Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Lobo, Viviana G. R."'
Autor:
Leão, William L., Lobo, Viviana G. R.
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 heavy-tailed and skewed distributions to deal with outstanding liabilitie
Externí odkaz:
http://arxiv.org/abs/2312.03139
Autor:
Silva, Lucas M. F., Figueiredo, Luiz F. V., Lobo, Viviana G. R., Fonseca, Thaís C. O., Alves, Mariane B.
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-Pollard laws, and also on dynamic linear smoothers. Flexibility is avail
Externí odkaz:
http://arxiv.org/abs/2306.01575
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 observed, with a decrease in this rate after some months. The modelling of
Externí odkaz:
http://arxiv.org/abs/2207.07203
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by transforming the
Externí odkaz:
http://arxiv.org/abs/2110.07344
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. This work proposes the use of cross-validation techniques to assess
Externí odkaz:
http://arxiv.org/abs/1802.05936
Autor:
Lobo, Viviana G. R.1,2 (AUTHOR) viviana@dme.ufrj.br, Fonseca, Thaís C. O.1,2 (AUTHOR), Alves, Mariane B.1,2 (AUTHOR)
Publikováno v:
Annals of Actuarial Science. Mar2024, Vol. 18 Issue 1, p126-151. 26p.
Autor:
Fonseca, Thaís C O1 (AUTHOR) thais@im.ufrj.br, Lobo, Viviana G R1 (AUTHOR), Schmidt, Alexandra M2 (AUTHOR)
Publikováno v:
Journal of the Royal Statistical Society: Series C (Applied Statistics). Jan2023, Vol. 72 Issue 1, p76-103. 28p.
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by transforming the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f116bf3d5b85d96685db2aa47afdf0cb
http://arxiv.org/abs/2110.07344
http://arxiv.org/abs/2110.07344
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.