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

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

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)

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

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• Randomized response: a survey technique for eliminating evasive answer bias
• Indirect questioning in sample surveys
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• 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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