Bayesian Claims Reserving Methods in Non-life Insurance with Stan An Introduction /
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 method...
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Elektronický zdroj E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Singapore :
Springer Singapore ,
2018.
|
| Vydání: | 1st ed. 2018. |
| Témata: | |
| ISBN: | 9789811336096 |
| On-line přístup: |
|
| Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|
| Shrnutí: | 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. . |
|---|---|
| Popis jednotky: | Mathematics and Statistics |
| Fyzický popis: | XII, 205 p. 72 illus., 62 illus. in color. online resource. |
| ISBN: | 9789811336096 |