Titlebook: Bayesian Claims Reserving Methods in Non-life Insurance with Stan; An Introduction Guangyuan Gao Book 2018 Springer Nature Singapore Pte Lt

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Bayesian Claims Reserving Methods in Non-life Insurance with Stan978-981-13-3609-6

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cs, and relates them to claims reserving problem.The book adThis 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 mul

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Book 2018an 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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