Prediction Discrepancies for the Evaluation of Nonlinear Mixed-Effects Models

the application of multivariate probit models for conditional claim-types (the case study of iranian car insurance industry)

هدف اصلی نرخ گذاری بیمه ای تعیین نرخ عادلانه و منطقی از دیدگاه بیمه گر و بیمه گذار است. تعین نرخ یکی از مهم ترین مسایلی است که شرکتهای بیمه با آن روبرو هستند، زیرا تعیین نرخ اصلی ترین عامل در رقابت بین شرکتها است. برای تعیین حق بیمه ابتدا می باید مقدار مورد انتظار ادعای خسارت برای هر قرارداد بیمه را برآورد کرد. روش عمومی مدل سازی خسارتهای عملیاتی در نظر گرفتن تواتر و شدت خسارتها می باشد. اگر شر...

Model Building for Nonlinear Mixed-Effects Models

Nonlinear mixed-effects models involve both fixed effects and random effects. Model building for nonlinear mixed-effects models is the process of determining the characteristics of both the fixed and the random effects so as to give an adequate but parsimonious model. We describe procedures based on information criterion statistics for comparing different structures of the random effects compon...

Nonlinear mixed effects models for longitudinal data

Nonlinear mixed-effects modeling: individualization and prediction.

The development of biomathematical models for the prediction of fatigue and performance relies on statistical techniques to analyze experimental data and model simulations. Statistical models of empirical data have adjustable parameters with a priori unknown values. Interindividual variability in estimates of those values requires a form of smoothing. This traditionally consists of averaging ob...

Dirichlet Processes in Nonlinear Mixed Effects Models

Two efficient approaches are considered to deal with the difficulty in computing the intractable integrals when implementing Gibbs sampling in the nonlinear mixed effects model (NLMM) based on Dirichlet processes (DP). The first approach computes the Laplace's approximation to the integral for its high accuracy, low cost, and ease of implementation. The second approach uses the no-gaps algorith...