23 citations · 39 across the 9 of their papers we have counts for
11 papers
Mortality Forecasting using Variational Inference
Patrik Andersson, Mathias Lindholm
This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of eith…
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…
Bayesian Quantile-Based Portfolio Selection
Taras Bodnar, Mathias Lindholm, Vilhelm Niklasson +1
We study the optimal portfolio allocation problem from a Bayesian perspective using value at risk (VaR) and conditional value at risk (CVaR) as risk measures. By applying the poste…
How to ask sensitive multiple choice questions
Andreas Lagerås, Mathias Lindholm
Motivated by recent failures of polling to estimate populist party support, we propose and analyse two methods for asking sensitive multiple choice questions where the respondent r…
Insurance valuation: a computable multi-period cost-of-capital approach
Hampus Engsner, Mathias Lindholm, Filip Lindskog
We present an approach to market-consistent multi-period valuation of insurance liability cash flows based on a two-stage valuation procedure. First, a portfolio of traded financia…