DISCRIMINATION-FREE INSURANCE PRICING

DOI10.1017/asb.2021.23zbMath1484.91396OpenAlexW3206660074MaRDI QIDQ5067881

Ronald Richman, Andreas Tsanakas, Mario V. Wüthrich, Mathias Lindholm

Publication date: 4 April 2022

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/512367

zbMATH Keywords

differentiationcausal inferenceinsurance pricingdirect discriminationdiscriminatory covariatesindirect discriminationindividual policy characteristicsproxy discrimination

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (3)

Interpreting deep learning models with marginal attribution by conditioning on quantiles ⋮ Lasso regularization within the LocalGLMnet architecture ⋮ Insurance with heterogeneous preferences

Cites Work

• Unnamed Item
• Unnamed Item
• Greedy function approximation: A gradient boosting machine.
• Causal inference in statistics: an overview
• I-divergence geometry of probability distributions and minimization problems
• A unisex stochastic mortality model to comply with EU Gender Directive
• Unisex pricing of German participating life annuities -- boon or bane for customer and insurance company?
• Adverse Selection Spirals
• Probability with Martingales
• Insurance markets and unisex tariffs: is the European Court of Justice improving or destroying welfare?
• SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL

This page was built for publication: DISCRIMINATION-FREE INSURANCE PRICING