Bayesian Claims Reserving Methods in Non-life Insurance with Stan - An Introduction (Hardcover, 1st ed. 2018)

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.

General

Imprint:	Springer Verlag, Singapore
Country of origin:	Singapore
Release date:	2019
First published:	2018
Authors:	Guangyuan Gao
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	205
Edition:	1st ed. 2018
ISBN-13:	978-981-13-3608-9
Categories:	Books > Business & Economics > Economics > Economic theory & philosophy Books > Science & Mathematics > Mathematics > Probability & statistics
LSN:	981-13-3608-3
Barcode:	9789811336089

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