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Bayesian Claims Reserving Methods Non-life Insurance with Stan: An Introduction
Coles
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Bayesian Claims Reserving Methods Non-life Insurance with Stan: An Introduction in Brampton, ON
Current price: $145.95
Coles
Bayesian Claims Reserving Methods Non-life Insurance with Stan: An Introduction in Brampton, ON
Current price: $145.95
Loading Inventory...
Size: Hardcover
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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.
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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