1 citations · 1 across the 4 of their papers we have counts for
4 papers
Bayesian Multivariate Approach to Subnational mortality graduation with Age-Varying Smoothness
Luiz F. V. Figueiredo, Viviana G. R. Lobo, Mariane B. Alves +1
This work introduces a Bayesian smoothing approach for the joint graduation of mortality rates across multiple populations. In particular, dynamical linear models are used to induc…
BayesMortalityPlus: A package in R for Bayesian graduation of mortality modelling
Lucas M. F. Silva, Luiz F. V. Figueiredo, Viviana G. R. Lobo +2
The BayesMortalityPlus package provides a framework for modelling and predicting mortality data. The package includes tools for the construction of life tables based on Heligman-Po…
Lapse risk modelling in insurance: a Bayesian mixture approach
Viviana G. R. Lobo, Thais C. O. Fonseca, Mariane B. Alves
This paper focuses on modelling surrender time for policyholders in the context of life insurance. In this setup, a large lapse rate at the first months of a contract is often obse…
Bayesian covariance modeling of multivariate spatial random fields
Rafael S. Erbisti, Thais C. O. Fonseca, Mariane B. Alves
In this work we present full Bayesian inference for a new flexible nonseparable class of cross-covariance functions for multivariate spatial data. A Bayesian test is proposed for s…