Patrick L. Brockett

University of Texas at Austin - Department of Information, Risk and Operations Management

CBA 5.202

Austin, TX 78712

United States

SCHOLARLY PAPERS

14

DOWNLOADS

1,821

SSRN CITATIONS
Rank 24,807

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Top 24,807

in Total Papers Citations

26

CROSSREF CITATIONS

23

Scholarly Papers (14)

1.

Optimal Enterprise Risk Management and Decision Making with Shared and Dependent Risks

Number of pages: 46 Posted: 12 Nov 2013
Jing Ai, Patrick L. Brockett and Tianyang Wang
University of Hawaii at Manoa - Shidler College of Business, University of Texas at Austin - Department of Information, Risk and Operations Management and Colorado State University - Department of Finance & Real Estate
Downloads 421 (130,812)
Citation 2

Abstract:

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Enterprise Risk Management(ERM), Capital Budgeting, Risk Dependency, Copula Modeling, Decisions under Uncertainty

2.

Longevity/Mortality Risk Modeling and Securities Pricing

McCombs Research Paper Series No. IROM-05-10
Number of pages: 32 Posted: 17 Aug 2010 Last Revised: 08 Oct 2010
Patrick L. Brockett, Richard D. MacMinn and Yinglu Deng
University of Texas at Austin - Department of Information, Risk and Operations Management, National Chengchi University and Red McCombs School of Business
Downloads 317 (178,855)
Citation 7

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Longevity Risk, Mortality Risk, Securitization, Double Exponential Jump Diffussion Model, Lee-Carter Framework

3.

Enterprise Risk Management Through Strategic Allocation of Capital

Journal of Risk and Insurance, Forthcoming
Number of pages: 35 Posted: 15 May 2011 Last Revised: 24 May 2011
Jing Ai, Patrick L. Brockett, William W. Cooper and Linda L. Golden
University of Hawaii at Manoa - Shidler College of Business, University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin - McCombs School of Business and University of Texas at Austin - Red McCombs School of Business
Downloads 287 (198,538)

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4.

Assessing Consumer Fraud Risk in Insurance Claims: An Unsupervised Learning Technique Using Discrete and Continuous Predictor Variables

North American Actuarial Journal, Vol. 13, No. 4, pp. 438-458, 2009
Number of pages: 41 Posted: 15 May 2011 Last Revised: 20 Aug 2012
Jing Ai, Patrick L. Brockett and Linda L. Golden
University of Hawaii at Manoa - Shidler College of Business, University of Texas at Austin - Department of Information, Risk and Operations Management and University of Texas at Austin - Red McCombs School of Business
Downloads 187 (299,094)
Citation 1

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Unsupervised classification, Latent variable model, RIDIT analysis, Insurance fraud detection, Missing Dependent Variable

5.

A Robust Unsupervised Method for Fraud Rate Estimation

Journal of Risk and Insurance, Forthcoming
Number of pages: 34 Posted: 15 May 2011 Last Revised: 20 Aug 2012
Jing Ai, Patrick L. Brockett, Linda L. Golden and Montserrat Guillen
University of Hawaii at Manoa - Shidler College of Business, University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin - Red McCombs School of Business and affiliation not provided to SSRN
Downloads 180 (309,428)
Citation 1

Abstract:

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fraud rate, fraud detection, insurance fraud, unsupervised learning, PRIDIT, PRIDIT-FRE, audit

6.

Direct Selling Under Scrutiny: Assessing Analytic Direct Selling Models

Number of pages: 50 Posted: 07 Dec 2020
University of Texas at Austin - Department of Information, Risk and Operations Management, Kellogg School, Northwestern University, Harbert College of Business, Auburn University, Harbert College of Business, Auburn University, University of Texas at Austin - Red McCombs School of Business, University of Oklahoma, G. Brint Ryan College of Business, University of North Texas and University of Texas at Austin
Downloads 133 (397,671)

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Direct Selling, Pyramid Schemes, Retailing, Analytic Modeling, Economic Modeling, Marketing

7.

Potential 'Savings' of Medicare: The Analysis of Medicare Advantage and Accountable Care Organizations (ACOs)

Forthcoming, North American Actuarial Journal
Number of pages: 44 Posted: 02 Feb 2018
Patrick L. Brockett, Linda L. Golden and Charles C. Yang
University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin - Red McCombs School of Business and Florida Atlantic University
Downloads 105 (474,331)
Citation 7

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Medicare Reform, Medicare Advantage, Accountable Care Organizations (ACOs), Health Expenditures, Economic Efficiency

8.

The US Health Insurance Market: Performance and Efficiency Analyses

Forthcoming in Handbook of Insurance, 3rd edition, edited by Georges Dionne, 2024, Springer
Number of pages: 36 Posted: 26 Jul 2023
University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin - Red McCombs School of Business, Florida Atlantic University, University of Alabama - Culverhouse College of Commerce & Business Administration and Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Downloads 96 (503,940)

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premiums, medical expenses, medical service utilization, consumer efficiency, societal efficiency

9.

Medicaid Managed Care: Efficiency, Medical Loss Ratio, and Quality of Care

North American Actuarial Journal (2019 Forthcoming)
Number of pages: 38 Posted: 31 Oct 2019
Patrick L. Brockett, Linda L. Golden, Charles C. Yang and David H. Young
University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin - Red McCombs School of Business, Florida Atlantic University and Brown University
Downloads 59 (663,486)
Citation 2

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Medicaid managed care, quality of care, medical loss ratio, medical services efficiency

10.

Medicare Advantage, Medical Loss Ratio, Service Efficiency, and Efficiently Positive Health Outcomes

North American Actuarial Journal, Forthcoming
Number of pages: 35 Posted: 20 Jul 2022
Patrick L. Brockett, Linda L. Golden, Pengyu Wei and Charles C. Yang
University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin - Red McCombs School of Business, Nanyang Technological University (NTU) and Florida Atlantic University
Downloads 36 (813,662)
Citation 1

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Medicare Advantage; health outcome efficiency; medical service utilization efficiency; medical loss ratio; data envelopment analysis

11.

The Securitization of Longevity Risk and Its Implications for Retirement Security

Published in Maurer, R., O. Mitchell, and P. Hammond (Eds.) (2014). Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk. Oxford, UK: Oxford University Press., Pension Research Council Working Paper No. 2013-22
Posted: 19 Apr 2014 Last Revised: 03 Apr 2020
National Chengchi University, University of Texas at Austin - Department of Information, Risk and Operations Management, National Chengchi University - Department of Risk Management and Insurance, University of Nebraska at Lincoln - Department of Finance and North Dakota State University - Department of Accounting, Finance, and Information Systems

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Longevity Risk, Retirement, Securitization, Buy-Out, Longevity Swap

12.

Modeling and Forecasting Mortality Rates

Insurance: Mathematics and Economics, Vol. 52, No. 2, 2013
Posted: 02 Dec 2011 Last Revised: 08 Aug 2013
University of Texas at Austin - Red McCombs School of Business, University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin - Department of Information, Risk and Operations Management and Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business

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Mortality Rates, Statistics, Time Series, Mortality Forecasting

13.

Portfolio Effects and Valuation of Weather Derivatives

Financial Review, Vol. 41, No. 1, February 2006
Posted: 10 Nov 2005
Patrick L. Brockett, Mulong Wang, Charles C. Yang and Hong Zou
University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin, Florida Atlantic University and Lingnan University, Department of Finance and Insurance

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weather derivatives, weather risk securitization, incomplete market pricing models, weather risk contract valuation, portfolio effects, indifference prices

14.

Event Study Methodology: A New and Stochastically Flexible Approach

Posted: 16 Apr 1998
Patrick L. Brockett, Hwei-Mei Chen and James R. Garven
University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin - Department of Finance and Baylor University - Department of Finance, Insurance & Real Estate

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