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02571nam a2200457 4500 |
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978-981-13-3609-6 |
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20191022023213.0 |
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181231s2018 si | s |||| 0|eng d |
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|a 9789811336096
|9 978-981-13-3609-6
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|a 10.1007/978-981-13-3609-6
|2 doi
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|a QA276-280
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|a MAT029010
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|a 519.5
|2 23
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|a Gao, Guangyuan.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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|a Bayesian Claims Reserving Methods in Non-life Insurance with Stan
|h [electronic resource] :
|b An Introduction /
|c by Guangyuan Gao.
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|a 1st ed. 2018.
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|a Singapore :
|b Springer Singapore :
|b Imprint: Springer,
|c 2018.
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|a XII, 205 p. 72 illus., 62 illus. in color.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
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|2 rdamedia
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|a online resource
|b cr
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|a text file
|b PDF
|2 rda
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|a 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.
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|a 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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|a Statistics .
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|a Economic theory.
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|a Bayesian Inference.
|0 http://scigraph.springernature.com/things/product-market-codes/S18000
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|a Statistics for Business, Management, Economics, Finance, Insurance.
|0 http://scigraph.springernature.com/things/product-market-codes/S17010
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|a Economic Theory/Quantitative Economics/Mathematical Methods.
|0 http://scigraph.springernature.com/things/product-market-codes/W29000
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9789811336089
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|i Printed edition:
|z 9789811336102
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|u https://doi.org/10.1007/978-981-13-3609-6
|z Full Text via HEAL-Link
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|a ZDB-2-SMA
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|a Mathematics and Statistics (Springer-11649)
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