Ungolo, Francisco An Augmented variable dirichlet process mixture model / Francisco Ungolo, Patrick J. Laub Sumario: 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 En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 29/01/2025 Volume 55 Issue 1 - January 2025 , p. 50 - 75 1. Matemática del seguro . 2. Modelos matemáticos . 3. Renta vitalicia . 4. Seguro de vida . 5. Esperanza de vida . 6. Modelos estadísticos . 7. Teorema de Bayes . 8. Casos prácticos . 9. Canadá . I. Laub, Patrick .J . II. International Actuarial Association . III. Título.
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