Mixed models for predictive modeling in actuarial science
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| Publication date | 2012 |
| Series | AFI Research Report, AFI_1376 |
| Number of pages | 43 |
| Publisher | Leuven: KU Leuven |
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| 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 | Working paper |
| Note | September 17, 2012 |
| Language | English |
| Published at | https://lirias.kuleuven.be/bitstream/123456789/375158/1/AFI_1376.pdf |
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