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Bayesian Claims Reserving Methods in Non life Insurance with Stan Book PDF Summary

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.

Detail Book of Bayesian Claims Reserving Methods in Non life Insurance with Stan PDF

Bayesian Claims Reserving Methods in Non life Insurance with Stan
  • Author : Guangyuan Gao
  • Release : 31 December 2018
  • Publisher : Springer
  • ISBN : 9789811336096
  • Genre : Mathematics
  • Total Page : 205 pages
  • Language : English
  • PDF File Size : 15,8 Mb

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