Patrick L. Brockett

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
In Memoriam: Ken Seng Tan and His Contributions to Actuarial Science, Finance, and Agricultural Insurance
North American Actuarial Journal
2023-08-01Paper
Pricing weather derivatives using the indifference pricing approach
North American Actuarial Journal
2022-02-11Paper
Assessing consumer fraud risk in insurance claims: an unsupervised learning technique using discrete and continuous predictor variables
North American Actuarial Journal
2022-02-11Paper
Modeling stochastic mortality for joint lives through subordinators
Insurance Mathematics \& Economics
2020-11-19Paper
Empirical evidence on the use of credit scoring for predicting insurance losses with psycho-social and biochemical explanations
North American Actuarial Journal
2019-05-28Paper
Modeling and pricing longevity derivatives using stochastic mortality rates and the Esscher transform
North American Actuarial Journal
2019-05-15Paper
A new defined benefit pension risk measurement methodology
Insurance Mathematics \& Economics
2015-08-20Paper
Modeling and forecasting mortality rates
Insurance Mathematics \& Economics
2014-04-03Paper
The unimodal maximum entropy density
Economics Letters
2013-10-24Paper
Genetic Testing, Insurance Economics, and Societal Responsibility
North American Actuarial Journal
2006-01-13Paper
Alternative statistical regression studies of the effects of Joint and Service Specific advertising on military recruitment
The Journal of the Operational Research Society
2005-04-04Paper
scientific article; zbMATH DE number 2062317 (Why is no real title available?)
 
2004-03-25Paper
Evaluating solvency versus efficiency performance and different forms of organization and marketing in US property -- liability insurance companies.
European Journal of Operational Research
2004-02-02Paper
A new stochastically flexible event methodology with application to proposition 103
Insurance Mathematics \& Economics
2000-09-06Paper
Identification of Pareto-efficient facets in data envelopment analysis
European Journal of Operational Research
1999-09-16Paper
Data transformations in DEA cone ratio envelopment approaches for monitoring bank performances
European Journal of Operational Research
1999-02-22Paper
Construction of all DEA efficient surfaces of the production possibility set under the Generalized Data Development Analysis model
European Journal of Operational Research
1999-02-22Paper
Information theory as a unifying statistical approach for use in marketing research
European Journal of Operational Research
1998-11-05Paper
scientific article; zbMATH DE number 1149853 (Why is no real title available?)
 
1998-11-05Paper
A case study in applying neural networks to predicting insolvency for property and casualty insurers
The Journal of the Operational Research Society
1998-09-20Paper
DEA evaluations of the efficiency of organizational forms and distribution systems in the US property and liability insurance industry
International Journal of Systems Science. Principles and Applications of Systems and Integration
1998-01-01Paper
Using Rank Statistics for Determining Programmatic Efficiency Differences in Data Envelopment Analysis
Management Science
1997-11-12Paper
A generalized data envelopment analysis model: A unification and extension of existing methods for efficiency analysis of decision making units
Annals of Operations Research
1997-06-10Paper
Statistical tests of stochastic process models used in the financial theory of insurance companies
Insurance Mathematics \& Economics
1996-09-03Paper
Corporate spin-offs as a value enhancing technique when faced with legal liability
Insurance Mathematics \& Economics
1995-11-22Paper
Information-theoretic approach to unimodal density estimation
IEEE Transactions on Information Theory
1995-09-11Paper
Information theoretic multivariate graduation
Scandinavian Actuarial Journal
1993-05-16Paper
Risk, Return, Skewness and Preference
Management Science
1993-01-16Paper
Information Theoretic Approach to Geometric Programming
Mathematics of Operations Research
1992-06-28Paper
Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series
 
1988-01-01Paper
Variance bounds using a theorem of Polya
Statistics \& Probability Letters
1988-01-01Paper
A Class of Utility Functions Containing all the Common Utility Functions
Management Science
1987-01-01Paper
Quadratically Constrained Information Theoretic Analysis
SIAM Journal on Applied Mathematics
1987-01-01Paper
The effect of alternative scoring methods on the analysis of rank order categorical data
The Journal of Mathematical Sociology
1987-01-01Paper
Computation of minimum cross entropy spectral estimates: An unconstrained dual convex programming method
IEEE Transactions on Information Theory
1986-01-01Paper
Information theoretical mortality table graduation
Scandinavian Actuarial Journal
1986-01-01Paper
Insurance calculations using incomplete information
Scandinavian Actuarial Journal
1985-01-01Paper
Probability bounds on downtimes
Naval Research Logistics Quarterly
1985-01-01Paper
The likelihood ratio detector for non-Gaussian infinitely divisible, and linear stochastic processes
The Annals of Statistics
1984-01-01Paper
scientific article; zbMATH DE number 3884084 (Why is no real title available?)
 
1984-01-01Paper
On the inconsistency of Bayesian non-parametric estimators in competing risks/multiple decrement models
Insurance Mathematics \& Economics
1984-01-01Paper
General bivariate Makeham laws
Scandinavian Actuarial Journal
1984-01-01Paper
Technical Note—When Does the βth Percentile Residual Life Function Determine the Distribution?
Operations Research
1983-01-01Paper
Identifiability for dependent multiple decrement/competing risk models
Scandinavian Actuarial Journal
1983-01-01Paper
On the unimodality of high convolutions
The Annals of Probability
1982-01-01Paper
Variational sums and generalized linear processes
Stochastics
1982-01-01Paper
A note on the numerical assignment of scores to ranked categorical data
The Journal of Mathematical Sociology
1981-01-01Paper
M.D.I. estimation via unconstrained convex programming
Communications in Statistics. Simulation and Computation
1980-01-01Paper
Zeros of the densities of infinitely divisible measures
The Annals of Probability
1980-01-01Paper
The distribution of the likelihood ratio for additive processes
Journal of Multivariate Analysis
1978-01-01Paper
The effect of random scale changes on limits of infinitesimal systems
International Journal of Mathematics and Mathematical Sciences
1978-01-01Paper
Supports of infinitely divisible measures on Hilbert space
The Annals of Probability
1977-01-01Paper
A conditional dichotomy theorem for stochastic processes with independent increments
Journal of Multivariate Analysis
1977-01-01Paper
Variational sums of infinitesimal systems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1977-01-01Paper
scientific article; zbMATH DE number 3637111 (Why is no real title available?)
 
1977-01-01Paper
Admissible transformations of measures
Semigroup Forum
1976-01-01Paper


Research outcomes over time


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