I had an argument with a friend, since he didn't find "claustrophilia" in the dictionary he thought it should be called a nonce word. I thought the term "nonce" was for one-off words that arose a single time by a single speaker, whereas a word constructed according to accepted productive rules of English like "claustrophilia", "Benghazigate", or "diphosphorus pentoxide" should not be classified as nonce words, even though they do not appear in your dictionary. But is there some other term that does describe words of this class?
Nonce is used in two senses in linguistics: 1) an 'occasionalism' - word used in a one off conversation and 2) a non-existent word (non-word) following the phonological patterns of the language used as distractors or targets in psycholinguistic experiments.
In the first sense, 'nonce' is a type of neologism.
With rare words, it is difficult to exactly determine what term to apply them and ultimately, it's not that important. It would appear that at least one dictionary actually lists claustrophilia and it has some other hits on Google, so it's not clear if it's a neologism or just a very rare words that some people may 'recreate' independently. Therefore, the type of word is not just a property of the lexical item itself but rather of the interaction of the form, its history, speakers' knowledge of the word and the context of usage. Being able to describe what goes on is more important than the label.