The incoming calls may not be shown in the contact history in People app if the contact's phone number is stored in a format that does not match the format used in the operator network. Depending on if the calling number received from the network is in international format (with country code) or in local format (without country code), the incoming call may not match with the number which is defined in contact details.
To solve the problem, use the same format in your contact's phone number which is used in the operator network. If the incoming call cannot be found in contact history, change the format of the contact number from the local to international format, or vice versa. Alternatively, define two numbers for the contact, one in local and the other in international format (e.g. in mobile and mobile 2 fields).
Note that you can see the complete call history in Phone > History. The issue of missing incoming calls occurs only when viewing the call history of a contact in the People hub.