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.
Price: 181 AUD
Location: Hillsdale, NSW
End Time: 2025-01-05T05:34:47.000Z
Shipping Cost: 31.83 AUD
Product Images
Item Specifics
Return shipping will be paid by: Buyer
Returns Accepted: Returns Accepted
Item must be returned within: 60 Days
Return policy details:
EAN: 9789811336089
UPC: 9789811336089
ISBN: 9789811336089
MPN: N/A
Recommended Age Range: 12+ years
Book Title: Bayesian Claims Reserving Methods in Non-Life Insu
Item Length: 23.4 cm
Number of Pages: 205 Pages
Language: English
Publication Name: Bayesian Claims Reserving Methods in Non-Life Insurance with Stan: an Introduction
Publisher: Springer Verlag, Singapore
Publication Year: 2019
Subject: Economics, Government, Mathematics
Item Height: 235 mm
Item Weight: 500 g
Type: Textbook
Author: Guangyuan Gao
Item Width: 155 mm
Format: Hardcover
