[HTML][HTML] A Dirichlet process mixture regression model for the analysis of competing risk events

F Ungolo, ER van den Heuvel - Insurance: Mathematics and Economics, 2024 - Elsevier
We develop a regression model for the analysis of competing risk events. The joint
distribution of the time to these events is flexibly characterized by a random effect which …

An Augmented Variable Dirichlet Process mixture model for the analysis of dependent lifetimes

F Ungolo, PJ Laub - ASTIN Bulletin: The Journal of the IAA, 2025 - cambridge.org
The analysis of insurance and annuity products issued on multiple lives requires the use of
statistical models which account for lifetime dependence. This paper presents a Dirichlet …