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Bayesian claims reserving methods in...

Gao, Guangyuan.

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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Bayesian claims reserving methods in non-life insurance with Stan/ by Guangyuan Gao.
Reminder of title:	an introduction /
Author:	Gao, Guangyuan.
Published:	Singapore :Springer Singapore : : 2018.,
Description:	xii, 205 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
Subject:	Bayesian statistical decision theory. -
Online resource:	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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100 1 $a Gao, Guangyuan. $3 1211866
245 1 0 $a Bayesian claims reserving methods in non-life insurance with Stan $h [electronic resource] : $b an introduction / $c by Guangyuan Gao.
260 $a Singapore : $c 2018. $b Springer Singapore : $b Imprint: Springer,
300 $a xii, 205 p. : $b ill., digital ; $c 24 cm.
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 Bayesian statistical decision theory. $3 527671
650 0 $a Insurance claims $x Statistical methods. $3 1211867
650 1 4 $a Bayesian Inference. $3 1211345
650 2 4 $a Statistics for Business, Management, Economics, Finance, Insurance. $3 1211158
650 2 4 $a Economic Theory/Quantitative Economics/Mathematical Methods. $3 1069071
710 2 $a SpringerLink (Online service) $3 593884
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856 4 0 $u https://doi.org/10.1007/978-981-13-3609-6
950 $a Mathematics and Statistics (Springer-11649)

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