Guangyuan Gao

Bayesian Claims Reserving Methods in Non-life Insurance with Stan (eBook, PDF)

An Introduction

• Format: PDF

Produktbeschreibung

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.

Produktdetails

• Verlag: Springer Singapore
• Erscheinungstermin: 31. Dezember 2018
• Englisch
• ISBN-13: 9789811336096
• Artikelnr.: 54834746

Autorenporträt

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

Inhaltsangabe

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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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.