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

Author(s): Guangyuan Gao

Date: Format: pdf Language: English ISBN/ASIN: 9811336083
Pages: OCR: Quality: ISBN13:
Uploader: Upload Date: 2/27/2019 10:36:07 AM

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.
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