TY  - BOOK
AU  - Gao,Guangyuan
ED  - SpringerLink (Online service)
TI  - Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction 
SN  - 9789811336096
AV  - QA276-280 
U1  - 519.5 
PY  - 2018///
CY  - Singapore
PB  - Springer Singapore, Imprint: Springer
KW  - Statistics 
KW  - Economic theory
KW  - Bayesian Inference
KW  - Statistics for Business, Management, Economics, Finance, Insurance
KW  - Economic Theory/Quantitative Economics/Mathematical Methods
N1  - 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
N2  - 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.
UR  - https://s443-doi-org.br.lsproxy.net/10.1007/978-981-13-3609-6
ER  -