An Augmented variable dirichlet process mixture model

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<dc:creator>Ungolo, Francisco</dc:creator>
<dc:creator>Laub, Patrick .J</dc:creator>
<dc:creator>International Actuarial Association</dc:creator>
<dc:date>2025-0129</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/189384.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Modelos matemáticos</dc:subject>
<dc:subject xml:lang="es">Renta vitalicia</dc:subject>
<dc:subject xml:lang="es">Seguro de vida</dc:subject>
<dc:subject xml:lang="es">Esperanza de vida</dc:subject>
<dc:subject xml:lang="es">Modelos estadísticos</dc:subject>
<dc:subject xml:lang="es">Teorema de Bayes</dc:subject>
<dc:subject xml:lang="es">Casos prácticos</dc:subject>
<dc:subject xml:lang="es">Canadá</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">An Augmented variable dirichlet process mixture model</dc:title>
<dc:relation xml:lang="es">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</dc:relation>
<dc:coverage xml:lang="es">Canadá</dc:coverage>
</rdf:Description>
</rdf:RDF>