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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.
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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.
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Bayesian Claims Reserving Methods in Non-life Insurance with Stan (eng)
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Bayesian Claims Reserving Methods in Non-Life Insurance With Stan : An Introduction
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Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction
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Bayesian Claims Reserving Methods in Non-Life Insurance With Stan : An Introduction
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Bayesian Claims Reserving Methods in Non-life Insurance with Stan
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Springer Nature Singapore Jan 2019, 2019
ISBN 10: 9811336083
ISBN 13: 9789811336089
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 220 pp. Englisch. Seller Inventory # 9789811336089
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Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction
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Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction
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Bayesian Claims Reserving Methods in Non-life Insurance with Stan
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The first book provides explicit Stan code for non-life claims reservingThe book has a thorough review of many aspects of Bayesian statistics, and relates them to claims reserving problemThe book addresses three important points i. Seller Inventory # 253493810
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