
Springer
Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction
Product Code:
9789811336089
ISBN13:
9789811336089
Condition:
New
$106.80

Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction
$106.80
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.
Author: Guangyuan Gao |
Publisher: Springer |
Publication Date: Jan 17, 2019 |
Number of Pages: 205 pages |
Language: English |
Binding: Hardcover |
ISBN-10: 9811336083 |
ISBN-13: 9789811336089 |