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Approximate Probability Statements about Life Annuity Costs
Approximate Probability Statements about Life Annuity Costs The objective of this paper from the Transactions ... time until death, and a fixed interest rate. Annuity reserves;Assumptions;Monte Carlo simulation; 1911 ...- Authors: James C Hickman, Robert L Fretwell
- Date: Apr 1964
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities; Modeling & Statistical Methods
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Pension Funding in a Dynamic Environment
Pension Funding in a Dynamic Environment Concomitant with the industrial revolution, ... pension plans. The history of this change in the U.K. and U.S. is reviewed. A simple mathematical model provides ...- Authors: James C Hickman
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Private sector plans; Social Insurance>Social Security
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Notes on Bayesian Graduation
insurance premiums requires estimates of a set of mortality, interest, and expense parameters. In fixing ... science in the estimation of mortality parameters. Observed mortality probabilities often exhibit irregularities ...- 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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Notes on the Dynamics of Pension Funding
Notes on the Dynamics of Pension Funding These notes are a follow-up to the paper 'Introduction ... note concerns the variation of the annuity unit under a variable annuity program patterned after the plan ...- Authors: Newton L Bowers, James C Hickman, Cecil J Nesbitt
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Funding
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Adjusting Multiple-Decrement Tables
Adjusting Multiple-Decrement Tables In this paper a new method of adjusting probabilities of death for short ... one of the forces of decrement, is developed. Mortality risk; 2125 11/1/1970 12:00:00 AM ...- Authors: James C Hickman, John M Krall
- Date: Nov 1970
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Dividend Formulas in Group Insurance
FORMULAS IN GROUP INSURANCE D()NALD A. JONES AND HANS U. GERBER* ABSTRACT The paper discusses the optimal ... common dividend formula is of the form D -- (kP - S)+, guaranteeing dividends equal to the excess * ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, John A Mereu
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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A Linear Programming Approach to Graduation
graduation [9]. In that method, graduated values u,, a" = 1, 2, . . . , n, are sought corresponding ... values u'-' and nonnegative weightsw, that minimize the quantity F -]- OS, where F = Y~"x.1 w,(u," -- ...- 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
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Discussion of Papers Presented at Earlier Regional Meeting
FUNCTIONS AS EXPECTED VALUES sented by a mortality table, with level annual premiums/5 payable con- ... to have been largely overlooked, is to use a mortality function such as l~4t or ~p~ as an integrating ...- Authors: Barnet N Berin, Joseph J Gayda, James C Hickman, Donald A Lockwood, John E Morrill, Cecil J Nesbitt, Christopher C Street, Paulette Tino, David S Williams
- Date: May 1971
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Pensions & Retirement>Defined benefit plans
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Time Series Analysis and Forecasting
distributions shifting over time is provided by annuity * Mr. Mitler, not a member of the Society, is ... FORECASTING mortality. The experimental evidence of this century is very convincing that annuity mortality ...- 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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The Dynamics of Pension Funding: Contribution Theory
represented by the function s(x) for a member aged x, a < x < r. The function s(x) captures the merit component ... h(t + r -- x) = g~(t + r -- x)g2(t + r - x) l~s(r )b . For x > r, h(t + r -- x) is the density ...- Authors: Newton L Bowers, James C Hickman, Cecil J Nesbitt
- Date: Oct 1979
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Funding