中文摘要：

本文结合非寿险精算中普遍存在的具有层次性和相关性的数据结构,在分层模型的全新视角下,充分借鉴分层模型的理论研究成果,对分层模型在非寿险定价与索赔准备金评估中的应用研究的最新成果进行了系统梳理和总结,并将贝叶斯方法、随机模拟、信度理论、数据分析技术、科学计算等融合其中。在此基础上,提出了一些有待深入探索和进一步扩展的新思路。这对提升我国非寿险精算学科的统计分析体系,促进我国非寿险精算学科的发展具有重要的科学研究意义。

英文摘要：

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.