國立高雄大學圖資館 |

Language: English

Back

Bayesian claims reserving methods in...

Gao, Guangyuan.

Bayesian claims reserving methods in non-life insurance with Stanan introduction /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Bayesian claims reserving methods in non-life insurance with Stanby Guangyuan Gao.
Reminder of title:	an introduction /
Author:	Gao, Guangyuan.
Published:	Singapore :Springer Singapore :2018.
Description:	xii, 205 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Bayesian statistical decision theory.
Online resource:	https://doi.org/10.1007/978-981-13-3609-6
ISBN:	9789811336096$q(electronic bk.)

Bayesian claims reserving methods in non-life insurance with Stanan introduction /
Gao, Guangyuan.

Bayesian claims reserving methods in non-life insurance with Stanan introduction /[electronic resource] :by Guangyuan Gao. - Singapore :Springer Singapore :2018. - xii, 205 p. :ill., digital ;24 cm.

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.

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.

ISBN: 9789811336096$q(electronic bk.)

Standard No.: 10.1007/978-981-13-3609-6doiSubjects--Topical Terms:

182005
Bayesian statistical decision theory.

LC Class. No.: QA279.5 / .G364 2018

Dewey Class. No.: 519.542

Bayesian claims reserving methods in non-life insurance with Stanan introduction /
LDR:01701nmm a2200325 a 4500 001 546881
003 DE-He213
005 20190513131817.0
006 m d
007 cr nn 008maaau
008 190627s2018 si s 0 eng d
020 $a 9789811336096$q(electronic bk.)
020 $a 9789811336089$q(paper)
024 7 $a 10.1007/978-981-13-3609-6 $2 doi
035 $a 978-981-13-3609-6
040 $a GP $c GP
041 0 $a eng
050 4 $a QA279.5 $b .G364 2018
072 7 $a PBTB $2 bicssc
072 7 $a MAT029000 $2 bisacsh
072 7 $a PBTB $2 thema
082 0 4 $a 519.542 $2 23
090 $a QA279.5 $b .G211 2018
100 1 $a Gao, Guangyuan. $3 825976
245 1 0 $a Bayesian claims reserving methods in non-life insurance with Stan $h [electronic resource] : $b an introduction / $c by Guangyuan Gao.
260 $a Singapore : $b Springer Singapore : $b Imprint: Springer, $c 2018.
300 $a xii, 205 p. : $b ill., digital ; $c 24 cm.
505 0 $a 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.
520 $a 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.
650 0 $a Bayesian statistical decision theory. $3 182005
650 0 $a Insurance claims $x Statistical methods. $3 825977
650 1 4 $a Bayesian Inference. $3 825978
650 2 4 $a Statistics for Business, Management, Economics, Finance, Insurance. $3 825914
650 2 4 $a Economic Theory/Quantitative Economics/Mathematical Methods. $3 731081
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
856 4 0 $u https://doi.org/10.1007/978-981-13-3609-6
950 $a Mathematics and Statistics (Springer-11649)