Demographic and actuarial projections by means of Monte Carlo Markov chains

 

Salvato in:
Dettagli Bibliografici
Autori: Morales Garay, Ismael, Castro Esquivel, Marlyn
Natura: artículo original
Status:Versión publicada
Data di pubblicazione:2017
Descrizione: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.
Stato:Portal de Revistas UCR
Istituzione:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Lingua:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/22552
Accesso online:https://revistas.ucr.ac.cr/index.php/matematica/article/view/22552
Keyword:Monte Carlo simulation
probability
demography
actuarial forecast
simulación Monte Carlo
cadenas de Markov
probabilidades
demografía
proyecciones actuariales