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

[bestrelease]

English | 2018 | ISBN: 9811336083 | 210 pages | PDF | 8.5 MB

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

Download:

https://userscloud.com/42eboq9m41nu

filebonus_com:
http://filebonus.com/g04vjgrs3lsg