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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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Book Reviews and Notices
book suggests a single story woven around the primary characters. In fact, it contains two very different ... activities in the field of health care are reported on by the Agency for Health Care Policy and Research (AHCPR) ...- Authors: Edward Cowman, Kenneth W Faig, James C Hickman, Robert J Johansen, Anthony B Richter
- Date: Oct 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession; Demography; Experience Studies & Data
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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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A Statistical Approach to Premiums and Reserves in Multiple Decrement Theory
reserve offset which significantly reduces the direct writing company's liability. 162 HEALTH INSIYRANCE ... tabular method is of questionable value, unless some direct account is taken of paid claims and the year-end ...- Authors: James C Hickman, Cecil J Nesbitt
- Date: Jun 1964
- Publication Name: Transactions of the SOA
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The Education of the Actuary
mathematics is accepted, these develop- ments become of direct concern to the actuarial profession. Perhaps ... Therefore, some- D364 PANEL DISCUSSION one whose primary interest was in employee-benefit matters could ...- Authors: L Blake Fewster, James C Hickman, Bert A Winter, Edwin B. Lancaster, Charles E Rickards
- Date: Oct 1967
- Competency: Leadership>Professional network leverage
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development
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Analysis of the Rapidly Expanding Company
ingenious, and provocative, but not of as much direct use to me as I hoped, although certain modifications ... impressive as those shown. I assume that the primary purpose of including this table is to support ...- Authors: Mohamed F Amer, James C Hickman, J Bruce MacDonald, Peter L J Ryall, Bert A Winter
- Date: Mar 1963
- Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Capital management - Finance & Investments; Life Insurance>Pricing - Life Insurance; Public Policy
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A Better Financing Approach for Social Security
D.C.: Social Security Administration and Health Care Financing Administration, July 6, 1981). 116 ... the retired generation, would reduce the size of direct transfer payments from the working to the retired ...- Authors: Francisco Bayo, Hobson Carroll, Milton P Glanz, James C Hickman, Steven F McKay, Robert J Myers, Richard M Rasiej, Kenneth Steiner, Howard Young, A M Niessen
- Date: Oct 1983
- Competency: External Forces & Industry Knowledge>External forces and business performance; Leadership; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Social Insurance>Social Security
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A Statistical Approach to Premiums and Reserves in Multiple Decrement Theory
solution that we found in those cases does not have a direct analogue in the decomposition of the total variance ... ( vnlS~+n--l':---a,--l) ,ip~[ / -' a~:~ . The direct difference method, L/5o~ =/s j _ PL'~, is also ...- Authors: James C Hickman
- Date: Apr 1964
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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A Family of Accrued Benefit Actuarial Cost Methods
A Family of Accrued Benefit Actuarial Cost Methods This paper develops a family of accrued benefit ... unrealistic but have been used to facilitate more direct comparison with earlier work on actuarial cost ...- Authors: Steven L Cooper, James C Hickman
- Date: Jun 1967
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Funding