Patrick L. Brockett
#133,259
Most Influential Person Now
American business economist
Patrick L. Brockett's AcademicInfluence.com Rankings
Patrick L. Brockettbusiness Degrees
Business
#901
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#985
Historical Rank
Accounting
#247
World Rank
#269
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Business Economics
Patrick L. Brockett's Degrees
- PhD Business Administration Stanford University
- Masters Industrial Engineering Stanford University
- Bachelors Industrial Engineering Stanford University
Why Is Patrick L. Brockett Influential?
(Suggest an Edit or Addition)According to Wikipedia, Patrick L. Brockett is an endowed Chaired Professor within the Information, Risk and Operations Management, Finance, and Mathematics departments at The University of Texas at Austin. He is the Director of the Risk Management and Insurance Program, Director for the Center of Risk Management and Insurance, and Director for the Minor/Certificate in Risk Management Program. He is also an Affiliated Faculty Member in the University of Texas- Austin Division of Statistics & Scientific Computation. He is known for his research in statistics, probability, actuarial science, quantitative methods in business and social sciences, and risk and insurance. The American Risk and Insurance Association endowed and named a research award in his honor: The Patrick Brockett & Arnold Shapiro Actuarial Research Award, awarded to the actuarial journal article that makes the best contribution of interest to ARIA risk management and insurance researchers.
Patrick L. Brockett's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Using rank statistics for determining programmatic efficiency differences in data envelopment analysis (1996) (292)
- Insurance Risk Models (1992) (283)
- A Comparative Analysis of Neural Networks and Statistical Methods for Predicting Consumer Choice (1997) (247)
- A Neural Network Method for Obtaining an Early Warning of Insurer Insolvency (1994) (181)
- Fraud Classification Using Principal Component Analysis of Ridits (2002) (181)
- Using Kohonen's Self-Organizing Feature Map to Uncover Automobile Bodily Injury Claims Fraud (1998) (177)
- Data transformations in DEA cone ratio envelopment approaches for monitoring bank performances (1997) (154)
- Inefficiency and Congestion in Chinese Production Before and after the 1978 Economic Reforms (1998) (137)
- A class of utility functions containing all the common utility functions (1987) (132)
- Financial Intermediary Versus Production Approach to Efficiency of Marketing Distribution Systems and Organizational Structure of Insurance Companies (2005) (118)
- Weather Derivatives and Weather Risk Management (2005) (117)
- Risk, Return, Skewness and Preference (1992) (109)
- Nonlinear and non-Gaussian ocean noise (1986) (107)
- Modeling and forecasting mortality rates (2013) (94)
- Evaluating solvency versus efficiency performance and different forms of organization and marketing in US property--liability insurance companies (2004) (91)
- A Comparison of Neural Network, Statistical Methods, and Variable Choice for Life Insurers' Financial Distress Prediction (2006) (87)
- Chapter 2 A generalized data envelopment analysis model: A unification and extension of existing methods for efficiency analysis of decision making units (1996) (84)
- Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series (1988) (83)
- Construction of all DEA efficient surfaces of the production possibility set under the Generalized Data Envelopment Analysis Model (1996) (81)
- Longevity/Mortality Risk Modeling and Securities Pricing (2010) (75)
- Enterprise Risk Management Through Strategic Allocation of Capital (2011) (68)
- A Reexamination of the Relationship Between Preferences and Moment Orderings by Rational Risk-Averse Investors (1998) (62)
- Managerial Decision Analysis (1989) (62)
- Dea Evaluations of the Efficiency of Organizational Forms and Distribution Systems in the Us Property and Liability Insurance Industry (1998) (60)
- A new stochastically flexible event methodology with application to Proposition 103 (1999) (59)
- Longevity Risk and Capital Markets (2006) (57)
- Comparative Statistical Inference (2nd ed.). (1983) (56)
- Great (and not so great) expectations: An endogenous economic explication of insurance cycles and liability crises (2000) (55)
- Biological and Psychobehavioral Correlates of Credit Scores and Automobile Insurance Losses: Toward an Explication of Why Credit Scoring Works (2007) (54)
- A Comparison of HMO Efficiencies as a Function of Provider Autonomy (2004) (51)
- Chance Constrained Programming Approach to Empirical Analyses of Mutual Fund Investment Strategies (1992) (49)
- Decomposition of superpositions of density functions and discrete distributions (1977) (48)
- Mossin’s Theorem Given Random Initial Wealth (2011) (46)
- Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? (2008) (45)
- Portfolio Effects and Valuation of Weather Derivatives (2006) (43)
- DEA evaluations of long- and short-run efficiencies of digital vs. physical product “dot com” companies (2004) (41)
- Characterizations of the normal probability law (1981) (39)
- On distributions whose component ratios are Cauchy (1992) (37)
- Technical Note - When Does the βth Percentile Residual Life Function Determine the Distribution? (1983) (36)
- M.D. I. Estimation via Unconstrained Convex Programming. (1980) (34)
- Enterprise Risk Management (ERM) (2008) (34)
- Generating Ordered Families of Lorenz Curves by Strongly Unimodal Distributions (1987) (33)
- Analysis of Intertemporal Efficiency Trends Using Rank Statistics With an Application Evaluating the Macro Economic Performance of OECD Nations (1999) (33)
- The Genetics Revolution, Economics, Ethics and Insurance (1997) (32)
- On a Characterization of Ridits (1977) (29)
- Using DEA to Identify and Manage Congestion (2004) (29)
- Alternative statistical regression studies of the effects of Joint and Service Specific advertising on military recruitment (2004) (28)
- Insurance calculations using incomplete information (1985) (28)
- Pricing Weather Derivatives Using the Indifference Pricing Approach (2009) (28)
- Risk Management for Enterprises and Individuals (2009) (27)
- Information theory as a unifying statistical approach for use in marketing research (1995) (26)
- New approaches for analyzing and evaluating the performance of financial institutions (1997) (25)
- THE IDENTIFICATION OF TARGET FIRMS AND FUNCTIONAL AREAS FOR STRATEGIC BENCHMARKING (2001) (24)
- A Robust Unsupervised Method for Fraud Rate Estimation (2011) (23)
- Psychological Foundations of Economic Behavior (1991) (23)
- A note on the numerical assignment of scores to ranked categorical data (1981) (23)
- Basis risk and hedging efficiency of weather derivatives (2009) (22)
- Flexible Purchase Frequency Modeling (1996) (22)
- Efficiency in fundraising and distributions to cause-related social profit enterprises (2011) (21)
- Identifiability for dependent multiple decrement/competing risk models (1983) (21)
- Quadratically constrained information theoretic anaylsis (1987) (21)
- Information Theory as Applied to Chemical Analysis. (1981) (19)
- Assessing Consumer Fraud Risk in Insurance Claims (2009) (19)
- Insurance Versus Self-insurance: A Risk Management Perspective (1986) (18)
- Genetic Testing, Insurance Economics, and Societal Responsibility (1999) (18)
- Incorporating Longevity Risk and Medical Information into Life Settlement Pricing (2013) (18)
- Corporate spin-offs as a value enhancing technique when faced with legal liability (1995) (15)
- Event Study Methodology: A New And Stochastically Flexible Approach (1998) (15)
- Statistical Recognition of Trends in Health Monitoring Systems (1980) (15)
- Optimal Enterprise Risk Management and Decision Making with Shared and Dependent Risks (2013) (15)
- Information-theoretic approach to unimodal density estimation (1995) (15)
- The effect of alternative scoring methods on the analysis of rank order categorical data (1987) (14)
- Potential “Savings” of Medicare: The Analysis of Medicare Advantage and Accountable Care Organizations (2018) (14)
- Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform (2014) (14)
- The Securitization of Longevity Risk and Its Implications for Retirement Security (2013) (14)
- Information Theoretical Mortality Table Graduation (1986) (14)
- Health State Transitions and Longevity Effects on Retirees’ Optimal Annuitization (2017) (13)
- The Underwriting Risk and Return Paradox Revisited (1982) (13)
- An Information Theoretic Approach for Identifying Shared Information and Asymmetric Relationships Among Variables. (1990) (13)
- A new defined benefit pension risk measurement methodology (2015) (12)
- Multivariate Analysis of Variance and Repeated Measures: A Practical Approach for Behavioral Science (1991) (12)
- On the Failure (Success) of the Markets for Longevity Risk Transfer (2017) (12)
- A note extending Grosskopf, Hayes, Taylor and Weber, "Anticipating the consequences of school reform: A new use of DEA" (2005) (12)
- Introductory Textbooks: A Framework for Evaluation@@@Statistics: Concepts and Applications.@@@Statistics and Probability and Their Applications.@@@A Basic Course in Statistics.@@@Statistics: The Exploration and Analysis of Data.@@@Statistics: A First Course (4th ed.).@@@Statistics: An Introduction.@ (1987) (12)
- Identification of Pareto-efficient facets in data envelopment analysis (1998) (12)
- On the Misuse of the Central Limit Theorem in Some Risk Calculations (1983) (12)
- A conditional dichotomy theorem for stochastic processes with independent increments (1977) (11)
- Supports of Infinitely Divisible Measures on Hilbert Space (1977) (11)
- Empirical Evidence on the Use of Credit Scoring for Predicting Insurance Losses with Psycho-social and Biochemical Explanations (2016) (11)
- STATISTICAL ADJUSTMENT OF MORTALITY TABLES TO REFLECT KNOWN INFORMATION (1984) (10)
- General bivariate Makeham laws (1984) (10)
- Relevant Distributions for Insurance Prices in an Arbitrage Free Equilibrium (1991) (9)
- The Schmitter problem. (1993) (9)
- How Public Policy Can Define the Marketplace: The Case of Pollution Liability Insurance in the 1980s (1990) (9)
- A comment on “using rank values as an interval scale” by dowling and midgley (1992) (9)
- Bispectral Characterization of Ocean Acoustic Time Series: Nonlinearity and Non-Gaussianity (1989) (9)
- Statistics & probability & their applications (1985) (9)
- On the Unimodality of High Convolutions (1982) (9)
- Self-Insurance and the Probability of Financial Regret (1984) (9)
- A Statistical Analysis of the Relationship Between Credit History and Insurance Losses (2003) (8)
- A methodology for determining high risk components in urban environments. (1979) (8)
- Information theoretic analysis of questionnaire data (1981) (8)
- Commentary on "a review of research on the negative accounting relationship between risk and return: Bowman's paradox by M.N. Nickel and M.C. Rodriguez" (2003) (8)
- Computation of minimum cross entropy spectral estimates: An unconstrained dual convex programming method (1986) (8)
- Different Market Methods for Transferring Financial Risks in Construction (2019) (8)
- Addressing Credit and Basis Risk Arising From Hedging Weather-related Risk with Weather Derivatives (2008) (8)
- In memoriam Russell G. Thompson (1997) (7)
- The distribution of the likelihood ratio for additive processes (1978) (7)
- Estimating elasticities with frontier and other regressions in evaluating two advertising strategies for US Army recruiting (2008) (6)
- Variance bounds using a theorem of Polya (1988) (6)
- A Characterization of Divergence with Applications to Questionnaire Information (1979) (6)
- Managing risk in mobile commerce (2012) (6)
- Medicaid Managed Care: Efficiency, Medical Loss Ratio, and Quality of Care (2019) (6)
- Zeros of the Densities of Infinitely Divisible Measures (1980) (6)
- Enterprise Cyber Risk Management (2012) (6)
- Admissible transformations of measures (1976) (5)
- Check the Score: Credit Scoring and Insurance Losses: Is There a Connection? (2003) (5)
- The Efficiency of Joint Versus Service-Specific Advertising (2002) (5)
- On the inconsistency of Bayesian non-parametric estimators in competing risks/multiple decrement models (1984) (5)
- Spatial relationships among epidemiological and community populations. (1980) (5)
- Information theoretic multivariate graduation (1991) (5)
- aPRIDIT Unsupervised Classification with Asymmetric Valuation of Variable Discriminatory Worth (2019) (5)
- Forecasting and Allocation of US Army Recruiting Resources (1997) (5)
- H1N1 Prevention Behaviors in Australia: Implications from an Extended Health Belief Model (2017) (4)
- The Likelihood Ratio Detector for Non-Gaussian Infinitely Divisible, and Linear Stochastic Processes (1984) (4)
- Was the U.S. life insurance industry in danger of systemic risk by using derivative hedging prior to the 2008 financial crisis? (2019) (4)
- Modern Actuarial Risk Theory (Modern ART) (2003) (3)
- Modeling stochastic mortality for joint lives through subordinators (2020) (3)
- Application Driven Theory: Rigorously Combining Applied and Basic Research Relevant to Accounting and Marketing (2012) (3)
- Law of insurance contract disputes (2001) (3)
- Generalized additive models and nonparametric regression (2014) (3)
- Insurance Pricing/Nonlife (2008) (3)
- Detecting Fraud in Accounting and Marketing (2013) (2)
- The importance of personally relevant knowledge for pandemic risk prevention behavior: A multimethod analysis and two-country validation (2021) (2)
- Variational sums of infinitesimal systems (1977) (2)
- Statistical tests of stochastic process models used in the financial theory of insurance companies (1996) (2)
- Techniques in Operational Research Vol. 2: Models, Search and Randomization. (1982) (2)
- Kidnap and Ransom Insurance: A Strategically Useful, Often Undiscussed, Marketplace Tool for International Operations (2019) (2)
- The Genetics Revolution, Economics, Ethics (1997) (2)
- Best Bounds on Measures of Risk and Probability of Ruin for Alpha Unimodal Random Variables When There Is Limited Moment Information (2016) (2)
- A Method for Constructing a Unimodal Inferential or Prior Distribution. (1984) (2)
- Pridit Is a Useful Technique for Detecting Consumer Fraud When No Training Sample Is Available (2016) (2)
- Probability bounds on downtimes (1985) (2)
- Obtaining a Life Table for Spinal Cord InjuryPatients Using Information Theory (1995) (2)
- Information-Theoretic Non-Parametric Unimodal Density Estimation. (1984) (2)
- Rapid Assessment of Customer Marketplace in Disaster Settings through Machine Learning, Geospatial Information, and Social Media Text Mining: An Abstract (2018) (1)
- Information Theoretic Stepwise Selection of Discriminating Discrete Variables. (1979) (1)
- Neural network models in predicting insurance insolvency and detecting insurance claim fraud (1996) (1)
- Internet-Based Surveys: Methodological Issues (2015) (1)
- Measuring Efficiency of Not-For-Profit Marketing, Development, and Operations Resource Usage in the Performing Arts Sector: An Abstract (2017) (1)
- Health Insurance, Genetic Testing and Adverse Selection (2007) (1)
- Limit distributions of sums under mixing of the scale parameter (1975) (1)
- Variational sums and generalized linear processes (1982) (1)
- Political Risk Insurance and Foreign Direct Investments (2012) (1)
- Contributions to Statistics (1992) (1)
- Author's reply (multiple letters) (2003) (1)
- The unimodal maximum entropy density (1983) (1)
- Critique of FY 1984 Advertising Mix Test of Wharton Center for Applied Research. (1986) (1)
- Underwriting and Ambiguity: An Economic Analysis (1999) (0)
- Book Review: Multivariate Analysis of Variance and Repeated Measures: A Practical Approach for Behavioral Science (1991) (0)
- Stochastic Processes in Underwater Acoustics edited by Charles R. Baker (1988) (0)
- Direct Selling Under Scrutiny: Assessing Analytic Direct Selling Models (2020) (0)
- Empirical Tests of the Assumptions Underlying Models for Foreign Exchange Rates. (1984) (0)
- Simple unconstrained dual convex programming method for the computation of discrete maximum entropy distributions. Research report (1984) (0)
- Information Theoretic Approach to Geometric Programming (1991) (0)
- Texas Business Review, October 1993 (1993) (0)
- Non-Gaussian Stochastic Processes. (1986) (0)
- A Simple Unconstrained Dual Convex Programming Method for the Computation of Discrete Maximum Entropy Distributions. (1984) (0)
- An Information Theoretic Approach to Assessing Asymmetrically Shared Relationships Between Variables: An Extended Abstract (2017) (0)
- CONSTRUCTING A UNIMODAL BAYESIAN PRIOR DISTRIBUTION FROM INCOMPLETELY ASSESSED INFORMATION (1997) (0)
- Statistical Tools for Determining Fitness to Fly (1981) (0)
- Rapid Damage Estimation with Iterative Improvements for Relief Resource Planning Post-Disasters (2018) (0)
- 14 Enterprise Cyber Risk Management (0)
- Insurance Pricing/Nonlife† (2014) (0)
- Linearity and Gaussianity of Interest Rate Data: An Empirical Time Series Test (1987) (0)
- Preface to the Issue on Genetic Testing (1999) (0)
- Using Neural Networks to Predict Failure in the Marketplace (2003) (0)
- Texas Business Review, February 1996 (1996) (0)
- Feasibility Study of a FAARRS-SHARE Methodology for the U.S. Army Reserve. (1996) (0)
- Medicare Advantage, Medical Loss Ratio, Service Efficiency, and Efficiently Positive Health Outcomes (2022) (0)
- The Effect of Random Scale Changes on Limits of Infinitesimal Systems (1978) (0)
- Nonlinenr and non‐Gaussian ocean acoustic ambient noise processes (1984) (0)
- Book Review: Psychological Foundations of Economic Behavior (1991) (0)
- Actuarial (Mathematical) Modeling of Mortality and Survival Curves (2019) (0)
- Improving arts management/marketing efficiency: optimizing utilization of scarce resources to produce artistic outputs (2022) (0)
- Book Review: Model Selection (1988) (0)
- WHY CREDIT SCORING WORKS (2007) (0)
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