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

• Κύριος συγγραφέας: Gao, Guangyuan (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Singapore : Springer Singapore : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Θέματα: Statistics .; Economic theory.; Bayesian Inference.; Statistics for Business, Management, Economics, Finance, Insurance.; Economic Theory/Quantitative Economics/Mathematical Methods.
• Φυσική περιγραφή: XII, 205 p. 72 illus., 62 illus. in color. online resource.
• ISBN: 9789811336096
• DOI: 10.1007/978-981-13-3609-6

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. .