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Time Series Analysis and Forecasting
important models but also because they are series of direct concern to actuaries. Figure 4 displays the series ... for correlation among the observa- tions. The primary purpose of fitting models to time series data is ...- 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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Actuarial Application of the Monte Carlo Technique
analytic methods. RANDOM NUMBER SUPPLY The primary problem to be solved in any application of the ... proceeds very ingeniously to show equal to 1. A direct method of achieving this result is to consider ...- 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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The Unfunded Present Value Family of Pension Funding Methods
little-now-as-possible-and-let-the-future-take-care-of-itself" school with another. The astute reader ... chosen is like a direction arrow pointing out the direct route to the chosen objective. If later on the ...- Authors: William A Dreher, James C Hickman, Malcolm D MacKinnon, Cecil J Nesbitt, Donald R Sondergeld, Robert C Tookey, Charles L. Trowbridge, Dorrance C. Bronson, Harwood Rosser
- Date: Mar 1963
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Funding
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Possible Values vs. Expected Values
the entire range of possibilities. Substantial care must be taken in developing the set of strategies ... these are the profits", and he took them. He did not care about all the alternative "what ifs"_ he just wanted ...- 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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Macro Pricing: A Comprehensive Product Development Process
sections. III. PROJECT-BASED ANALYSIS The primary reason for project-based, rather than unit-based ... consideration for the new product. Although the primary thrust of design limitation usually originates ...- Authors: Shane A Chalke, Linden Cole, Arnold Dicke, Matthew Easley, Charles S Fuhrer, James C Hickman, Merlin F Jetton, Thomas Kilcoyne, Frank C Metz, Harry Ploss, Colin M Ramsay, DAVID LEE
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance
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Dividend Formulas in Group Insurance
Dividend Formulas in Group Insurance The paper discusses the optimal design of dividend - or premium ... "Uncertainty and the WeIfare Economics of Medical Care," American Economic Review, LIII (1963), 941-73 ...- 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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Credibility Formulas of the Updating Type
Credibility Formulas of the Updating Type A presentation of a mathematics/statistics based approach ... compensate for aggregate trend (such as health care inflation or overall mortality reduction). Then ...- 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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The Dynamics of Pension Funding: Contribution Theory
The Dynamics of Pension Funding: Contribution Theory In this paper, a general model for a pension ... t and of the population growth rate a. Here a direct application of Jensen's inequality does not lead ...- 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
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Adjusting Multiple-Decrement Tables
Adjusting Multiple-Decrement Tables In this paper a new method of adjusting probabilities ... to evaluate and should be treated with critical care." It seemed to us that, in making mortality adjustments ...- 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