Bayesian Claims Reserving Methods in Non-life Insurance with Stan
An Introduction
(Sprache: Englisch)
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...
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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.
Inhaltsverzeichnis zu „Bayesian Claims Reserving Methods in Non-life Insurance with Stan “
Chapter1 Introduction.- Chapter2 Bayesian Fundamentals.- Chapter3 Advanced Bayesian Computation.- Chapter4 Bayesian Chain Ladder Models.- Chapter5 Bayesian Basis Expansion Models.- Chapter6 Multivariate Modelling Using Copulas.- Chapter7 Epilogue.
Autoren-Porträt von Guangyuan Gao
Guangyuan Gao, lecturer in actuarial science, School of Statistics at the Renmin University of China.Bibliographische Angaben
- Autor: Guangyuan Gao
- 2019, 1st ed. 2018, XII, 205 Seiten, 62 farbige Abbildungen, Maße: 16 x 24,1 cm, Gebunden, Englisch
- Verlag: Springer, Berlin
- ISBN-10: 9811336083
- ISBN-13: 9789811336089
- Erscheinungsdatum: 17.01.2019
Sprache:
Englisch
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