This chapter reviews the panel data forecasting literature. Starting with simple forecasts based on fixed and random effects panel data models. Next, these forecasts are extended to allow for various ARMA type structure on the disturbances, as well as spatial autoregressive and moving average...

Using telematics data, we study the relationship between claim frequency and distance driven through different models by observing smooth functions. We used Generalized Additive Models (GAM) for a Poisson distribution, and Generalized Additive Models for Location, Scale, and Shape (GAMLSS) that...