Demographic and actuarial projections by means of Monte Carlo Markov chains

 

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Autors: Morales Garay, Ismael, Castro Esquivel, Marlyn
Format: artículo original
Estat:Versión publicada
Data de publicació:2017
Descripció: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.
Pais:Portal de Revistas UCR
Institution:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Idioma:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/22552
Accés en línia:https://revistas.ucr.ac.cr/index.php/matematica/article/view/22552
Paraula clau:Monte Carlo simulation
probability
demography
actuarial forecast
simulación Monte Carlo
cadenas de Markov
probabilidades
demografía
proyecciones actuariales