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Modelowanie hierarchiczne bayesowskie×Model rozkładu strat×
DziedzinaStatystyka bayesowskaNauki aktuarialne
RodzinaBayesian methodsRegression model
Rok powstania20062012
TwórcaGelman & Hill (2006); Bayesian multilevel traditionKlugman, Panjer & Willmot
Typhierarchical probabilistic modelParametric probability model
Źródło pierwotneGelman, 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
Inne nazwymultilevel Bayes, Bayesian multilevel model, Bayesian HLM, partial pooling modelSeverity-Frequency Model, Aggregate Loss Model, Claim Size Distribution Model, Hasar Dağılımı Modeli
Pokrewne43
PodsumowanieBayesian 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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