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Modelling and estimating individual and firm effects with count panel data

Recurso electrónico / Electronic resource
Section: Articles
Title: Modelling and estimating individual and firm effects with count panel data / Jean-François Angers... [et al.]
Notes: Sumario: This article proposes a new parametric model with random effects for the estimation of accidents distribution in the presence of individual and firm effects. Non-observable factors are treated as random effects. A Poisson fixed effects model is estimated to verify the consistency of the random effects model.Related records: En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1049-1078Materia / lugar / evento: Matemática del seguro Métodos estadísticos Cálculo actuarial Siniestralidad Vehículos Evaluación de riesgos Otros autores: Desjardins, Denise
Dionne, Georges
Guertin, François
Other categories: 322
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