Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction
Author:   Guangyuan Gao
Publisher:   Springer Verlag, Singapore
Edition:   2018 ed.
ISBN:  

9789811336089


Pages:   205
Publication Date:   17 January 2019
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction


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Overview

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.  

Full Product Details

Author:   Guangyuan Gao
Publisher:   Springer Verlag, Singapore
Imprint:   Springer Verlag, Singapore
Edition:   2018 ed.
Weight:   0.500kg
ISBN:  

9789811336089


ISBN 10:   9811336083
Pages:   205
Publication Date:   17 January 2019
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

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.

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

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