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Bayesian Bivariate Graduation and Forecasting
projections. Let there be K age groups in a life table. Suppose that for each age group a death rate ... ideas in the context of Bayesian clinical life table analysis. 110 -13- The Posterior Distributions ...- Authors: James C Hickman, Robert B Miller
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting
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Notes on Bayesian Graduation
blend- ing process has been suggested is the valuation of pension fund assets. For example, Jackson ... II. GRADUATION The traditional model for individual life insurance premiums requires estimates of ...- Authors: James C Hickman, Donald A Jones, Thomas G Kabele, Stuart Klugman, Steven F McKay, Robert B Miller, Harwood Rosser
- Date: Oct 1977
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods
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Time Series Analysis and Forecasting
re la t ion coef f ic ients for lags 1-24. TABLE 1 SAMPLE AUTOCORRELATION COEFFICIENTS FOR TREASURY ... autocorrelation coefficients displayed in panel 1 of Table 2. Again we must look for a transformation to reduce ...- Authors: James C Hickman, Robert B Miller, Frank Reynolds, Richard W Ziock
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Regression analysis
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A Linear Programming Approach to Graduation
span the range of relevant ages in a mortality table, say n >__ 80, the problem that results is quite ... system of the University of Wisconsin--Madison. TABLE 1 EXAMPLE I: GRADUATED VALUES, AND MEASURES OF ...- Authors: James C Hickman, Stuart Klugman, Robert B Miller, Donald R Schuette, Harwood Rosser, Thomas N E Greville
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods