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Patrick L. Brockett - MaRDI portal

Patrick L. Brockett

From MaRDI portal
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Person:374824

Available identifiers

zbMath Open brockett.patrick-lWikidataQ28112940 ScholiaQ28112940MaRDI QIDQ374824

List of research outcomes





PublicationDate of PublicationType
In Memoriam: Ken Seng Tan and His Contributions to Actuarial Science, Finance, and Agricultural Insurance2023-08-01Paper
Pricing Weather Derivatives Using the Indifference Pricing Approach2022-02-11Paper
Assessing Consumer Fraud Risk in Insurance Claims2022-02-11Paper
Modeling stochastic mortality for joint lives through subordinators2020-11-19Paper
Empirical Evidence on the Use of Credit Scoring for Predicting Insurance Losses with Psycho-social and Biochemical Explanations2019-05-28Paper
Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform2019-05-15Paper
A new defined benefit pension risk measurement methodology2015-08-20Paper
Modeling and forecasting mortality rates2014-04-03Paper
The unimodal maximum entropy density2013-10-24Paper
Genetic Testing, Insurance Economics, and Societal Responsibility2006-01-13Paper
Alternative statistical regression studies of the effects of Joint and Service Specific advertising on military recruitment2005-04-04Paper
https://portal.mardi4nfdi.de/entity/Q44592062004-03-25Paper
Evaluating solvency versus efficiency performance and different forms of organization and marketing in US property -- liability insurance companies.2004-02-02Paper
A new stochastically flexible event methodology with application to proposition 1032000-09-06Paper
Identification of Pareto-efficient facets in data envelopment analysis1999-09-16Paper
Construction of all DEA efficient surfaces of the production possibility set under the Generalized Data Development Analysis model1999-02-22Paper
Data transformations in DEA cone ratio envelopment approaches for monitoring bank performances1999-02-22Paper
Information theory as a unifying statistical approach for use in marketing research1998-11-05Paper
https://portal.mardi4nfdi.de/entity/Q43872441998-11-05Paper
A case study in applying neural networks to predicting insolvency for property and casualty insurers1998-09-20Paper
DEA evaluations of the efficiency of organizational forms and distribution systems in the US property and liability insurance industry1998-01-01Paper
Using Rank Statistics for Determining Programmatic Efficiency Differences in Data Envelopment Analysis1997-11-12Paper
A generalized data envelopment analysis model: A unification and extension of existing methods for efficiency analysis of decision making units1997-06-10Paper
Statistical tests of stochastic process models used in the financial theory of insurance companies1996-09-03Paper
Corporate spin-offs as a value enhancing technique when faced with legal liability1995-11-22Paper
Information-theoretic approach to unimodal density estimation1995-09-11Paper
Information theoretic multivariate graduation1993-05-16Paper
Risk, Return, Skewness and Preference1993-01-16Paper
Information Theoretic Approach to Geometric Programming1992-06-28Paper
Variance bounds using a theorem of Polya1988-01-01Paper
Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series1988-01-01Paper
Quadratically Constrained Information Theoretic Analysis1987-01-01Paper
A Class of Utility Functions Containing all the Common Utility Functions1987-01-01Paper
The effect of alternative scoring methods on the analysis of rank order categorical data1987-01-01Paper
Computation of minimum cross entropy spectral estimates: An unconstrained dual convex programming method1986-01-01Paper
Information theoretical mortality table graduation1986-01-01Paper
Insurance calculations using incomplete information1985-01-01Paper
Probability bounds on downtimes1985-01-01Paper
The likelihood ratio detector for non-Gaussian infinitely divisible, and linear stochastic processes1984-01-01Paper
On the inconsistency of Bayesian non-parametric estimators in competing risks/multiple decrement models1984-01-01Paper
General bivariate Makeham laws1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32180521984-01-01Paper
Technical Note—When Does the βth Percentile Residual Life Function Determine the Distribution?1983-01-01Paper
Identifiability for dependent multiple decrement/competing risk models1983-01-01Paper
On the unimodality of high convolutions1982-01-01Paper
Variational sums and generalized linear processes1982-01-01Paper
A note on the numerical assignment of scores to ranked categorical data1981-01-01Paper
Zeros of the densities of infinitely divisible measures1980-01-01Paper
M.D.I. estimation via unconstrained convex programming1980-01-01Paper
The distribution of the likelihood ratio for additive processes1978-01-01Paper
The effect of random scale changes on limits of infinitesimal systems1978-01-01Paper
A conditional dichotomy theorem for stochastic processes with independent increments1977-01-01Paper
Supports of infinitely divisible measures on Hilbert space1977-01-01Paper
Variational sums of infinitesimal systems1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41971811977-01-01Paper
Admissible transformations of measures1976-01-01Paper

Research outcomes over time

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