---

＜電子ブック＞
Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction / by Guangyuan Gao

版	1st ed. 2018.
出版者	(Singapore : Springer Nature Singapore : Imprint: Springer)
出版年	2018
大きさ	XII, 205 p. 72 illus., 62 illus. in color : online resource
著者標目	*Gao, Guangyuan author SpringerLink (Online service)
件　名	LCSH:Statistics  LCSH:Econometrics FREE:Bayesian Inference FREE:Statistics in Business, Management, Economics, Finance, Insurance FREE:Quantitative Economics
一般注記	Chapter1 Introduction -- Chapter2 Bayesian Fundamentals -- Chapter3 Advanced Bayesian Computation -- Chapter4 Bayesian Chain Ladder Models -- Chapter5 Bayesian Basis Expansion Models -- Chapter6 Multivariate Modelling Using Copulas -- Chapter7 Epilogue 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. HTTP:URL=https://doi.org/10.1007/978-981-13-3609-6

 類似資料