Methodological Approach of a Multiple State Actuarial Model for the Married - Widower case for the assessment of retirement and widowhood pensions

Estefanía Alaminos () and Mercedes Ayuso
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Estefanía Alaminos: Department of Econometrics, Riskcenter-IREA, Universitat de Barcelona

No 2015-04, Working Papers from Universitat de Barcelona, UB Riskcenter

Abstract: In this document we present the methodological approach for a Multiple State Actuarial Model in the marital status context. We obtain transition probabilities between married – widower statuses for an individual aged x. Such probabilities are used in the assessment of the expected value for payments related to concurrence of pensions for people aged over 64.

Keywords: Marital Status; transition probabilities; Markov Chains; expected individual cost; pensions. (search for similar items in EconPapers)
Pages: 21 pages
Date: 2015-04
New Economics Papers: this item is included in nep-age
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http://www.ub.edu/rfa/research/WP/UBriskcenterWP201504.pdf First version, 2015 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:bak:wpaper:201504

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