
Ebook: Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction
Author: Guangyuan Gao
- Tags: Statistics, Bayesian Probability, Statistics for Business/Economics/Mathematical Finance/Insurance, Economic Theory/Quantitative Economics/Mathematical Methods
- Year: 2018
- Publisher: Springer Singapore
- Edition: 1st ed.
- Language: English
- pdf
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.
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