Announcement: SOA congratulates the new ASAs and CERAs for May 2024.

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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 ...

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    • 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
  • 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 ...

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    • 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
  • 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 ...

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    • 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
  • 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 ...

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    • 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