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

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

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  • ISBN:9789811336089
  • Editorial: Springer Verlag
  • Fecha de la edición:
  • Encuadernación:
  • Nº Pág.:205
  • Idiomas:Ingles

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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.

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