英文标题：
《Demographic Modeling Via 3-dimensional Markov Chains》
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作者：
Juan Jose Viquez, Alexander Campos, Jorge Loria, Luis Alfredo Mendoza,
  Jorge Aurelio Viquez
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最新提交年份：
2017
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英文摘要：
  This article presents a new model for demographic simulation which can be used to forecast and estimate the number of people in pension funds (contributors and retirees) as well as workers in a public institution. Furthermore, the model introduces opportunities to quantify the financial ows coming from future populations such as salaries, contributions, salary supplements, employer contribution to savings/pensions, among others. The implementation of this probabilistic model will be of great value in the actuarial toolbox, increasing the reliability of the estimations as well as allowing deeper demographic and financial analysis given the reach of the model. We introduce the mathematical model, its first moments, and how to adjust the required probabilities, showing at the end an example where the model was applied to a public institution with real data.
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中文摘要：
本文提出了一种新的人口模拟模型，可用于预测和估计养老基金中的人数（供款人和退休人员）以及公共机构中的工作人员。此外，该模型引入了量化未来人口的财务ows的机会，如工资、供款、工资补贴、雇主对储蓄/养老金的供款等。该概率模型的实施将在精算工具箱中具有重要价值，提高了估计的可靠性，并允许在模型适用范围内进行更深入的人口和财务分析。我们介绍了数学模型、其第一阶矩以及如何调整所需的概率，最后给出了一个将该模型应用于具有真实数据的公共机构的示例。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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