Bayesian claims reserving methods in non-life insurance with Stan - Guangyuan Gao Gebunden

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.