3 papers
stat.ME2024
kDGLM: a R package for Bayesian analysis of Generalized Dynamic Linear Models
Silvaneo V. dos Santos, Mariane Branco Alves, Helio S. Migon
This paper introduces kDGLM, an R package designed for Bayesian analysis of Generalized Dynamic Linear Models (GDLM), with a primary focus on both uni- and multivariate exponential…
stat.CO2023
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…
stat.AP2022
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…