Non Linear Mixed Models for Predictive Modelling in Actuarial Science

We start with a discussion of model families for multilevel data outside the Gaussian framework. We continue with Generalized Linear Mixed Models ([GLMMs]), which enable generalized linear modeling with multilevel data. The Chapter includes highlights of estimation techniques for GLMMs, in the frequentist as well as Bayesian context. We continue with a discussion of Non Linear Mixed Models ([NLMMs]). The Chapter concludes with an extensive case study using a selection of R packages for GLMMs