Description
Bayesian Claims Reserving Methods in Non-life Insurance with Stan, 1st ed. 2018
An Introduction
Author: Gao Guangyuan
Language: EnglishSubjects for Bayesian Claims Reserving Methods in Non-life Insurance...:
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Description
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The first book provides explicit Stan code for non-life claims reserving
The book has a thorough review of many aspects of Bayesian statistics, and relates them to claims reserving problem
The book addresses three important points in claims reserving: proposing a stochastic payments per claim incurred model (Section 4), estimating the tail factor via basis expansion models (Section 5), and aggregating claims liabilities by copulas (Section 6)
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