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

DOI10.1007/S13385-023-00367-ZzbMATH Open1548.91097MaRDI QIDQ6593136FDOQ6593136

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

Publication date: 26 August 2024

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

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)

Cites Work

• Title not available (Why is that?)
• Randomized Response: A Survey Technique for Eliminating Evasive Answer Bias
• Indirect Questioning in Sample Surveys
• Title not available (Why is that?)
• DISCRIMINATION-FREE INSURANCE PRICING
• How to ask sensitive multiple‐choice questions
• Statistical Foundations of Actuarial Learning and its Applications

Cited In (1)

• Enhancing actuarial non-life pricing models via transformers

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