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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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Pubblicazione: | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 |
Descrizione fisica: | 1 online resource (205 pages) |
Disciplina: | 519.542 |
Soggetto topico: | Statistics |
Economic theory | |
Bayesian Inference | |
Statistics for Business, Management, Economics, Finance, Insurance | |
Economic Theory/Quantitative Economics/Mathematical Methods | |
Nota di contenuto: | 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. |
Sommario/riassunto: | 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. . |
Titolo autorizzato: | Bayesian Claims Reserving Methods in Non-life Insurance with Stan ![]() |
ISBN: | 981-13-3609-1 |
Formato: | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910303447503321 |
Lo trovi qui: | Univ. Federico II |
Opac: | Controlla la disponibilità qui |