Gao Bayesian Claims Reserving Methods in Non-life Insurance with Stan

An Introduction
1. Auflage 2018
ISBN: 978-981-13-3609-6
Verlag: Springer Singapore
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 205 Seiten, eBook

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.

Zielgruppe

Research

Autoren/Hrsg.

Gao, Guangyuan

Inhaltsverzeichnis

Chapter1 Introduction.- Chapter2 Bayesian Fundamentals.- Chapter3 Advanced Bayesian Computation.- Chapter4 Bayesian Chain Ladder Models.- Chapter5 Bayesian Basis Expansion Models.- Chapter6 Multivariate Modelling Using Copulas.- Chapter7 Epilogue.

Über Autor(innen)

Guangyuan Gao, lecturer in actuarial science, School of Statistics at the Renmin University of China.