关键词: 分层模型, 非寿险定价, 索赔准备金评估, 贝叶斯方法, 信度理论

Abstract: The paper is oriented to the forefront and focal point of the international actuarial theory studies, in combination with the characteristics of non-life insurance data, i.e., the data in general has some hierarchical structure and some dependence, and the distributions of the observation are among a wide class of the exponential dispersion family, from a new perspective of hierarchical models, fully references the results of theoretical studies of the hierarchical models, collates and summarizes the latest results of hierarchical models in non-life insurance pricing and claims reserving. Further, the paper incorporates Bayesian methods, stochastic simulation, credibility theory, data analysis techniques and scientific computing into the hierarchical setting, upon which some new ideas needed further exploration and extension also are proposed and discussed. These studies will have an important scientific significance to enhance the statistical analysis system of the non-life actuarial disciplines and to promote the development of non-life actuarial disciplines in China.

Key words: Hierarchical Models, Non-life Insurance Pricing, Claims Reserving, Bayesian Methods, Credibility Theory