Boucher, Jean-Philippe; Guillén, Montserrat A survey on models for panel count data with applications to insurance. (English) Zbl 1180.62147 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 277-294 (2009). Summary: In insurance the expected number of claims per year given the observed characteristics of the covered risk is the basis for setting the price of a policy. Companies accumulate information of clients along several years, but in practice the panel data structure is not exploited. We review panel count data models that are useful in this context and present a new alternative based on the generalization of a compound sum. Cited in 5 Documents MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 62E15 Exact distribution theory in statistics 65C60 Computational problems in statistics (MSC2010) 91B30 Risk theory, insurance (MSC2010) Keywords:panel data; random effects; conditional distribution; zero-inflated distribution; hurdle distribution; compound sum; duration models PDFBibTeX XMLCite \textit{J.-P. Boucher} and \textit{M. Guillén}, RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 277--294 (2009; Zbl 1180.62147) Full Text: DOI EuDML