Patrick L. Brockett

Affiliations: 
University of Texas at Austin, Austin, Texas, U.S.A. 
Area:
Management Business Administration, Finance
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"Patrick Brockett"

Children

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Michael J. Kwinn grad student 2000 UT Austin
Mulong Wang grad student 2001 UT Austin
Honghui Deng grad student 2003 UT Austin
Chuanhou Yang grad student 2003 UT Austin
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Publications

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Golden LL, Brockett PL, Guillén M, et al. (2019) aPRIDIT Unsupervised Classification with Asymmetric Valuation of Variable Discriminatory Worth. Multivariate Behavioral Research. 1-19
Golden LL, Brockett PL, Ai J, et al. (2016) Empirical Evidence on the Use of Credit Scoring for Predicting Insurance Losses with Psycho-social and Biochemical Explanations North American Actuarial Journal. 1-19
Ai J, Brockett PL, Wang T. (2015) Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks Journal of Risk and Insurance
Ai J, Brockett PL, Jacobson AF. (2015) A new defined benefit pension risk measurement methodology Insurance: Mathematics and Economics
Chuang SL, Brockett PL. (2014) Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform North American Actuarial Journal. 18: 22-37
Brockett PL, Chuang SL, Pitaktong U. (2014) Generalized additive models and nonparametric regression Predictive Modeling Applications in Actuarial Science: Volume I: Predictive Modeling Techniques. 367-397
Brockett PL, Chuang SL, Deng Y, et al. (2013) Incorporating longevity risk and medical information into life settlement pricing Journal of Risk and Insurance. 80: 799-826
Ai J, Brockett PL, Golden LL, et al. (2013) A Robust Unsupervised Method for Fraud Rate Estimation Journal of Risk and Insurance. 80: 121-143
Deng Y, Brockett PL, MacMinn RD. (2012) Longevity/Mortality Risk Modeling and Securities Pricing Journal of Risk and Insurance. 79: 697-721
Ai J, Brockett PL, Cooper WW, et al. (2012) Enterprise Risk Management Through Strategic Allocation of Capital Journal of Risk and Insurance. 79: 29-56
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