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Bayesiansk hierarkisk model×Loss Distribution Model×
FagområdeBayesianskAktuarvidenskab
FamilieBayesian methodsRegression model
Oprindelsesår20062012
OphavspersonGelman & Hill (2006); Bayesian multilevel traditionKlugman, Panjer & Willmot
Typehierarchical probabilistic modelParametric probability model
Oprindelig kildeGelman, A. & Hill, J. (2006). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. DOI ↗Klugman, S. A., Panjer, H. H., & Willmot, G. E. (2012). Loss Models: From Data to Decisions (4th ed.). Wiley. ISBN: 978-1-118-31532-3
Aliassermultilevel Bayes, Bayesian multilevel model, Bayesian HLM, partial pooling modelSeverity-Frequency Model, Aggregate Loss Model, Claim Size Distribution Model, Hasar Dağılımı Modeli
Relaterede43
ResuméBayesian hierarchical modelling, popularised by Gelman and Hill (2006), is a Bayesian approach to nested data structures — such as students within schools within districts — that estimates separate parameters at each level while allowing those levels to share statistical strength through a mechanism called partial pooling. Where a classical hierarchical linear model treats group means as fixed unknown quantities, the Bayesian version places hyperprior distributions on those group means so that information flows freely across levels, producing more reliable group-level estimates whenever any individual group has few observations.A Loss Distribution Model is a parametric statistical framework used in actuarial science to characterise the probabilistic behaviour of insurance claim amounts and frequencies. Developed comprehensively by Klugman, Panjer, and Willmot in their foundational text Loss Models: From Data to Decisions (first edition 1998, fourth edition 2012), these models underpin premium rating, reserving, reinsurance pricing, and regulatory capital calculations across the insurance and risk-management industries.
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ScholarGateSammenlign metoder: Bayesian Hierarchical Model · Loss Distribution Model. Hentet 2026-06-19 fra https://scholargate.app/da/compare