1 citations · 1 across the 5 of their papers we have counts for
6 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…
A Bayesian Skew-heavy-tailed modelling for loss reserving
William L. Leão, Viviana G. R. Lobo
This paper focuses on modelling loss reserving to pay outstanding claims. As the amount liable on any given claim is not known until settlement, we propose a flexible model via hea…
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…
Dynamical non-Gaussian modelling of spatial processes
Thaís C. O. da Fonseca, Viviana G. R. Lobo, Alexandra M. Schmidt
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time m…
Bayesian cross-validation of geostatistical models
Viviana G R Lobo, Thaís C O da Fonseca, Fernando A S Moura
The problem of validating or criticising models for georeferenced data is challenging, since the conclusions can vary significantly depending on the locations of the validation set…