Predictive Modeling Applications in Actuarial Science
- Volume 1
- Introduction
- Predictive Modeling Foundations
- Predictive Modeling Methods
- Bayesian and Mixed Modeling
- Longitudinal Modeling
- Volume 2
- Generalized Linear Model
- Extensions of the Generalized Linear Model
- Unsupervised Predictive Modeling Methods
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Applications on Current Problems in Actuarial Science
- Chapter 8 - The Predictive Distribution of Loss Reserve Estimates over a Finite Time Horizon
- Chapter 9 - Finite Mixture Model and Workers’ Compensation Large-Loss Regression Analysis
- Chapter 10 - A Framework for Managing Claim Escalation Using Predictive Modeling
- Chapter 11 - Predictive Modeling for Usage-Based Auto Insurance
Chapter 7 - Longitudinal and Panel Data Models
Authors
Edward W. Frees | University of Wisconsin-Madison
jfrees@bus.wisc.edu
Chapter Preview
This chapter considers regression methods where the analyst has the ability to follow a unit of analysis such as a policyholder over time. In the biomedical literature, this type of information is known as longitudinal data and, in the econometric literature, as panel data.
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