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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| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Singapore :
Springer Singapore ,
2018.
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| Ausgabe: | 1st ed. 2018. |
| Schlagworte: | |
| ISBN: | 9789811336096 |
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Inhaltsangabe:
- 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.