Can I read Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction on EtoBox?

Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction by Guangyuan Gao; SpringerLink (Online service) is a nonfiction available to read on EtoBox.

What is Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction about?

Bayesian models are very popular in non-life claims reserving. This monograph provides a review of Bayesian claims reserving models and their underlying Bayesian inference theory. It investigates three types of claims reserving models in Bayesian framework: chain ladder models, basis expansion models involving tail factor, and multivariate copula models. One of the core techniques in Bayesian modeling is inferential methods. This monograph largely relies on Stan, a spe- cialized software environment which applies Hamiltonian Monte Carlo method and variational Bayes. This monograph has the following three distinguishing features:

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

Author

Guangyuan Gao; SpringerLink (Online service)

Publisher

Springer Singapore : Imprint: Springer

Published

2018

Language

EN

ISBN

9789811336096

Category

nonfiction

Subjects

Mathematics, Business, Economics