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標題: Titlebook: Bayesian Claims Reserving Methods in Non-life Insurance with Stan; An Introduction Guangyuan Gao Book 2018 Springer Nature Singapore Pte Lt [打印本頁]

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作者: intrude 時間: 2025-3-21 23:05
Bayesian Claims Reserving Methods in Non-life Insurance with Stan978-981-13-3609-6

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作者: FEMUR 時間: 2025-3-22 12:40
cs, and relates them to claims reserving problem.The book adThis 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 mul

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作者: 上流社會 時間: 2025-3-22 23:51
Book 2018an 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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Elad Rapaport,Oren Shriki,Rami PuzisThis chapter briefly reviews Bayesian statistics, Markov chain Monte Carlo methods, and non-life insurance claims reserving methods. Some of the most influential literature are listed in this chapter. Two Bayesian inferential engines, BUGS and Stan, are introduced. At the end the monograph structure is given and the general notation is introduced.

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