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

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
17 January 2019
Listed Since
02 November 2018

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