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

Gao, Guangyuan

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

Synopsis

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.  

"synopsis" may belong to another edition of this title.

About the Author

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


From the Back Cover

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.  

"About this title" may belong to another edition of this title.

Publisher
Springer
Publication date
2019
Language
English
ISBN 10 
9811336083
ISBN 13 
9789811336089
Binding
Hardcover
Edition number
1
Number of pages
217