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Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction by Guangyuan Gao 9789811336089
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Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction by Guangyuan Gao 9789811336089

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Description

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.

Book Information
ISBN 9789811336089
Author Guangyuan Gao
Format Hardback
Page Count 205
Imprint Springer Verlag, Singapore
Publisher Springer Verlag, Singapore
Weight(grams) 500g

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