Bayesian Claims Reserving Methods in Non-life Insurance with Stan [[electronic resource] ] : An Introduction / / by Guangyuan Gao
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Autore: |
Gao Guangyuan
|
| Titolo: |
Bayesian Claims Reserving Methods in Non-life Insurance with Stan [[electronic resource] ] : An Introduction / / by Guangyuan Gao
|
| Pubblicazione: | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 |
| Descrizione fisica: | 1 online resource (205 pages) |
| Disciplina: | 519.542 |
| Soggetto topico: | Statistics |
| Economics | |
| 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 |