13 citations · 18 across the 5 of their papers we have counts for
5 papers
Differential Quantile-Based Sensitivity in Discontinuous Models
Silvana M. Pesenti, Pietro Millossovich, Andreas Tsanakas
Differential sensitivity measures provide valuable tools for interpreting complex computational models used in applications ranging from simulation to algorithmic prediction. Takin…
A Discussion of Discrimination and Fairness in Insurance Pricing
Mathias Lindholm, Ronald Richman, Andreas Tsanakas +1
Indirect discrimination is an issue of major concern in algorithmic models. This is particularly the case in insurance pricing where protected policyholder characteristics are not…
A multi-task network approach for calculating discrimination-free insurance prices
Mathias Lindholm, Ronald Richman, Andreas Tsanakas +1
In applications of predictive modeling, such as insurance pricing, indirect or proxy discrimination is an issue of major concern. Namely, there exists the possibility that protecte…
Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles
M. Merz, R. Richman, T. Tsanakas +1
A vastly growing literature on explaining deep learning models has emerged. This paper contributes to that literature by introducing a global gradient-based model-agnostic method,…
Insurance valuation: A two-step generalised regression approach
Karim Barigou, Valeria Bignozzi, Andreas Tsanakas
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 obt…