- Mixed models for predictive modeling in actuarial science
- Number of pages
- Leuven: KU Leuven
- AFI Research Report
- Volume | Edition (Serie)
- Document type
- Working paper
- Faculty of Economics and Business (FEB)
- Amsterdam School of Economics Research Institute (ASE-RI)
- 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.
- September 17, 2012
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