Demographic and actuarial projections by means of Monte Carlo Markov chains
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| Auteurs: | , |
|---|---|
| Format: | artículo original |
| Statut: | Versión publicada |
| Date de publication: | 2017 |
| Description: | 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. |
| Pays: | Portal de Revistas UCR |
| Institution: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Langue: | Español |
| OAI Identifier: | oai:archivo.portal.ucr.ac.cr:article/22552 |
| Accès en ligne: | https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/22552 |
| Mots-clés: | Monte Carlo simulation probability demography actuarial forecast simulación Monte Carlo cadenas de Markov probabilidades demografía proyecciones actuariales |