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

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 Workersâ€™ Compensation LargeLoss Regression Analysis
 Chapter 10  A Framework for Managing Claim Escalation Using Predictive Modeling
 Chapter 11  Predictive Modeling for UsageBased Auto Insurance
Chapter 7  Longitudinal and Panel Data Models
Authors
Edward W. Frees  University of WisconsinMadison
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.
Data 
R Demonstrations 
R Code 

Panel Data Demonstration  
Group Term Life Example 