Bayesian Claims Reserving Methods in Non-life Insurance with Stan

An Introduction

Guangyuan Gao (Autor)

Buch | Hardcover

205 Seiten

2019 | 1st ed. 2018
Springer Verlag, Singapore
978-981-13-3608-9 (ISBN)

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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.

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

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.

Erscheinungsdatum	25.01.2019
Zusatzinfo	62 Illustrations, color; 10 Illustrations, black and white; XII, 205 p. 72 illus., 62 illus. in color.
Verlagsort	Singapore
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Statistik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
	Naturwissenschaften
	Wirtschaft ► Allgemeines / Lexika
	Wirtschaft ► Volkswirtschaftslehre
Schlagworte	Basis expansion models • Bayesian claims reserving models • Copulas • Markov Chain Monte Carlo Methods • Multivariate claims reserving model • Non-life insurance claims reserving models • Payments per claim incurred method • Stan
ISBN-10	981-13-3608-3 / 9811336083
ISBN-13	978-981-13-3608-9 / 9789811336089
Zustand	Neuware