Demographic and actuarial projections by means of Monte Carlo Markov chains

 

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Detaylı Bibliyografya
Yazarlar: Morales Garay, Ismael, Castro Esquivel, Marlyn
Materyal Türü: artículo original
Durum:Versión publicada
Yayın Tarihi:2017
Diğer Bilgiler: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.
Ülke:Portal de Revistas UCR
Kurum:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Dil:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/22552
Online Erişim:https://revistas.ucr.ac.cr/index.php/matematica/article/view/22552
Anahtar Kelime:Monte Carlo simulation
probability
demography
actuarial forecast
simulación Monte Carlo
cadenas de Markov
probabilidades
demografía
proyecciones actuariales