| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20260001562 |
| 003 | | | MAP |
| 005 | | | 20260130102631.0 |
| 008 | | | 260129|20250129bel|||p |0|||b|eng d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | 1 | | $0MAPA20260001067$aUngolo, Francisco |
| 245 | 1 | 3 | $aAn Augmented variable dirichlet process mixture model$cFrancisco Ungolo, Patrick J. Laub |
| 520 | | | $aThe 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 |
| 650 | | 4 | $0MAPA20080602437$aMatemática del seguro |
| 650 | | 4 | $0MAPA20080592042$aModelos matemáticos |
| 650 | | 4 | $0MAPA20080573614$aRenta vitalicia |
| 650 | | 4 | $0MAPA20080570590$aSeguro de vida |
| 650 | | 4 | $0MAPA20080580377$aEsperanza de vida |
| 650 | | 4 | $0MAPA20080597733$aModelos estadísticos |
| 650 | | 4 | $0MAPA20100065242$aTeorema de Bayes |
| 650 | | 4 | $0MAPA20080571566$aCasos prácticos |
| 651 | | 1 | $0MAPA20080637712$aCanadá |
| 700 | 1 | | $0MAPA20260001258$aLaub, Patrick .J |
| 710 | 2 | | $0MAPA20100017661$aInternational Actuarial Association |
| 773 | 0 | | $wMAP20077000420$g29/01/2025 Volume 55 Issue 1 - January 2025 , p. 50 - 75$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |
