Bayesian Claims Reserving Methods i - E-book

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Bayesian Claims Reserving Methods In Non-life Insurance With Stan - ENG

An Introduction

Guangyuan Gao

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Sinopsis

ISBN:	9789811336096
Formato:	ePub
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Negocios y economía
Subtema:	Estadística
Año de publicación:	2018-12-31

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.Â Â

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