Modelling and estimating individual and firm effects with count panel data

DOI10.1017/ASB.2018.19MaRDI QIDQ4691247zbMATH OpenOpenAlexWikidataFDO

Authors Jean-François Angers, Denise Desjardins, François Guertin, Georges Dionne

Publication date 19 October 2018

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/asb.2018.19

zbMATH Keywords

panel datanonlinear modelPoissonDirichletindividual effectinsurance pricingfirm effectR code

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3984433 (Why is no real title available?)
• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• Debt, moral hazard and airline safety: An empirical evidence
• Dependence in Dynamic Claim Frequency Credibility Models
• Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
• Experience Rating Schemes for Fleets of Vehicles
• Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Hierarchical insurance claims modeling
• Inferring technological parameters from incomplete panel data
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Regression analysis of count data
• Specification Tests in Econometrics
• Tariff systems for fleets of vehicles: a study on the portfolio of Fidelidade
• The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
• Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles

Cited in

(2)

• Accounting for persistence in panel count data models. An application to the number of patents awarded
• Poisson models with dynamic random effects and nonnegative credibilities per period

Describes a project that uses

Uses Software

• R

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