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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Detalles Bibliográficos
Autor principal: Gao, Guangyuan
Lenguaje:eng
Publicado: Springer 2018
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-981-13-3609-6
http://cds.cern.ch/record/2653127
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author Gao, Guangyuan
author_facet Gao, Guangyuan
author_sort Gao, Guangyuan
collection CERN
description 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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publishDate 2018
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spelling cern-26531272021-04-21T18:37:28Zdoi:10.1007/978-981-13-3609-6http://cds.cern.ch/record/2653127engGao, GuangyuanBayesian claims reserving methods in non-life insurance with Stan: an introductionMathematical Physics and MathematicsThis 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. .Springeroai:cds.cern.ch:26531272018
spellingShingle Mathematical Physics and Mathematics
Gao, Guangyuan
Bayesian claims reserving methods in non-life insurance with Stan: an introduction
title Bayesian claims reserving methods in non-life insurance with Stan: an introduction
title_full Bayesian claims reserving methods in non-life insurance with Stan: an introduction
title_fullStr Bayesian claims reserving methods in non-life insurance with Stan: an introduction
title_full_unstemmed Bayesian claims reserving methods in non-life insurance with Stan: an introduction
title_short Bayesian claims reserving methods in non-life insurance with Stan: an introduction
title_sort bayesian claims reserving methods in non-life insurance with stan: an introduction
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-981-13-3609-6
http://cds.cern.ch/record/2653127
work_keys_str_mv AT gaoguangyuan bayesianclaimsreservingmethodsinnonlifeinsurancewithstananintroduction

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