| Document Type
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BL
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| Record Number
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891298
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| Main Entry
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Gao, Guangyuan.
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| Title & Author
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Bayesian claims reserving methods in non-life Insurance with Stan : : an introduction /\ Guangyuan Gao.
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| Publication Statement
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Singapore :: Springer,, [2018]
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| Page. NO
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1 online resource
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| ISBN
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9789811336096
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: 9811336091
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9789811336089
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9811336083
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| Notes
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Includes index.
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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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.
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| Abstract
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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.
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| Subject
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Bayesian statistical decision theory.
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| Subject
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Insurance claims-- Statistical methods.
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| Subject
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Bayesian statistical decision theory.
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| Dewey Classification
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519.5/42
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| LC Classification
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QA279.5.G36 2018
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