عنوان
پدید آورنده
موضوع
رده
QA279.5 .G36 2018
QA279
.
5
.
G36
2018
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9789811336096
(Number (ISBN
9811336091
Erroneous ISBN
9789811336089
Erroneous ISBN
9811336083
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Bayesian claims reserving methods in non-life Insurance with Stan :
General Material Designation
[Book]
Other Title Information
an introduction /
First Statement of Responsibility
Guangyuan Gao.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Singapore :
Name of Publisher, Distributor, etc.
Springer,
Date of Publication, Distribution, etc.
[2018]
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource
GENERAL NOTES
Text of Note
Includes index.
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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.
0
SUMMARY OR ABSTRACT
Text of Note
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.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
Springer Nature
Stock Number
com.springer.onix.9789811336096
OTHER EDITION IN ANOTHER MEDIUM
Title
Bayesian Claims Reserving Methods in Non-Life Insurance with Stan : An Introduction.
International Standard Book Number
9789811336089
TOPICAL NAME USED AS SUBJECT
Bayesian statistical decision theory.
Insurance claims-- Statistical methods.
Bayesian statistical decision theory.
(SUBJECT CATEGORY (Provisional
MAT029000
PBTB
PBTB
DEWEY DECIMAL CLASSIFICATION
Number
519
.
5/42
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA279
.
5
Book number
.
G36
2018
PERSONAL NAME - PRIMARY RESPONSIBILITY
Gao, Guangyuan.
ORIGINATING SOURCE
Date of Transaction
20200823234212.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
