Patrick L. Brockett

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


Sign in to add trainee
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
BETA: Related publications


You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

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
See more...