期刊全称 | Bayesian Claims Reserving Methods in Non-life Insurance with Stan | 期刊简称 | An Introduction | 影响因子2023 | Guangyuan Gao | 视频video | | 发行地址 | The first book provides explicit Stan code for non-life claims reserving.The book has a thorough review of many aspects of Bayesian statistics, and relates them to claims reserving problem.The book ad | 图书封面 |  | 影响因子 | 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. | Pindex | Book 2018 |
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