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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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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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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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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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Credibility Formulas of the Updating Type
OF THE UPDATING TYPE* DONALD A. JONES AND HANS U. GERBER ABSTRACT A credibility formula is said ... Brownian motion in physics. I. INTRODUCTION L S I, S '2, S s, . . . be a sequence of random variables, for ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, PAUL ROBERT MILLER, Myron Henry Margolin
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Bayesian methods
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Abstracts
Seal, is repr in ted f rom The Actuary . Th is i s fo l lowed by f lve le t te rs respond ing to ... le . The der ivat ion of exposure fo rmulas i s d i scussed . Two o f the le t te rs d i scuss ...- Authors: Samuel Cox, Ralph Garfield, James C Hickman, Warren Luckner, Arnold Shapiro, Elias Shiu, Hung-Ping Tsao, Joseph Tupper, Patrick L Brockett, JOHN MICHAEL MCADON, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Why Not Random Interest?
and actuarial science started together. A life table provides an estimate of the distribution of time ... risk. Can these scenarios be used with a life table in a model that will combine the random nature ...- Authors: James C Hickman
- Date: Feb 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
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Actuarial Application of the Monte Carlo Technique
Actuarial Application of the Monte Carlo Technique The purpose of this paper is to describe ... submitted Group life plans;Monte Carlo simulation;Mortality assumption;Risk theory; 1805 10/1/1962 12:00:00 ...- Authors: Russell M Collins, James C Hickman, Donald A Jones, Nathan F Jones, Robert C Tookey
- Date: Oct 1962
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
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Possible Values vs. Expected Values
Possible Values vs. Expected Values An increasing need exists for the actuary to provide ... description of the new life contingencies textbook's stochastic approach and application to some practical ...- Authors: James C Hickman, Application Administrator, R Stephen Radcliffe, Irwin T Vanderhoof, John C Wooddy
- Date: Oct 1981
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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The Practical Uses Of Risk Theory
it treats the parameters actuaries deal with (mortality, interest, etc.) as random variables, not deterministic ... New York Ph ad .Iphi_. W_sbint_l,iL San Fr. n - s¢.¢_ 5_,ul Montreal. Tn_nm, and London Reproduced ...- Authors: Nathan H Epstein, James C Hickman, Alastair G Longley-Cook, Harry H Panjer
- Date: Oct 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods