Gao G. Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction

Springer, 2019. — 210 p. — ISBN: 9811336083.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.Bayesian Fundamentals
Advanced Bayesian Computation
Bayesian Chain Ladder Models
Bayesian Basis Expansion Models
Multivariate Modelling Using Copulas
Epilogue