Bayesian Claims Reserving Methods in Non-life Insurance with Stan

TRAMA

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.  

SOMMARIO

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.

AUTORE

Guangyuan Gao, lecturer in actuarial science, School of Statistics at the Renmin University of China.

ALTRE INFORMAZIONI

• Condizione: Nuovo
• ISBN: 9789811336089
• Dimensioni: 235 x 155 mm
• Formato: Copertina rigida
• Illustration Notes: XII, 205 p. 72 illus., 62 illus. in color.
• Pagine Arabe: 205
• Pagine Romane: xii