Demographic and actuarial projections by means of Monte Carlo Markov chains

 

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Библиографические подробности
Авторы: Morales Garay, Ismael, Castro Esquivel, Marlyn
Формат: artículo original
Статус:Versión publicada
Дата публикации:2017
Описание: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.
Страна:Portal de Revistas UCR
Институт:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Язык:Español
OAI Identifier:oai:archivo.portal.ucr.ac.cr:article/22552
Online-ссылка:https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/22552
Ключевое слово:Monte Carlo simulation
probability
demography
actuarial forecast
simulación Monte Carlo
cadenas de Markov
probabilidades
demografía
proyecciones actuariales