DISCRIMINATION-FREE INSURANCE PRICING
From MaRDI portal
Publication:5067881
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
differentiationcausal inferenceinsurance pricingdirect discriminationdiscriminatory covariatesindirect discriminationindividual policy characteristicsproxy discrimination
Related Items
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