Demographic and actuarial projections by means of Monte Carlo Markov chains

 

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Autores: Morales Garay, Ismael, Castro Esquivel, Marlyn
Formato: artículo original
Estado:Versión publicada
Fecha de Publicación:2017
Descrição: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.
País:Portal de Revistas UCR
Recursos:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Idioma:Español
OAI Identifier:oai:archivo.portal.ucr.ac.cr:article/22552
Acesso em linha:https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/22552
Palavra-chave:Monte Carlo simulation
probability
demography
actuarial forecast
simulación Monte Carlo
cadenas de Markov
probabilidades
demografía
proyecciones actuariales