Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction (1st ed. 2018)
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- Synopsis
- 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.
- Copyright:
- 2018
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9789811336096
- Related ISBNs:
- 9789811336089
- Publisher:
- Springer Singapore, Singapore
- Date of Addition:
- 01/05/19
- Copyrighted By:
- Springer Nature Singapore Pte Ltd.
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.