Bayesian Claims Reserving Methods in Non-Life Insurance With Stan: An Introduction - Rilegato

Gao, Guangyuan

Rilegato

ISBN 10: 9811336083 ISBN 13: 9789811336089

Casa editrice: Springer Nature, 2019

Riassunto

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.  

Su questo libro

Informazioni sull?autore

Guangyuan Gao, lecturer in actuarial science, School of Statistics at the Renmin University of China.

Dalla quarta di copertina

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.  

Dettagli dell'edizione

• Editore: Springer Nature
• Data di pubblicazione: 2019
• Lingua: Inglese
• ISBN 10: 9811336083
• ISBN 13: 9789811336089
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 205
• Contatto del produttore: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Germania