Bayesian Claims Reserving Methods in Non-life Insurance with Stan An Introduction /
Gao, Guangyuan.
Bayesian Claims Reserving Methods in Non-life Insurance with Stan An Introduction / [electronic resource] : by Guangyuan Gao. - 1st ed. 2018. - XII, 205 p. 72 illus., 62 illus. in color. online resource.
Chapter1 Introduction -- Chapter2 Bayesian Fundamentals -- Chapter3 Advanced Bayesian Computation -- Chapter4 Bayesian Chain Ladder Models -- Chapter5 Bayesian Basis Expansion Models -- Chapter6 Multivariate Modelling Using Copulas -- Chapter7 Epilogue.
This book first provides a review of various aspects of Bayesian statistics. It then investigates three types of claims reserving models in the Bayesian framework: chain ladder models, basis expansion models involving a tail factor, and multivariate copula models. For the Bayesian inferential methods, this book largely relies on Stan, a specialized software environment which applies Hamiltonian Monte Carlo method and variational Bayes. .
9789811336096
10.1007/978-981-13-3609-6 doi
Statistics .
Economic theory.
Bayesian Inference.
Statistics for Business, Management, Economics, Finance, Insurance.
Economic Theory/Quantitative Economics/Mathematical Methods.
QA276-280
519.5
Bayesian Claims Reserving Methods in Non-life Insurance with Stan An Introduction / [electronic resource] : by Guangyuan Gao. - 1st ed. 2018. - XII, 205 p. 72 illus., 62 illus. in color. online resource.
Chapter1 Introduction -- Chapter2 Bayesian Fundamentals -- Chapter3 Advanced Bayesian Computation -- Chapter4 Bayesian Chain Ladder Models -- Chapter5 Bayesian Basis Expansion Models -- Chapter6 Multivariate Modelling Using Copulas -- Chapter7 Epilogue.
This book first provides a review of various aspects of Bayesian statistics. It then investigates three types of claims reserving models in the Bayesian framework: chain ladder models, basis expansion models involving a tail factor, and multivariate copula models. For the Bayesian inferential methods, this book largely relies on Stan, a specialized software environment which applies Hamiltonian Monte Carlo method and variational Bayes. .
9789811336096
10.1007/978-981-13-3609-6 doi
Statistics .
Economic theory.
Bayesian Inference.
Statistics for Business, Management, Economics, Finance, Insurance.
Economic Theory/Quantitative Economics/Mathematical Methods.
QA276-280
519.5