中文摘要：

从广义线性模型（GLM）的局限性出发，分析了几种常见的扩展模型，并重点深入分析了基于位置、尺度、形状的广义可加模型（GAMLSS）。最后对一组保险数据建立了损失频率和损失强度的GAMLSS模型，并与GLM做了对比分析。从不同角度研究了GAMLSS在非寿险费率分析中的应用，本文的研究将丰富非寿险费率分析方法。

英文摘要：

Starting from the analysis of limitations of generalized linear models （ GLM）, we analyzed several im- proved models, especially the generalized additive models for location, scale and shape. Finally we constructed GAMLSS for loss frequency data and loss severity data and compared the results with what was given by GLM. We demonstrated the applications of GAMLSS in non-life insurance ratemaking analysis from different angles, which may enrich the methods of non-life insurance ratemaking analysis.