Mixed Models for Predictive Modelling in Actuarial Science
نویسندگان
چکیده
منابع مشابه
on some bayesian statistical models in actuarial science with emphasis on claim count
چکیده ندارد.
15 صفحه اولActuarial Statistics With Generalized Linear Mixed Models
Over the last decade the use of generalized linear models (GLMs) in actuarial statistics received a lot of attention, starting from the actuarial illustrations in the standard text by McCullagh & Nelder (1989). Traditional GLMs however model a sample of independent random variables. Since actuaries very often have repeated measurements or longitudinal data (i.e. repeated measurements over time)...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2012
ISSN: 1556-5068
DOI: 10.2139/ssrn.2247356