1 citations · 1 across the 5 of their papers we have counts for
3 papers · 1 filter
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…
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…