Bayesian claims reserving methods in non-life insurance with stan: an introduction
Auteur :
Gao, Guangyuan
Éditeur :
Springer Verlag, Singapore
ISBN :
9789811336089
Date de publication :
17 janv. 2019
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
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.