|
PATRICK LEE BROCKETT
Gus S. Wortham Memorial Chairholder
in Risk Management and Insurance,
Department of Management
Science and Information Systems,
Director, Risk Management
Program,
Professor of Finance and
Mathematics. |
VITA
OFFICE: Department of Management Science and
Information Systems
The University of Texas at
Austin
Phone: (512) 471-6028
FAX:
(512) 471-0587
e-mail: brockett@mail.utexas.edu
CURRENT POSITIONS
AT THE UNIVERSITY OF TEXAS AT AUSTIN
-
Director, Risk
Management and Insurance Program
-
Gus S. Wortham
Memorial Chair in Risk Management and Insurance
-
Director, Center for
Risk Management and Insurance
-
Faculty Research
Scientist, Applied Research Laboratories
-
Janey Slaughter
Briscoe Fellow at the IC2 Institute
OTHER
POSITIONS
-
President, American
Risk and Insurance Association
-
Member of Board of
Directors, Texas Property and
Casualty Guaranty Association
EDUCATION
-
B.A.
1970, (Mathematics) California State
University at Long Beach, California
-
M.A.
1975, (Mathematics) University of
California at Irvine, California
-
Ph.D.
1975, (Mathematics) University of
California at Irvine, California
PROFESSIONAL ACADEMIC
BACKGROUND
1999
-
Director, Center for Risk Management and Insurance, University of Texas at
Austin
1995-
Director of the Risk Management and Insurance Program, University of Texas at
Austin
1995-
Gus S. Wortham
Memorial Chairholder in Risk Management and Insurance, University of Texas
at
Austin
1992-
Janey Slaughter Briscoe Fellow, IC2 Institute, The
University of Texas at Austin
1998
-1999 Director,
Center for Management of Operations and Logistics, University of Texas at
Austin
1998
Holder of the Thomas
Bowles Chair in Actuarial Science, Georgia State University, Atlanta
Georgia
1996-1998
Senior Associate Director, Center for Management of Operations and
Logistics, University of Texas at
Austin
1992-1996
Director of the Center for Cybernetic Studies, The University of Texas at
Austin
1989-1995
Joseph H. Blades Professor of Risk Management and Insurance, The
University of Texas at
Austin
1987-1989
Paul V. Montgomery Centennial Professor of Actuarial Science, The
University of Texas at
Austin
1986-1992
Senior Research Fellow, IC2
Institute, The University of Texas at
Austin
1986-1989
Director, Actuarial Science Program, Department of Finance, The University
of Texas at
Austin
1986-1989
Professor of Finance and Actuarial Science, Department of Finance, The
University of Texas at
Austin
1984-1986
Richard Seaver Centennial Research Fellow, IC2 Institute, The University
of Texas at
Austin
1984-1986
Paul V. Montgomery Centennial Fellow in Actuarial Science, The University
of Texas at
Austin
1982-1986
Associate Professor of Finance and Actuarial Science, Department of
Finance, The University of Texas at
Austin
1981-1982
Assistant Professor of Finance and Actuarial Science, Department of
Finance, The University of Texas at
Austin
1981-
Research Scientist, Applied Research Laboratories, The University of Texas
at Austin
1981 Winter
Instructor of Biostatistics, Department of Community and Environmental
Quarter Medicine, The Medical School,
University of California, Irvine
Extensions
1980-1981
Visitor, Department of Statistics, University of California at Riverside,
Riverside,
California
1977-1980
Assistant Professor, Departments of Mathematics and General Business, The
University of Texas at
Austin
1975-1977
Assistant Professor, Department of Mathematics, Tulane University, New
Orleans,
Louisiana
1970-1973
National Science Foundation Traineeship, Department of Mathematics,
University of California at Irvine, Irvine, California
ELECTED
PROFESSIONAL SOCIETY FELLOWSHIPS
-
The American
Association for the Advancement of Science (elected Fellow
1993)
-
The Institute of
Mathematical Statistics (elected Fellow 1989)
-
The American
Statistical Association (elected Fellow 1992)
-
The Royal
Statistical Society (also elected Chartered Statistician by RSS in
1993)
-
The Operations
Research Society of America (now INFORMS) (elected
Full Member)
OTHER
PROFESSIONAL SOCIETY MEMBERSHIPS
-
American Risk and
Insurance Association (President)
-
ASTIN Section of the
International Actuarial Association (Special Member)
-
Casualty Actuarial
Society (Academic Corresponding Member)
-
Institute for
Operations Research and Management Sciences (INFORMS)
-
New York Academy of
Science
-
ASTIN Section of the
International Actuarial Association (Special Member)
-
Casualty Actuarial
Society (Academic Corresponding Member)
-
Institute for
Operations Research and Management Sciences (INFORMS)
-
New York Academy of
Science
-
Phi Kappa Psi
Scholastic Honor Society
-
Risk and Insurance
Management Society (RIMS)
-
Southern Risk and
Insurance Association
-
Western Risk and
Insurance Association
EDITORIAL
POSITIONS
2000
-
Member of Distinguished Honorary Editorial Board, North American
Actuarial Journal. This position is for a selected few who
give advice
on strategy
and directions to the Editor and Editorial Board
1998-
Present Editor, Journal of Risk and
Insurance, the flagship journal of the American Risk and Insurance
Association and the most prestigious
academic journal in risk management and insurance in the
world
1999
Special Guest Editor of the North American Actuarial Journal
Special Issue (January ) on Genetic Testing and its Impact on the
Insurance
Industry
1997
Co Editor (with W.W. Cooper, A. Berger, and J. Pastor) Special Issue
of the European Journal of Operations Research on new
methodologies and directions in the evaluation of financial
institutions.
1995-
2000 Associate
Editor, North American Actuarial Journal, the flagship journal of
the Society of Actuaries and the most prestigious
academic
journal in actuarial science in North
America
1995-1998
Associate Editor for Book Reviews, North American Actuarial
Journal
1984- Present Associate Editor,
Insurance: Mathematics and Economics, one of the very top journals
in actuarial science and insurance
mathematics
published in Europe
2000-
Present Member of the Editorial Board, Applied
Stochastic Models in Business and Industry (formerly Applied
Stochastic Models and Data Analysis)
1991-1993
Associate Editor,
Naval Research
Logistics
1979-1980 Associate
Editor, Book Review Section, Journal of the American Statistical
Association
EXTERNAL
PROFESSIONAL HONORS AND AWARDS
-
ARIA Research Prize
given by the Casualty Actuarial Society August 14, 2001 to “the
author(s) of that paper published by the American Risk and Insurance
Association (ARIA) which provides the most valuable contribution to
casualty actuarial science”.
-
International Brian
Hey Prize Competition held by the Institute of Actuaries in England and
the Scottish Faculty of Actuaries, Second Prize. October,
2000
-
Finalist in David
Rist Prize Competition for the most outstanding paper on military
operations research, by the Military Operations Society, 1999
-
Winner of “Annual
Prize” for the Best Paper of the Year for 1996 from the Society of
Actuaries for the article "Actuarial Uses of Secondary Data:
An Information Theoretic Approach"
-
Semi-finalist in
Franz Edelman Competition for the most outstanding application of
management science techniques in practice, Institute for Operations
Research and the Management Sciences (INFORMS), 1995
-
Winner of the "Best
Paper Award" for 1994 from the International Insurance Society, June
19-23, 1994 Madrid, Spain
-
Winner of "The
Halmsted Prize for the Most Outstanding English Language Publication in
Actuarial Science in the World (1993)," presented by The Society of
Actuaries
-
Award for "Most
Outstanding Statistical Application Article Published in any Journal, in
any Field, and in any Language During 1990 or 1991," presented by the
American Statistical Association (1992)
-
Award for
"Outstanding Feature Article Published during 1986 in The Journal of
Risk and Insurance" (with S.H. Cox, Jr. and R.C. Witt), presented by
the American Risk and Insurance Association
-
Award for
"Outstanding Communication Published During 1983 in The Journal of
Risk and Insurance" presented by the American Risk and Insurance
AssociationListed in Who's Who in Science and Technology,
Who's Who in the Southwest, and American Men and Women of
Science
UNIVERSITY
PROFESSIONAL HONORS AND AWARDS RECEIVED
-
Outstanding Graduate
Teacher Award (University-wide competition), by The University of Texas
at Austin Graduate School, 1995.
-
Award for Research
Excellence, presented by The University of Texas CBA Foundation Advisory
Council (1992)
-
Award for
Outstanding Research Contributions, presented by The University of Texas
CBA Foundation Advisory Council (1988)
-
Award for Research
Excellence, presented by The University of Texas CBA Foundation Advisory
Council (1984)
-
Dean’s
Fellow 1998, University of Texas at Austin
College and Graduate School of Business
-
Faculty Research
Assignment, University of Texas Graduate School
OTHER
UNIVERSITY PROFESSIONAL AWARD NOMINATIONS
- Management
Science and Information
Systems Department Nominee for College-wide Award for Outstanding
Research Contributions ( 1996 , 1997
1999 )
- Management
Science and Information Systems Department Nominee for University-wide
Outstanding Graduate Teacher Award (1993)
- Finance
Department Nominee for College-wide Award for Research Excellence,
(1991)
- Nominated for
Outstanding Professor Award, The Graduate Business Council (1987)
- Nominated for
Friar Society Teaching Award (1987)
- Finance
Department Nominee for University-wide Outstanding Graduate Teacher
Award (1989, 1992, 1993)
- Nominated for
Outstanding Researcher Award, Golden Key National Honor Society
(1987)
- Nominated for
Outstanding Teacher Award, Golden Key National Honor Society
(1985)
OFFICES
IN PROFESSIONAL ORGANIZATIONS AND PROFESSIONAL
SERVICE
PUBLICATIONS
Books
-
Statistics,
Probability and Their Applications, (with A. Levine),
W. B. Saunders Publishing Co., 1984 (Reprinted in Japan, by HRW
International, 1986).
Monographs
-
An Analysis of
Pricing and Availability Problems in the Texas Automobile Insurance
Market, (with Robert C.
Witt and Paul Aird), National Association of Independent Insurers,
1993.
Articles on Risk Management and Insurance
-
"The Underwriting
Risk and Return Paradox Revisited," (with R. C. Witt), Journal of
Risk and Insurance (December 1982), Vol. 49, No. 4,
621-627.
-
"When Does the
th Percentile
Residual Life Function Uniquely Determine the Distribution?" (with B. C.
Arnold), Operations Research (1983), Vol. 31, 391-396.
-
"A New Approach to
the Resolution of the Classification Problem," (with M. Johnson and A.
Levine), Structures De L'information, session speciale sur les
Questionnaires, Congres IEEE "Theorie de l'Information" Groupe De
Recherche 22, Associa a l'Institut de Programmation de Université Pierre
et Marie Curie, June 1982, Paris, 51-65.
-
"Adjusting
Lifetables to Incorporate Pertinent Personal Profile Information," (with
S. H. Cox, Jr.), Actuarial Research Clearing House (1983).
-
"On the Misuse of
the Central Limit Theorem in Some Risk Calculations," Journal of Risk
and Insurance (December 1983), Vol. 50, No. 4, 727-731. (This
article won an award from The American Risk and Insurance Association
for Outstanding Communication published in this journal in
1983).
-
"Risk Equivalent
Return on Shareholders' Equity and Utility Assessment--a Comment on the
paper by A. Longley-Cook," Transactions of the Society of
Actuaries (1983), Vol. 35 , 341-348. (This article was a
finalist for the Halmsted Prize given by the Society of Actuaries for
the best English language publication of the year in the world in
Actuarial Science).
-
"Optimal Ruin
Calculation Using Partial Stochastic Information," (with S.H. Cox, Jr.),
Transactions of the Society of Actuaries (1984), Vol. 36,
49-62.
-
"General Bivariate
Makeham Laws," Scandinavian Actuarial Journal (1984),
150-156.
-
"Statistical
Adjustment of Mortality Tables to Reflect Known Information," (with S.
H. Cox, Jr.), Transactions of the Society of Actuaries (1984),
Vol. 36, 63-75.
-
"Self Insurance and
the Probability of Financial Regret," (with S.H. Cox, Jr. and R. C.
Witt), Journal of Risk and Insurance (December
1984), Vol. 51, 720-729.
-
"On the
Inconsistency of Bayesian non-Parametric Estimators in Competing
Risk/Multiple Decrement Models," (with B. C. Arnold, W. Torres, and A.
L. Wright), Insurance: Mathematics and Economics (1984), Vol. 3,
49-55.
-
"Using a Standard
Distribution and Client Data to Obtain a Client Loss Distribution,"
Conference of Actuaries in Public Practice (1985), Vol. 34,
503-511.
-
"Insurance
Calculations Using Incomplete Information," (with S. H. Cox, Jr.),
Scandinavian Actuarial Journal (1985), 94-108.
-
"Insurance Versus
Self-Insurance: A Risk Management Perspective," (with S.H. Cox, Jr. and
R.C. Witt), Journal of Risk and Insurance (June 1986), Vol. 53,
242-257. (This article won an award from The American Risk and Insurance
Association for outstanding Feature Article published in this journal in
1986.)
-
"Information
Theoretic Mortality Table Graduation," (with J. Zhang), Scandinavian
Actuarial Journal (1986), 131-140.
-
"Linearity and
Gaussianity of Interest Rate Data: an Empirical Time Series Test," (with
N. Sipra), Actuarial Science, (Festschrift Volume in honor of V.
M. Joshi) (1987), 173-183.
-
"How Public Policy
Can Define the Marketplace: The Case of Pollution Liability Insurance in
the 1980's," (with Linda L. Golden and Paul Aird), Journal of Public
Policy and Marketing (1990), Vol. 9, 211-226.
-
"Linear and
Nonlinear Stochastic Process Models in the Financial Theory of Insurance
Companies" (with Robert C. Witt), Proceedings of the Business and
Economic Statistics Section of the American Statistical Association,
(1990), 25-31.
-
"An Economic
Overview of the Excess and Surplus Lines Insurance," (with Robert C.
Witt and Paul Aird), Journal of Insurance Regulation
(1990), Vol. 9, No. 2, 234-258.
-
"An Overview of the
Reinsurance and the Reinsurance Markets," (with Robert C. Witt and Paul
Aird), Journal of Insurance Regulation (March 1991), Vol. 9, No.
3, 432-454.
-
"Relevant
Distributions for Insurance Prices in an Arbitrage Free Equilibrium,"
(with Robert C. Witt), Journal of Risk and Insurance (March
1991), Vol. 58, 13-29.
-
"Information
Theoretic Approach to Actuarial Science: A Unification and
Extension of Relevant Theory and Applications," Transactions of the
Society of Actuaries (1991), Vol. 43, 73-135. (This paper won
the Award for the Most Outstanding Statistical Application Article
published in any journal during 1991. The award is presented by
The American Statistical Association at their 1992 annual
meeting).
-
"Discussion of
Reitano's 'Statistical Analysis of Banded Data'," (with Samuel H. Cox),
Transactions of the Society of Actuaries (1991), Vol.
43.
-
"The Schmitter
Problem," (with M. Goovaerts and G. Taylor), ASTIN Bulletin
(1991), Vol. 21, No. 1, 129-132.
-
"Information
Theoretic Graduation of Multivariate Data" (with H. Li, Z. Huang, and D.
Thomas), Scandinavian Actuarial Journal (1991), Vol. 2,
144-153.
-
"The Competition for
Markets," (with Robert C. Witt and Paul Aird), Risk
Management (April 1992), Vol. 39, No. 4, 49-53.
-
"Turmoil in the
Texas Auto Insurance Market," (with Robert C. Witt), Texas Business
Review (October 1993)
-
"A Neural Network
Method For Obtaining An Early Warning of Insurer Insolvency," (with
Linda L. Golden, William W. Cooper, and Utai Pitaktong), Journal of
Risk and Insurance (September 1994), Vol. 61, No. 3,
402-424.
-
"Ambiguity, Risk
Charges, and Insurance Pricing," (with G.C. Lai, S.W. Pottier, and R.C.
Witt), Proceeding of the International Insurance Society (June
19-23, 1994) Madrid, Spain, pp. 298-311.. (This paper won the "Best
Paper Award" from the International Insurance Society for 1994 where it
was presented).
-
“The Genetics
Revolution: Insurer Needs versus Society’s Ethics," (with E.S.
Tankersley), Contingencies (January/February 1995), Vol. 7,
No. 1, 13-16.
-
"Corporate Spin-offs
as a Value Enhancing Technique when Faced With Legal Liabilities," (with
Richard MacMinn), Insurance: Mathematics and Economics
(April, 1995), Vol. 16, No. 1, 63-68.
-
“Obtaining a
Life Table for Spinal Cord Injury Patients Using Information Theory,”
(with Yun Song), Journal of Actuarial Practice (1995), Vol. 3,
No. 1, 77-91.
-
“Operations
Research in Insurance: a Review,” (with Xiaohua Xia),
Transactions of the Society of Actuaries, (1996), Vol. 47,
1-74.
-
“Actuarial Uses of
Grouped Data: An Information Theoretic Approach to Incorporating
Secondary Data,” (with S. Cox, Yun Song, F. Phillips, and B. Golany)
Transactions, of the Society of Actuaries, (1996), Vol. 17,
75-99. (This article won the Annual Prize given by the Society of
Actuaries for the best publication of the year in the Transactions,
of the Society of Actuaries).
-
“Statistical Tests
of Stochastic Process Models Used in the Financial Theory of Insurance
Companies,” (with R. C. Witt, B. Golany, N. Sipra, and X. Xia)
Insurance, Mathematics and Economics (1996), Vol. 18, 73-79.
-
“Tort Reform and
Mandated Insurance Rate Rollbacks,” (with C. McClellan), Texas
Business Review (February 1996).
-
“The Techniques for
Management of Property Risk used by Universities,” (with Stacy
Youngdale) URMIA, The University Risk Management and Insurance
Association Journal, Vol. 3, No. 1, (September 1996),
51-65.
-
“Bounds on the Price
of Catastrophe Insurance Options on Futures Contracts,” (with S. H. Cox,
and J. Smith), published in Securitization of Insurance Risks,”
Society of Actuaries Monograph Series (1996), Schaumburg,
Ill.
-
"Using Computer
Intensive Technologies to Aid Insurance Regulators: Early
Detection of Insolvency and Fraud," (with Linda L. Golden and Xiaohua
Xia), Impact : How IC2 Research Affects
Public Policy and Business Markets Edited by W.W. Cooper, D. Gibson,
F.Y. Phillips, S. Thore and A. Whinston, Quorum Books, Westport ,
Connecticut, (1997), pp. 111-130.
-
“The Genetics
Revolution, Economics, Ethics and Insurance,” (with E. Susan
Tankersley), Journal of Business Ethics. (1997) Vol. 16, pp.
1661-1676.
-
“A Case
Study in Applying Neural Networks to Predicting Insolvency for Property
and Casualty Insurers,” (with W.W. Cooper, L.L. Golden, and X. Xia),
Journal of the Operational Research Society, Vol. 48,
(1997), 1153-1162.
-
“Technological
Change and Its Impact on Risk Creation and Management,” Chapter 18
in International Risk and Insurance: Environments and
Management. Edited by Harold D. Skipper, Jr., Richard D.
Irwin, Inc., Press, (1998) pp. 443-466
-
“Using Khonen’s Self
Organizing Feature Map to Uncover Automobile Bodily Injury Claim
Fraud,” (with Xiaohua Xia and Richard Derrig), Journal of Risk
and Insurance (June 1998), Vol. 65, No. 2, 245-274.
-
“A Reexamination of
the Relationship Between Preferences and Moment Orderings by Rational
Risk Averse Investors” (with J. R.
Garven), Geneva Papers on Risk and Insurance Theory (1998), Vol.
23, 127-137.
-
“DEA Evaluation of
the Efficiency of Organizational Forms and Distribution Systems in the
U.S. Property and Liability Insurance Industry” (with W. W. Cooper, L.
L. Golden, J. J. Rousseau and Y. Yang), International Journal of
Systems Science (1998), Vol. 29, No. 11,
1235-1247.
-
“Preface to the
Issue on Genetic Testing,” North American Actuarial Journal
(1999), Vol. 3 No. 1, iii-iv.
-
“Genetic Testing,
Insurance Economics, and Societal Responsibility” (with Richard D.
MacMinn and Maureen Carter) North American Actuarial Journal
(1999), Vol. 3 No. 11-20.
-
“Underwriting and
Ambiguity: An Economic Analysis,” (Gene C. Lai, Stephen W.
Pottier, and Robert C. Witt) The Journal of Insurance Issues
(Spring 1999), Vol. 22 No. 1, pp. 1-25.
-
“A New
Stochastically Flexible Event Study Methodology with Application to
Proposition 103” (with H. Chen and
J. R. Garven) Insurance, Mathematics and Economics (November
1999), Vol. 25 No. 2, 197-217.
-
“Great (and not so
Great) Expectations: An Endogenous Economic Explication of Insurance
Cycles and Liability Crises” (with Gene C. Lai, Robert
C. Witt , Hung-Gay Fung, and Richard D. MacMinn) ), Journal of Risk
and Insurance (December 2000), Vol. 67, No. 4. (This paper won
second Prize in the International Brian Hey Prize Competition held by
the Institute of Actuaries in England and the Scottish Faculty of
Actuaries, presented October, 2000. This paper also won the ARIA
Research Prize given by the Casualty Actuarial Society August 14, 2001
to “the author(s) of that paper published by the American Risk and
Insurance Association (ARIA) which provides the most valuable
contribution to casualty actuarial science”.)
-
“Evaluating Solvency
and Efficiency Performances in U.S. Property - Liability Insurance
Companies” (with William W. Cooper, Linda L Golden, John J. Rousseau,
and Yuying Wang) to appear European Journal of Operations
Research.
-
"Fraud
Classification Using Principal Component Analysis of RIDITs" (With
Richard A. Derrig, Linda L. Golden, Arnold Levine, and Mark Alpert) to
appear Journal of Risk and Insurance (September
2002).
Articles
on Theoretical Probability, Statistics, and Stochastic
Processes
-
"Admissible
Transformations of Measures," Semigroup Forum (1976), Vol. 12,
21-33.
-
"A Conditional
Dichotomy Theorem for Processes with Independent Increments," (with H.
G. Tucker), Journal of Multivariate Analysis (1977), Vol. 7, No.
1, 13-27.
-
"Variational Sums of
Infinitesimal Systems," Zeitschrift fur Wahrcheinlichkeitstheorie und
verw. Gebiete (1977), Vol. 38, 293-307.
-
"Approximating
Moment Sequences to Obtain Consistent Estimates of Distribution
Functions," Sankhya: The Indian Journal of Statistics, Series A,
Part 1 (1977), Vol. 39, 32-44.
-
"Supports of
Infinitely Divisible Measures on Hilbert Space," Annals of
Probability, (1977), Vol. 5, No. 6, 1012-1017.
-
"On a
Characterization of RIDITS," (with A. Levine), Annals of
Statistics,(1977), Vol. 5, No. 4, 1245-1248.
-
"The Distribution of
the Likelihood Ratio for Two Additive Processes," (with W. N. Hudson and
H. G. Tucker), Journal of Multivariate Analysis (1978), Vol. 1,
No 3, 339-372.
-
"The Effect of
Random Scale Changes on Limits of Infinitesimal Systems,"
International Journal of Mathematics and Mathematical Sciences
(1978), Vol. 8, No. 3, 339-372.
-
"Transformations of
Discrete Data for Use with Fisher's Linear Discriminant Function," (with
C. Wolf), Proceedings of the Business and Economic Section of the
American Statistical Association (1979), 569-573.
-
"M.D.I. Estimation
via Unconstrained Convex Programming," (with A. Charnes and
W. W.
Cooper), Communications in Statistics Series B, Computation and
Simulation (1980), Vol. 9, No. 3, 223-234.
-
"Zeros of Densities
of Infinitely Divisible Measures," (with W.N. Hudson), Annals of
Probability (1980), Vol. 8, No. 2, 400-403.
-
"On the Unimodality
of High Convolutions," (with J. H. B. Kemperman), Annals of
Probability (1982), Vol. 10, No. 1, 270-277.
-
"Variational Sums
and Generalized Linear Process," (with W. N. Hudson), Stochastics
(1982), Vol. 8, No. 3, 181-192.
-
"Constructing a
Unimodal Prior Distribution" (with A. Charnes and K. H. Paick),
Proceedings, Memorial del X Congreso de la Academia Nacional de
Ingenieria de Mexico, Cuidad Obregon, Mexico (September 1984),
145-148.
-
"Optimal Detection
in Linear Reverberation Noise," in Statistical Signal Processing,
E. Wegman and J. Smith, eds., Marcel Dekker, Inc. (1984),
133-140.
-
"The Likelihood
Ratio Detector for Non-Gaussian Infinitely Divisible and Linear
Stochastic Processes," Annals of Statistics (1984), Vol. 12, No.
2, 737-744.
-
"Computation of
Minimum Cross Spectral Density Estimates: An Unconstrained Dual Convex
Programming Method," (with A. Charnes and K. H. Paick), IEEE
Transactions on Information Theory (March 1986), Vol. IT-32, No. 2,
236-242.
-
"Quadratically
Constrained Information Theoretic Analysis," (with J. Zhang), SIAM
Journal of Applied Mathematics (August 1987), Vol. 47, No. 4,
871-885. (This article was nominated for the award by the American
Statistical Association for the most outstanding statistical application
paper of the year.)
-
"Nonlinear and
Non-Gaussian Ocean Noise," (with M. J. Hinich and G. Wilson), Journal
of the Acoustical Society of America (October 1987), Vol. 84,
No. 4, 1386-1394.
-
"Variance Bounds
Using a Theorem of Polya," (with B. C. Arnold), Statistics and
Probability Letters (April 1988), Vol. 6, No. 5,
321-326.
-
"Bispectral Based
Tests for the Detection of Gaussianity and Linearity in Time Series,"
(with M. J. Hinich and D. Patterson), Journal of the American
Statistical Association (September 1988), Vol. 83, No. 403,
657-664.
-
"Bispectral
Characterization of Ocean Acoustic Time Series: Nonlinearity and
Non-Gaussianity," (with M. J Hinich and G. Wilson), in Topics in
Non-Gaussian Signal Processing, E. Wegman, S. Schwartz, and J.
Thomas, eds., Springer-Verlag (1989), 2-16.
-
"An Information
Theoretic Approach for Identifying Shared Information and Asymmetric
Relationships Among Variables," (with Linda L. Golden and Mary R.
Zimmer), Multivariate Behavioral Research (October 1990),
Vol. 25, No. 4, 479-502.
-
"An Information
Theoretic Approach to Geometric Programming," (with A. Charnes),
Mathematics of Operations Research (November 1991), Vol. 16, No.
4, 888-889.
-
"On Distributions
Whose Component Ratios are Cauchy," (with Barry C. Arnold), The
American Statistician (1992) Vol. 46, No. 1, 25-26.
-
"The Golden
Numerical Comparative Scale Format for Economical Multiobject/
Multiattribute Comparison Questionnaires," (with L.L. Golden, G. Album,
and J. Zatarain), Journal of Official Statistics (1992), Vol. 8,
No. 1, 77-86.
-
"Information
Theoretic Unimodal Density Estimation," (with A. Charnes and K.H.
Paick), IEEE Transactions on Information Theory (May 1995), Vol.
41, No 3, 824-829.
-
“Constructing a
Unimodal Bayesian Prior Distribution from Incompletely Assessed
Information,” (with Linda L. Golden and Kwang H. Paick), in Advances
in Econometrics: Applying Maximum Entropy to Econometric
Problems, Thomas Fomby, Ed. (1997) Vol. 12 pp. 201-216.
-
“A Comparitive
Analysis of Neural Network and Statistical Methods for Predicting
Consumer Choice,” (With Patricia West and Linda Golden), Marketing
Science (1997) Vol. 16 No.
4 pp. 370-391.
Articles
on Business and Social Science
-
"A Methodology for
Determining High Risk Components in Urban Environments," (with W.
Bertrand and A. Levine), International Journal of Epidemiology
(1979), Vol. 8, No. 2, 161-166.
-
"A Characterization
of Divergence with Applications to Questionnaire Information," (with
P.D. Haaland and A. Levine), Information and Control (1979), Vol.
41, No., 1-8.
-
"Information
Theoretic Stepwise Selection of Discriminating Discrete Variables,"
(with P. D. Haaland and A. Levine), Memorial del V Congreso de la
Academia Nacional de Ingenieria de Mexico (September 1979),
229-232.
-
"Spatial
Relationships Among Epidemiological and Community Populations," (with M.
Lewis), Psychological Bulletin (1980), Vol. 88, No. 2,
296-306.
-
"Statistical
Recognition of Trends in Monitoring Systems," (with J. H. B. Kemperman),
Methods of Information in Medicine (1980), Vol. 19, No. 2,
106-122.
-
"A Note on the
Numerical Assignment of Scores to Ranked Categorical Data," Journal
of Mathematical Sociology (1981), Vol. 8, 91-101.
-
"Information
Theoretic Analysis of Questionnaire Data," (with A. Levine and P.
Haaland), IEEE Transactions on Information Theory (July 1981),
Vol. 1T-27, No. 4, 438-446.
-
"The Unimodal
Maximum Entropy Distribution," Economic Letters (1983), Vol. 12,
261-267.
-
"Chance Constrained
Programming Approach to Cost Volume Profit Analysis," (with A. Charnes,
W. W. Cooper, and H. C. Shin), Accounting Review (1984), Vol. 59,
No. 3, 474-487.
-
"Probability Bounds
on Downtimes," (with M. J. Hinich), Naval Research Logistics
Quarterly (1985), Vol. 32, 329-335.
-
"The Numerical
Comparative Scale in Country Image Studies," (with J. Zatarain, L.L.
Golden, G. Album, and R. Kerin), Proceedings of the National
Institute of Decision Sciences Conference (1986), Vol. 1, 515-517.
-
"The Effect of
Alternative Scoring Techniques on the Analysis of Rank Ordered
Categorical Data," (with L. L. Golden), Journal of Mathematical
Sociology (1987), Vol. 12, No. 4, 383-414.
-
"Cost-Volume-Utility
Analysis with Partial Stochastic Information," (with A. Charnes, W.W.
Cooper, and H.C. Shin), The Quarterly Review of Economics and
Business (Autumn 1987), Vol. 27, No. 3, 70-90.
-
"A Class of Utility
Functions Containing All The Common Utility Functions," (with L. L.
Golden), Management Science (August 1987), Vol. 33, No. 8,
955-964.
-
"Generating Ordered
Families of Lorenz Curves by Strongly Unimodal Distributions," (with B.
C. Arnold, C. A. Robertson, and B. Y. Shu), Journal of Business and
Economic Statistics (April 1987), Vol. 5, No. 2, 305-308.
-
"A New Method for
Identifying Asymmetric Relationships Among Variables: Information
Theory Applied to Affect, Location Convenience and Patronage Frequency,"
(with Linda L. Golden and Mary R. Zimmer) Proceedings of the Winter
Educator's Conference of the American Marketing Association
(1989).
-
"A Stochastic
Process Model for Venture Capital Decisions," (with S. Cox and J.
Gerberman), Proceeding of the Business and Economic Statistics
Section of the American Statistical Association (1990),
306-311.
-
"Chance Constrained
Programming Approach to Empirical Analyses of Mutual Fund Investment
Strategies" (with A. Charnes, W.W. Cooper, K.H. Kwon and T.W. Ruefli),
Decision Sciences (March/April 1992), Vol. 23, No. 2,
385-408.
-
"A Comment on 'Using
Rank Values as an Interval Scale' by Dowling and Midgley," (with Linda
L. Golden), Psychology and Marketing (May/June 1992), Vol. 9, No.
3, 255-261.
-
"The Contributions
of A. Charnes to Statistics" (with L. Seiford), Systems and
Management Science by Extremal Methods, F.Y. Phillips and J.J.
Rousseau, eds., Kluwer Academic Publishers, Boston/Dordrecht/London
(1992), 69-88.
-
"Risk, Return,
Skewness, and Preference" (with Yehuda Kahane), Management
Science (June 1992), Vol. 38 No. 6, 851-866.
-
“On the Relationship
Between Multiattribute Preference Relations and Summary Univariate
Preferences for Risk Averters,” (with J.H.B. Kemperman).
Conditionally accepted for publication in Management Science
pending a revision.
-
“A Generalized Data
Envelopment Analysis Model: Unification and Extension of Existing
Methods for Efficiency Analysis of Decision Making Units,” (with Gang Yu
and Q.L. Wei), Annals of Operations Research (1996), Vol. 66,
47-89.
-
"Using Rank
Statistics for Determining Programmatic Efficiency Differences in Data
Envelopment Analysis," (with B. Golany), Management Science
(March 1996), Vol. 42 No. 3, 466-472.
-
“Information Theory
as a Unifying Statistical Approach for Use in Marketing Research,” (with
A. Charnes, W.W. Cooper, D.B. Learner and F.Y. Phillips) European
Journal of Operations Research, (1995), Vol. 84, 310-329.
-
“Flexible Purchase
Frequency Modeling,” (with Linda L. Golden and Harry H. Panjer)
Journal of Marketing Research (June 1994), Vol. 33,
94-107.
-
“Construction
of all DEA Efficient Surfaces of the Production Possibility Set under
the Generalized Data Envelopment Analysis Model,” (with G. Yu, Q. Wei,
and L. Zhou). European Journal of Operational Research (1996),
Vol. 95, 491-510.
-
“A Study of
Evaluation of Mutual Fund Investment Strategies,” (with W. W. Cooper, K.
H. Kwon, and T. W. Ruefli), appears in Essays in Decision
Making: A Volume in Honor of Stanley Zionts (Berlin:
Springer-Verlag 1996), Edited by Mark Karwan, Jaap Spronk and Jyrke
Wallenius, 237-274.
-
“An
Application of Rank statistics to DEA and OECD Country Productivity
(with Linda L. Golden and Shan Li) Northeast Decision Sciences
Institute 1996 Proceedings, Edited by Shaw Chen, Omnipress
Printers, Madison WI, April, 1996, pp. 575-577.
-
“New
Approaches for Analyzing and Evaluating the Performance of Financial
Institutions,” (with A. N. Berger, W. W. Cooper, and J.T. Pastor),
Preface to Special Issue of European Journal of Operational Research,
Vol. 98, No. 2, April, 1997, pp. 170-174.
-
“Data
Transformations in DEA Cone-Ratio Envelopment Approaches for Monitoring
Bank Performances,” (with A. Charnes, W. W. Cooper, Z. M. Huang,
and D. B. Sun), European Journal of Operational Research, (April
16, 1997) Vol. 98, No. 2, pp. 250-268.
-
“Forcasting and
Allocation of US Army Recruting Resources” (with B. Golany, J. J.
Rousseau, D. A. Thomas, and L. Zhou), Military Operations
Research, (1997) Vol. 3 No. 3, pp. 13-29. (This paper was a
Semi-finalist in Franz Edelman Competition for the most outstanding
application of management science techniques in practice, by the
Institute for Operations Research and the Management Sciences (INFORMS)
in 1995, and also a Finalist for the David Rist Prize for the most
outstanding paper on military operations research awarded by the
Military Operations Society, 1999)
-
“Identification
of Pareto-Efficient Facets in Data Envelopment Analysis,” (with U.
Pitaktong, J. Mote, and J. Rousseau), The European Journal of
Operations Research, (September 1998) Vol. 109, No.3, pp.
559-570.
-
“Inefficiency
and Congestion in Chinese Production Before and After the 1978 Economic
Reforms,” (with W. W. Cooper, Yuying Wang and Hong-Chul Shin),
Socio-Economic Planning Science, (1998) Vol. 32, No. 1,
pp. 1-20.
-
“Analysis of
Intertemporal Efficiency Trends Using Rank Statistics With and
Application Evaluating the Macro Economic Performance of OECD Nations”
(with B. Golany and S. Li), Journal of Productivity Analysis,
(1998) Vol. 11, 167-180.
-
“Identification
of Target Firms and Functional Areas For Strategic Benchmarking,” (with
Linda L. Golden, S. Sarin and J. Gerberman) In Press, The Engineering
Economist
Book
Reviews
-
Law of the
Internet by George B. Delta
and Jeffrey H. Matsuura, Aspen Law & Business Publishers 1999 (with
Linda L. Golden), Reviewed in Journal of Risk and Insurance Vol.
68, No. 2 (June 2001) pp.372-374. Law of
Insurance Contract Disputes, Second Edition by Jeffrey W.
Stempel, Aspen Publishers 2000, Reviewed in Journal of Risk and
Insurance Vol. 68, No. 1 (March 2001) pp.209-212.
-
Mathematical Models
in Finance, Edited by S. D.
Howison, F. P. Kelly and P, Chapman and Hall Publishing Company 1995,
ISBN 0 412 63070 2, Reviewed in North American Actuarial
Journal. Vol. 1, No. 1 (April 1997) p.110
-
Against the
Gods: The Remarkable Story of Risk, by Peter L.
Bernstein John Wiley and Sons, Inc. Publishing Company, New York 1996,
ISBN 0 471-12104-5 (with Henry Wurts), Reviewed in North American
Actuarial Journal. Vol. 1, No. 2 (April 1997) pp.
105-107.
-
Rupp’s Insurance and
Risk Management Glossary, by Richard V.
Rupp, NILS Publishing Company, Chatsworth, California 1996, ISBN
0-89246-446-1, Reviewed in North American Actuarial
Journal. Vol. 1, No. 2 (April 1997) p. 107.
-
Insurance Risk
Models Harry H. Panjer.and
Gordon E. WIllmot, Society of Actuaries Publishers, Chicago, Ill.
(1992), Reviewed in Journal of Risk and Insurance (March 1994),
Vol. 61, No. 1, 156-157.
-
Progress in
Decision, Utility and Risk Theory, Attilla Chikán,
ed., Kluwer Academic Publishers, Dortrecht/Boston/London (1991),
Reviewed in Journal of Risk and Insurance (June 1993), Vol. 60,
No. 11, 333-334.
-
Multivariate
Analysis of Variance and Repeated Measures: A Practical Approach For
Behavioral Scientists, by D. J. Hand and
C. C. Taylor, Chapman and Hall (with Linda L. Golden) Reviewed in
Journal of Marketing Research (February 1991), Vol. 28,
114-115.
-
Psychological
Foundations of Economic Behavior, by Paul Albanese
(Ed.), Praeger Publishers (with Linda L. Golden) Reviewed in Journal
of Marketing Research (February 1991), Vol. 28, 115-116.
-
Stochastic Processes
in Underwater Acoustics, by C.R. Baker,
Springer-Verlag, Lecture Notes in Control and Information Sciences #85.
(with M.J. Hinich), Reviewed in Journal of the Acoustical Society of
America (1989).
-
Managerial Decision
Analysis, by Danny Samson,
Irwin Press (with Antoine Laurence), Reviewed in Journal of Risk and
Insurance (1989) Vol. 57, p. 581.
-
Model
Selection, by H. Linhart and
W. Zucchini, John Wiley and Sons, Reviewed in Journal of Marketing
Research (May 1988), Vol. 25, 214-215.
-
Stochastic Methods
in Economics and Finance, by A. Malliaris and
W. Brock, (with S. H. Cox, Jr.) Reviewed in Journal of the American
Statistical Association (1984), Vol. 80, 236-237.
-
Comparative
Statistical Inference (2nd edition), by Vic Barnett,
Reviewed in Journal of the American Statistical Association
(1983), Vol. 78, No. 382, 503.
-
Techniques in
Operations Research Vol. 2, Models, Search and
Randomization, by B. Conolly,
Reviewed in Journal of the American Statistical Association
(1982), Vol. 77, 688.
-
Mathematical
Programming for Operations Researchers and Computer
Scientists, by A. Holtman,
Reviewed in Journal of the American Statistical Association
(1982), Vol. 77, 688.
-
Information Theory
as Applied to Chemical Analysis, by Eckschlager and
Stepanek, John Wiley Interscience (1979), Reviewed in Journal of the
American Statistical Association (1981),. Vol. 76, 209.
-
The H-Function with
Applications in Statistics and Other Disciplines, by A. M. Mathai and
R. K. Saxena, Halsted Press, Reviewed in Journal of the American
Statistical Association (1980), Vol. 75, 241- 242.
-
The Asymptotic
Theory of Extreme Order Statistics, by Janos Galambos,
John Wiley Interscience (1978), Reviewed in Journal of the American
Statistical Association (1980), Vol. 75, 473-474.
-
Decomposition of
Superpositions of Density Functions and Discrete
Disributions, by Pal Medgyessy,
Halsted Press, Reviewed in Journal of the American Statistical
Association (1978), Vol. 73, 895-896.
-
Characterizations of
the Normal Probability Law, by A. M. Mathai and
G. Pederzole, Halsted Press, Reviewed in Journal of the American
Statistical Association (1978), Vol. 73, 896.
-
Two Essays on
Entropy, by Rudolf Carnap,
University of California Press, Reviewed in Journal of the American
Statistical Association (1978), Vol. 73,
896.
GRANTS AND
CONTRACTS RECEIVED
1999
Validation
Procedures for Property-Casualty Claim Fraud Indicators’ (with Richard
Derrig and Xiaohua Xia) from the Journal of Insurance
Regulation from the National Association of Insurance
Commissioners
1994-1995
“Revalidation and Upgrade of the Enhanced FAARS-SHARE Model.” Granting
Organization: U.S. Army Research Office
“Alternative
Technical Methods for Predicting Insolvency of Life and Health Companies”
(with James Jarrett), from the Texas Department of Insurance
“A
Validation of the Texas Early Warning System” (with James Jarrett), from
the Texas Department of Insurance
1992
"Reserve Forecasting and Allocation of Army Recruiting Resources Study --
Sequential Hierarchical Allocation of Resource Elements (FAARS-SHARE)
Systems.” Granting Organization: U.S. Army Research
Office
1999-1993
“Development of a Vector Extremal Model for the Navy's Awaiting
Instruction Problem,” (with Gang Yu). Granting Organization:
Office of
Naval
Research
1993-1994
“An Analysis of Pricing and Availability Problems in the Texas Auto
Insurance Market” (with Bob Witt). Granting Organization:
National
Association of Independent Insurers
Research Grant from The Actuarial Education and Research Fund of The
Society of Actuaries for “Operations Research in Insurance”
1990-1991
“An Analysis Focused Taxonomy of Risk, Uncertainty, Ambiguity and
Incomplete Information in Modeling and Decision Making in Insurance
Operations.” Granting Organization: College of Business
Administration Summer Research Award
University Research Institute - Faculty Research Assignment (One semester
off with pay for Spring 1991)
"Statistical Models for Early Warning Systems of Insurance Company
Insolvencies," (with W.W. Cooper). Granting Organization:
Texas State Auditor's Office
1989-1990
CBA Faculty Academic Development and Research Committee - Summer research
award
University Research Institute-Small Research Grant ($500)
“Information Theoretic Unification of Solutions of Problems in Actuarial
Science: Research and Study Note.” Granting Organization:
Actuarial Education and Research Fund (AERF), Society of
Actuaries
1988-1989
CBA Faculty Academic Development and Research Committee - Summer research
award
1987-1988
“Chebychev Systems of Functions as a Unifying Technique for some problems
in Finance, Economics, and Insurance.” College of Business
Administration Summer Research Award
1986-1987
“Information Theoretic Analysis of Discrete Data.” Granting
Organization: College of Business Administration Summer Research
Award
1986-1987
“Computation of Information Theoretic Statistics.” Granting
Organization: University Research Institute
1986-1987
“Computation of Information Theoretic Statistics.” Granting
Organization: IBM Project Quest (joint with L. L. Golden and R.A.
Peterson)
1984-1987
“Non Gaussian Ocean Surveillance” (with the Applied Research Laboratories,
The University of Texas at Austin). Sponsor: Office of Naval
Research
1980-1984
“Characterization of Non-Gaussian Stochastic Processes in Underwater
Acoustics and Development of Signal Processing Algorithms.”
(Joint effort with C. Baker, University of North Carolina, and the Applied
Research Laboratories, The University of Texas at
Austin).
Sponsor:
Office of Naval Research
1978-1980
“Statistical Tools for Determining Fitness to Fly.” Contracting
Organization: U.S. Air Force (Brooks Air Force School of
Aerospace
Medicine, San Antonio, Texas).
Co-Principal Investigator: G. Shea
1978
“Statistical Analysis
of Stochastic Processes with Independent Increments.” Granting
Organization: National Science Foundation
1976
“Admissible
Transformations of Measures on Locally Compact Groups.” Granting
Organization: Tulane University Committee on Faculty
Research
INVITED
ADDRESSES, LECTURES, AND PAPERS PRESENTED
1974
"An Index for Convergence of Sums of Independent Random Variables,"
November 1974 meeting of the American Mathematical Society at the
University of Southern California
1975
"A Methodology for Inverting Mixing Distributions," April 1975, University
of Wisconsin-Parkside Mathematics Department
"Estimating Mixing Distribution Functions via Moments," Tulane University
Mathematics Department, New Orleans, April 1975
1976
"Limit Distributions of Sums Under Mixing of the Scale Parameter," Invited
talk at March 1976 meeting of the Institute of Mathematical Statistics
held at Texas A & M University
"Admissible Transformations of Measures," January 1976 meeting of the
American Mathematical Society in San Antonio, Texas
"Support of Infinitely Divisible Measures on Hilbert Space," special
session on probability and statistics, November 1976, meeting of American
Mathematical Statistics in Albuquerque, New Mexico
1977
"Design and Mathematical Analysis of Questionnaires," Colloquium Lecture,
Department of General Business, December 1977, The University of Texas at
Austin
1978
"Approximating Moment Sequences to Obtain Consistent Estimates of
Distribution Functions," January 1978 Annual Meeting of American
Mathematical Society in Atlanta, Georgia.
Chairman, session on Probability Theory and Stochastic Processes, January
5, 1978 Annual Meeting of American Mathematical Society, Atlanta,
Georgia
"A Methodology for the Analysis of Categorical Questionnaires," January
1978 lecture, Brooks Air Force Base, Biomedical Computation Division, San
Antonio, Texas
"A Characterization of Information Divergence with an Application to
Questionnaire Information," American Mathematical Society Meeting, April
1978, San Francisco, California
"A Mathematical Analysis of Questionnaires," Austin Chapter of the
American Statistical Association, May 1978
“Zeros of the Densities of Infinitely Divisible Probability Measures,”
Colloquium, Mathematics Department, Tulane University, October
1978
“Information Theory and Statistics,” Mathematics Department Colloquium,
Tulane University, October 1978
1979
“Recognition of Trends in Health Monitoring Systems with Low Reliability
Data,” Austin Chapter, American Statistical Association, January
1979
meeting
“Discriminant Analysis with Categorical Information,” invited talk, April
30, 1979 meeting, Operations Research Society of America, New
Orleans
“Non-parametric Tests for Trends,” Department of Mathematics Colloquium
Lecture, Tulane University, May 1979
“Information Theoretic Discrete Variable Selection,” June 1979 meeting of
the Institute of Mathematical Statistics, Los Angeles
“Minimum Discrimination Information Estimation via Unconstrained dual
Convex Programming,” September 1979, Fifth Congress of the National
Academy of Engineering of Mexico (National Academy of Sciences
of Mexico), Morelia, Mexico
“Monitoring Adverse Reactions to Drugs by Non-parametric Statistical
Methods,” October 1979, Colloquium, University of Louisville, Louisiville,
Kentucky
1980
“Discrimination Without Training Samples, with Applications to World
Health Organization Data,” February 1980, Department of Statistics
Colloquium, University of California, Riverside
“High-Low Discriminant Analysis of Categorical Data Using RIDITS,” invited
presentation for session on discriminant analysis, Biometric Society
Meeting, March 1980, Charleston, South Carolina
“Statistical Techniques for Determining Fitness to Fly,” March 1980,
Brooks Air Force School of Aerospace Medicine, San Antonio,
Texas
“Statistical Model for Survival Incorporating Time Dependent Covariates,”
Austin Chapter, American Statistical Association, May 1980
“Unimodality of High Convolutions,” Department of Mathematics Colloquium,
October 1980, University of California, Riverside
“Using Time Dependent Covariates to Assess Survival Probabilities with an
Application to Heart Disease,” December 1980, Colloquium, University of
California, Irvine, Community & Environmental Medicine, and Southern
Occupational Health Center
1981
“Analysis of Categorical Questionnaires with an Application to Marketing
Research,” Seminar in the Finance Workshop, January 1981, Graduate School
of Management, University of California,
Irvine
“A Periodic Check Up Statistical Model for Heart Disease in Air Force
Fliers,” February 1981 Colloquium, California State University at Long
Beach
“Periodic Check Up Survival Analysis Model,” April 1981 Colloquium,
Department of Statistics, University of California,
Riverside
1982
“Self Insurance and Regret,” April 1982, Risk Theory Seminar (Sponsored by
the American Risk and Insurance Association), Columbus,
Ohio
“Identifiability of Competing Risk Models,” June 1982, Institute of
Mathematical Statistics, San Diego, California
1983
“Self Insurance and Disutility,” Southwestern Risk and Insurance
Association, January 1983, Newport Beach, California
“Likelihood Detection for Infinitely Divisible Processes,” February 1983,
Department of Mathematics Colloquium, Tulane
University
“Non-Parametric Density Estimation,” June-July 1983, Non Gaussian Signal
Processing Conference (sponsored by the Office of Naval
Research)
“Optimal Choice Among Risky Assets for a Class of Utilities Containing All
Common Utility Functions,” Operations Research Society of America,
November 1983 Special Session on Quantitative Methods in Financial
Decision Analysis
“On Market Efficiency and the Lognormal Distribution of Returns,”
Operations Research Society of America, November 1983 Special Session on
Quantitative Methods in Financial Decision Analysis
Organizer and chairman of Special Session on Quantitative Methods in
Financial Decision Analysis, Operations Research Society of America,
November 1983
1984
"Bispectral Analysis of Underwater Acoustical Data," Non-Gaussian Signal
Processing Conference, Princeton, N. J., March 1984, sponsored by the
Office of Naval Research
"Constructing a Unimodal Prior Distribution," National Academy of
Engineering o |
