Demographic and actuarial projections by means of Monte Carlo Markov chains

 

Sparad:
Bibliografiska uppgifter
Författarna: Morales Garay, Ismael, Castro Esquivel, Marlyn
Materialtyp: artículo original
Status:Versión publicada
Utgivningstid:2017
Beskrivning:A description of the method of Monte Carlo Markov Chains is presented for actuarial demographic forecast, in regard to the mortality, disability, mortality of disabled lives among others. We include examples of how the method is implemented in the Pensions and Retirements Fund for Teachers in Costa Rica, as a input for the results of the actuarial valuation of the pension plan.
Land:Portal de Revistas UCR
Organisation:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Språk:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/22552
Länkar:https://revistas.ucr.ac.cr/index.php/matematica/article/view/22552
Nyckelord:Monte Carlo simulation
probability
demography
actuarial forecast
simulación Monte Carlo
cadenas de Markov
probabilidades
demografía
proyecciones actuariales