An Augmented variable dirichlet process mixture model

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      <subfield code="a">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</subfield>
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