The Resource Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction, by Guangyuan Gao, (electronic resource)

Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction, by Guangyuan Gao, (electronic resource)

Label
Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction
Title
Bayesian Claims Reserving Methods in Non-life Insurance with Stan
Title remainder
An Introduction
Statement of responsibility
by Guangyuan Gao
Creator
Contributor
Author
Author
Provider
Subject
Language
eng
Summary
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://library.link/vocab/creatorName
Gao, Guangyuan
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
0bM7C3ZssZU
Image bit depth
0
LC call number
QA276-280
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
SpringerLink
http://library.link/vocab/subjectName
  • Statistics
  • Economics
  • Bayesian Inference
  • Statistics for Business, Management, Economics, Finance, Insurance
  • Economic Theory/Quantitative Economics/Mathematical Methods
Label
Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction, by Guangyuan Gao, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Dimensions
unknown
Extent
XII, 205 p. 72 illus., 62 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9789811336096
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-981-13-3609-6
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-981-13-3609-6
Label
Bayesian Claims Reserving Methods in Non-life Insurance with Stan : An Introduction, by Guangyuan Gao, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Dimensions
unknown
Extent
XII, 205 p. 72 illus., 62 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9789811336096
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-981-13-3609-6
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-981-13-3609-6

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