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.
Produkteigenschaften
- Artikelnummer: 9789811336089
- Medium: Buch
- ISBN: 978-981-13-3608-9
- Verlag: Springer Nature Singapore
- Erscheinungstermin: 17.01.2019
- Sprache(n): Englisch
- Auflage: 1. Auflage 2018
- Produktform: Gebunden
- Gewicht: 500 g
- Seiten: 205
- Format (B x H x T): 160 x 241 x 18 mm
- Ausgabetyp: Kein, Unbekannt