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

143,97 
143,97 
2025-07-31 143.9700 InStock
Nemokamas pristatymas į paštomatus per 18-22 darbo dienų užsakymams nuo 19,00 

Knygos aprašymas

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.

Informacija

Autorius: Guangyuan Gao
Leidėjas: Springer Nature Singapore
Išleidimo metai: 2019
Knygos puslapių skaičius: 220
ISBN-10: 9811336083
ISBN-13: 9789811336089
Formatas: Knyga kietu viršeliu
Kalba: Anglų
Žanras: Bayesian inference

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