Bayesian Claims Reserving Methods in Non-life Insurance with Stan

Bayesian Claims Reserving Methods in Non-life Insurance with Stan
Author :
Publisher : Springer
Total Pages : 210
Release :
ISBN-10 : 9789811336096
ISBN-13 : 9811336091
Rating : 4/5 (091 Downloads)

Book Synopsis Bayesian Claims Reserving Methods in Non-life Insurance with Stan by : Guangyuan Gao

Download or read book Bayesian Claims Reserving Methods in Non-life Insurance with Stan written by Guangyuan Gao and published by Springer. This book was released on 2018-12-31 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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