Bayesian Claims Reserving Methods in Non-life Insurance with Stan

Bayesian Claims Reserving Methods in Non-life Insurance with Stan

by Guangyuan Gao
Epub (Kobo), Epub (Adobe)
Publication Date: 23/02/2019

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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.

ISBN:
9789811336096
9789811336096
Category:
Probability & statistics
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
23-02-2019
Language:
English
Publisher:
Springer Nature Singapore

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