Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction - Tapa dura

Gao, Guangyuan

 
9789811336089: Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction
Tapa dura
ISBN 10: 9811336083 ISBN 13: 9789811336089
Editorial: Springer, 2019

Sinopsis

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.  

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

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


De la contraportada

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.  

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2019
Idioma
Inglés
ISBN 10 
9811336083
ISBN 13 
9789811336089
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
220
Contacto del fabricante
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