Relatives of those on board the missing Malaysia Airlines flight MH370 are calling on the Malaysian government to withdraw a statement that all passengers are presumed dead.

The Malaysian government last month declared the disappearance was officially classified as an accident, and all 293 passengers, including six Australians, were believed to have died.

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For some of the families of those on board the statement has not brought the closure it was supposed to, and many are choosing to reject compensation offers.

Chinese relatives have descended on the headquarters of Malaysia Airlines in Kuala Lumpur, carrying signs reading 'MH370 Cry for Truth' and 'Today it's us, tomorrow it could be you'.

"Malaysia announced MH370 was lost and nobody could have survived," Weng Wan Cheng, the father of missing passenger said.

"There's been no proof to justify that."

French businessman Ghyslain Watterlos, whose wife was on board along with two of his three children, said he was still waiting to understand what happened.

"It has been absolutely awful, I mean, it has been awful for many reasons," he said.

"First of all is we have absolutely no help and no news from anyone.

"After the pain we had for many months, now it is not the pain anymore... it's a rage."

Mr Watterlos said Malaysia's statement that the plane is lost and all passengers are dead brings no closure.

He said there had been no offer of compensation from the airline although he would not accept it anyway.

"My receipt is not my fight today," he said.

"My fight today is for the truth, I don't want to think about compensation.

"I want to know what happened first."

Grace Subathirai, whose mother was travelling to Beijing to meet up with her husband, said her family had been offered $US50,000 from the airline, but would not be accept it.

"I don't know about the value of a life - I mean, how do you quantify someone who you love so much in terms of money? I don't think it's possible," she said.

"Accepting it would be accepting the fate of all the passengers on board and accepting that they have died.

"We are not ready to accept that without any proof."

She said she welcomed the protest by the Chinese relatives - many of whom intend to remain in Kuala Lumpur until the anniversary of the plane's disappearance on March 8.