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 methods, this book largely relies on Stan, a specialized software environment which applies Hamiltonian Monte Carlo method and variational Bayes.
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- Format: Hardcover
- Sold by: --
- Language: English
- Publisher: Springer Nature
- ISBN-13: 9789811336089
- ISBN: 9811336083
- Publication Year: 2019