Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction

Gao, Guangyuan

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.  

Details

Published by: Springer

Publication Date: 2019-01-17

Format: Hardcover

ISBN-13: 9789811336089

DOI: 10.1007/978-981-13-3609-6

Dimensions: 235cm x155cm

Pages: 205