A multi-task network approach for calculating discrimination-free insurance prices

DOI10.1007/S13385-023-00367-ZMaRDI QIDQ6593136zbMATH OpenFDO

Authors M. Lindholm, Ronald Richman, A. Tsanakas, Mario V. Wüthrich

Publication date 26 August 2024

Published in European Actuarial Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

fairnessmulti-task learningincomplete informationdiscriminatory covariatesindirect discriminationproxy discriminationbest-estimate pricediscrimination-free insurance pricingmulti-output networkprotected informationunawareness price

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• scientific article; zbMATH DE number 6378127 (Why is no real title available?)
• scientific article; zbMATH DE number 1878317 (Why is no real title available?)
• Discrimination-free insurance pricing
• How to ask sensitive multiple-choice questions
• Indirect questioning in sample surveys
• Randomized response: a survey technique for eliminating evasive answer bias
• Statistical foundations of actuarial learning and its applications

Cited in

(4)

• Antidiscrimination Insurance Pricing: Regulations, Fairness Criteria, and Models
• What is fair? Proxy discrimination vs. demographic disparities in insurance pricing
• Enhancing actuarial non-life pricing models via transformers
• Measuring and mitigating biases in motor insurance pricing

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