal
·
1983
·
2 authors
29
citations