Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction / by Guangyuan Gao

Von:

Gao, Guangyuan [VerfasserIn]

Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Reihen: SpringerLink BücherVerlag: Singapore : Springer Singapore, 2018Beschreibung: Online-Ressource (XII, 205 p. 72 illus., 62 illus. in color, online resource)ISBN:

9789811336096

Schlagwörter:

Andere physische Formen: 9789811336089 | 9789811336102 | Printed edition: 9789811336089 | Printed edition: 9789811336102 DDC-Klassifikation:

519.5

LOC-Klassifikation:

QA276-280

DOI: DOI: 10.1007/978-981-13-3609-6Online-Ressourcen:

Zusammenfassung: 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 BayesZusammenfassung: 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 EpiloguePPN: PPN: 1045543845Package identifier: Produktsigel: ZDB-2-SEB | ZDB-2-SMA | ZDB-2-SXMS

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