Patents by Inventor David B. MacKenzie

David B. MacKenzie has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Method for producing a superior insurance model for commodity event risk
    Patent number: 7337122
    Abstract: A method for producing an insurance model includes the steps of calculating insurance payouts, calculating daily call payouts, calculating statistics of insurance payout obligations, selecting an insurance premium, and selecting a hedge amount. One aspect of the present invention is to determine a combination of insurance premium to charge and a hedge amount to place using daily calls, or other such financial instruments, such that some measure of return of the total portfolio of the insurance policy meets some maximum or minimum criteria.
    Type: Grant
    Filed: January 14, 2003
    Date of Patent: February 26, 2008
    Assignee: Mirant Americas, Inc.
    Inventors: Alexander Eydeland, Daniel J. Mahoney, David B. MacKenzie
  • Method for producing a superior insurance model for commodity event risk
    Publication number: 20040138927
    Abstract: A method for producing an insurance model includes the steps of calculating insurance payouts, calculating daily call payouts, calculating statistics of insurance payout obligations, selecting an insurance premium, and selecting a hedge amount. One aspect of the present invention is to determine a combination of insurance premium to charge and a hedge amount to place using daily calls, or other such financial instruments, such that some measure of return of the total portfolio of the insurance policy meets some maximum or minimum criteria.
    Type: Application
    Filed: January 14, 2003
    Publication date: July 15, 2004
    Inventors: Alexander Eydeland, Daniel J. Mahoney, David B. MacKenzie