Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction
2018 ed.
Book Details
Format
Hardback or Cased Book
ISBN-10
9811336083
ISBN-13
9789811336089
Edition
2018 ed.
Publisher
Springer Verlag, Singapore
Imprint
Springer Verlag, Singapore
Country of Manufacture
SG
Country of Publication
GB
Publication Date
Jan 17th, 2019
Print length
205 Pages
Product Classification:
Economic theory & philosophyEconomic theory and philosophyBayesian inference
Ksh 13,500.00
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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.
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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