I clean the female taper in the chuck and the male taper on the arbor with a solvent like automotive brake parts cleaner or acetone. This is done to remove any oil or preservative, as even the thinnest films can cause a chuck to break loose from its arbor. I wipe things clean using paper towels or toilet tissue and give a second round of solvent washing.
When things are dried off, I usually just place the chuck on the arbor and give the end of the arbor a good smack with a brass "bumping bar" I use in the shop. Then, I place a piece of thin copper sheet on the anvil, and pick up the arbor with the chuck pointed upwards. I give a good swing and hit the tang-end of the arbor hard on the copper sheet on the anvil. I repeat this a couple or three more times to be sure things are driven tight together. I've had only one chuck work loose on its arbor when I used this method. I cleaned things up, re-drove it on, and it worked off the arbor again. I keep Loctite 603 (cylindrical parts setting compound, permanent grade) in the shop. I cleaned the tapered fit with solvent, put the Loctite 603 on the tapered surfaces and drove things back together using the anvil. That was over 10 years ago, putting a 1/2" heavy duty Jacobs chuck onto an R-8 arbor. Never had a problem since then with that chuck coming loose on the arbor. I've mounted quite a few other chucks without heating them, though the method makes perfect sense to me. I mounted a 3/4" Jacobs chuck and a 1" jacobs "super duty chuck" on arbors with just driving things on cold using the anvil. I think hitting the tang end of the arbor on something as massive as a 200 lb anvil has to really drive things together. I give a good swing and come down hard when I drive the tang end of the arbor against the anvil. Isaac Newton's laws work quite well for this sort of thing.