We give a general discussion of linear mixed models and continue with illustrating specific actuarial applications of this type of models. Technical details on linear mixed models follow: model assumptions, specifications, estimation techniques and methods of inference. We include three worked...

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...

Vehicular traffic typically plays an important role in atmospheric pollution. This is especially true in urban areas, where high pollutant concentrations are often observed. In this paper, we consider hourly measures of concentrations of nitrogen oxides (NO, NO2 and NOx), carbon oxide (CO) and...