Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction
Statistics Economic theory Bayesian Inference Statistics for Business, Management, Economics, Finance, Insurance Economic Theory/Quantitative Economics/Mathematical Methods
Imprint: Springer
2018
EISBN 9811336091
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.
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. .
Chapter2 Bayesian Fundamentals.
Chapter3 Advanced Bayesian Computation.
Chapter4 Bayesian Chain Ladder Models.
Chapter5 Bayesian Basis Expansion Models.
Chapter6 Multivariate Modelling Using Copulas.
Chapter7 Epilogue.
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. .
