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Bayesian claims reserving methods in...

Gao, Guangyuan.

Bayesian claims reserving methods in non-life insurance with Stan = an introduction /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Bayesian claims reserving methods in non-life insurance with Stan/ by Guangyuan Gao.
其他題名:	an introduction /
作者:	Gao, Guangyuan.
出版者:	Singapore :Springer Singapore : : 2018.,
面頁冊數:	xii, 205 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Bayesian statistical decision theory. -
電子資源:	https://doi.org/10.1007/978-981-13-3609-6
ISBN:	9789811336096

Bayesian claims reserving methods in non-life insurance with Stan = an introduction /
Gao, Guangyuan.

Bayesian claims reserving methods in non-life insurance with Stanan introduction /[electronic resource] :by Guangyuan Gao. - Singapore :Springer Singapore :2018. - xii, 205 p. :ill., digital ;24 cm.

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.

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

Standard No.: 10.1007/978-981-13-3609-6doiSubjects--Topical Terms:

527671
Bayesian statistical decision theory.

LC Class. No.: QA279.5 / .G364 2018

Dewey Class. No.: 519.542

Bayesian claims reserving methods in non-life insurance with Stan = an introduction /
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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.
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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.
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