MODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATA

DOI10.1017/ASB.2018.19zbMath1404.62101OpenAlexW2800443151WikidataQ129899792 ScholiaQ129899792MaRDI QIDQ4691247

François Guertin, Denise Desjardins, Jean-François Angers, 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

nonlinear modelpanel dataPoissonDirichletindividual effectinsurance pricingfirm effectR code

Mathematics Subject Classification ID

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

Related Items (1)

POISSON MODELS WITH DYNAMIC RANDOM EFFECTS AND NONNEGATIVE CREDIBILITIES PER PERIOD

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