02536nam 22004575 450 991030344750332120181231100829.0981-13-3609-110.1007/978-981-13-3609-6(CKB)4100000007334884(MiAaPQ)EBC5627329(DE-He213)978-981-13-3609-6(EXLCZ)99410000000733488420181231d2018 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierBayesian Claims Reserving Methods in Non-life Insurance with Stan[electronic resource] An Introduction /by Guangyuan GaoSingapore :Springer Singapore :Imprint: Springer,2018.1 online resource (205 pages)981-13-3608-3 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.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. .StatisticsEconomic theoryBayesian Inferencehttp://scigraph.springernature.com/things/product-market-codes/S18000Statistics for Business, Management, Economics, Finance, Insurancehttp://scigraph.springernature.com/things/product-market-codes/S17010Economic Theory/Quantitative Economics/Mathematical Methodshttp://scigraph.springernature.com/things/product-market-codes/W29000Statistics.Economic theory.Bayesian Inference.Statistics for Business, Management, Economics, Finance, Insurance.Economic Theory/Quantitative Economics/Mathematical Methods.519.542Gao Guangyuanauthttp://id.loc.gov/vocabulary/relators/aut767968BOOK9910303447503321Bayesian Claims Reserving Methods in Non-life Insurance with Stan1563870UNINA