Demographic and actuarial projections by means of Monte Carlo Markov chains

 

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Autoři: Morales Garay, Ismael, Castro Esquivel, Marlyn
Médium: artículo original
Stav:Versión publicada
Datum vydání:2017
Popis: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.
Země:Portal de Revistas UCR
Instituce:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Jazyk:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/22552
On-line přístup:https://revistas.ucr.ac.cr/index.php/matematica/article/view/22552
Klíčové slovo:Monte Carlo simulation
probability
demography
actuarial forecast
simulación Monte Carlo
cadenas de Markov
probabilidades
demografía
proyecciones actuariales