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faculty: "FEB" and publication year: "2012"
| Authors | K. Antonio, Y. Zhang | | Title | Mixed models for predictive modeling in actuarial science |
| Publisher | KU Leuven |
| Place | Leuven |
| Year | 2012 |
| Pages | 43 |
| Title series | AFI Research Report |
| Series number | AFI_1376 |
| Faculty | Faculty of Economics and Business |
| Institute/dept. | FEB: Research Institute in Economics and Econometrics Amsterdam (RESAM) |
| Abstract | We start with a general discussion of mixed (also called multilevel) models and continue with illustrating specific (actuarial) applications of this type of models. Technical details on (linear, generalized, non–linear) mixed models follow: model assumptions, specifications, estimation techniques and methods of inference. Detailed links with useful R packages and SAS procedures are included. Illustrations in this Chapter illustrate the frequentist as well as Bayesian point of view. |
| Document type | Report |
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