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

Gao, Guangyuan

Springer Verlag, Singapore（2019/01発売）

• 製本 Hardcover:ハードカバー版／ページ数 205 p.
• 言語 ENG
• 商品コード 9789811336089
• DDC分類 519

Full Description

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.  

Contents

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.