An Augmented variable dirichlet process mixture model

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<title>Augmented variable dirichlet process mixture model</title>
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<namePart>Ungolo, Francisco</namePart>
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<namePart>Laub, Patrick .J</namePart>
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<abstract displayLabel="Summary">The analysis of insurance and annuity products issued on multiple lives requires the use of statistical models which account for lifetime dependence. This paper presents a Dirichlet process mixture-based approach that allows to model dependent lifetimes within a group, such as married couples, accounting for individual as well as group specific covariates. The model is analyzed in a fully Bayesian setting and illustrated to jointly model the lifetime of male-female couples in a portfolio of joint and last survivor annuities of a Canadian life insurer</abstract>
<note type="statement of responsibility">Francisco Ungolo,  Patrick J. Laub</note>
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<topic>Matemática del seguro</topic>
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<topic>Modelos matemáticos</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080573614">
<topic>Renta vitalicia</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080570590">
<topic>Seguro de vida</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080580377">
<topic>Esperanza de vida</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080597733">
<topic>Modelos estadísticos</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20100065242">
<topic>Teorema de Bayes</topic>
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<topic>Casos prácticos</topic>
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<geographic>Canadá</geographic>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
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<part>
<text>29/01/2025 Volume 55 Issue 1 - January 2025 , p. 50 - 75</text>
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