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Record Nr. |
UNINA9910303447503321 |
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Autore |
Gao Guangyuan |
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Titolo |
Bayesian Claims Reserving Methods in Non-life Insurance with Stan [[electronic resource] ] : An Introduction / / by Guangyuan Gao |
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Pubbl/distr/stampa |
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Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 |
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ISBN |
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Descrizione fisica |
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1 online resource (205 pages) |
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Disciplina |
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Soggetti |
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Statistics |
Economic theory |
Bayesian Inference |
Statistics for Business, Management, Economics, Finance, Insurance |
Economic Theory/Quantitative Economics/Mathematical Methods |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di contenuto |
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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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Sommario/riassunto |
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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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