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A Discussion of Discrimination and Fairness in Insurance Pricing
This is particularly the case in insurance pricing where protected policyholder characteristics are not allowed to be used for insurance pricing.
A multi-task network approach for calculating discrimination-free insurance prices
Here, we address this issue by using a multi-task neural network architecture for claim predictions, which can be trained using only partial information on protected characteristics, and it produces prices that are free from proxy discrimination.
Insurance valuation: A two-step generalised regression approach
Current approaches to fair valuation in insurance often follow a two-step approach, combining quadratic hedging with application of a risk measure on the residual liability, to obtain a cost-of-capital margin.
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