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...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore :
Springer Singapore ,
2018.
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| Edition: | 1st ed. 2018. |
| Subjects: | |
| ISBN: | 9789811336096 |
| Online Access: |
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| 008 | 181231s2018 si | s |||| 0|eng d | ||
| 020 | |a 9789811336096 | ||
| 024 | 7 | |a 10.1007/978-981-13-3609-6 |2 doi | |
| 035 | |a CVTIDW07135 | ||
| 040 | |a Springer-Nature |b eng |c CVTISR |e AACR2 | ||
| 041 | |a eng | ||
| 100 | 1 | |a Gao, Guangyuan. |4 aut | |
| 245 | 1 | 0 | |a Bayesian Claims Reserving Methods in Non-life Insurance with Stan |h [electronic resource] : |b An Introduction / |c by Guangyuan Gao. |
| 250 | |a 1st ed. 2018. | ||
| 260 | 1 | |a Singapore : |b Springer Singapore , |c 2018. | |
| 300 | |a XII, 205 p. 72 illus., 62 illus. in color. |b online resource. | ||
| 500 | |a Mathematics and Statistics | ||
| 505 | 0 | |a 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. | |
| 516 | |a text file PDF | ||
| 520 | |a 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. . | ||
| 650 | 0 | |a Statistics . | |
| 650 | 0 | |a Economic theory. | |
| 856 | 4 | 0 | |u http://hanproxy.cvtisr.sk/han/cvti-ebook-springer-eisbn-978-981-13-3609-6 |y Vzdialený prístup pre registrovaných používateľov |
| 910 | |b ZE04415 | ||
| 919 | |a 978-981-13-3609-6 | ||
| 974 | |a andrea.lebedova |f Elektronické zdroje | ||
| 992 | |a SUD | ||
| 999 | |c 273014 |d 273014 | ||