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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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| Lenguaje: | eng |
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Springer
2018
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| Acceso en línea: | https://dx.doi.org/10.1007/978-981-13-3609-6 http://cds.cern.ch/record/2653127 |