LEADER 02536nam 22004575 450 001 9910303447503321 005 20181231100829.0 010 $a981-13-3609-1 024 7 $a10.1007/978-981-13-3609-6 035 $a(CKB)4100000007334884 035 $a(MiAaPQ)EBC5627329 035 $a(DE-He213)978-981-13-3609-6 035 $a(EXLCZ)994100000007334884 100 $a20181231d2018 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aBayesian Claims Reserving Methods in Non-life Insurance with Stan$b[electronic resource] $eAn Introduction /$fby Guangyuan Gao 210 1$aSingapore :$cSpringer Singapore :$cImprint: Springer,$d2018. 215 $a1 online resource (205 pages) 311 $a981-13-3608-3 327 $aChapter1 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. 330 $aThis 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. . 606 $aStatistics 606 $aEconomic theory 606 $aBayesian Inference$3http://scigraph.springernature.com/things/product-market-codes/S18000 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3http://scigraph.springernature.com/things/product-market-codes/S17010 606 $aEconomic Theory/Quantitative Economics/Mathematical Methods$3http://scigraph.springernature.com/things/product-market-codes/W29000 615 0$aStatistics. 615 0$aEconomic theory. 615 14$aBayesian Inference. 615 24$aStatistics for Business, Management, Economics, Finance, Insurance. 615 24$aEconomic Theory/Quantitative Economics/Mathematical Methods. 676 $a519.542 700 $aGao$b Guangyuan$4aut$4http://id.loc.gov/vocabulary/relators/aut$0767968 906 $aBOOK 912 $a9910303447503321 996 $aBayesian Claims Reserving Methods in Non-life Insurance with Stan$91563870 997 $aUNINA