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

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 method...

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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:
Διαθέσιμο Online:Full Text via HEAL-Link
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245 1 0 |a Bayesian Claims Reserving Methods in Non-life Insurance with Stan  |h [electronic resource] :  |b An Introduction /  |c by Guangyuan Gao. 
250 |a 1st ed. 2018. 
264 1 |a Singapore :  |b Springer Singapore :  |b Imprint: Springer,  |c 2018. 
300 |a XII, 205 p. 72 illus., 62 illus. in color.  |b online resource. 
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505 0 |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. 
520 |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. . 
650 0 |a Statistics . 
650 0 |a Economic theory. 
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650 2 4 |a Economic Theory/Quantitative Economics/Mathematical Methods.  |0 http://scigraph.springernature.com/things/product-market-codes/W29000 
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