38 citations · 104 across the 32 of their papers we have counts for
3 papers · 1 filter
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…
Model selection with Gini indices under auto-calibration
Mario V. Wüthrich
The Gini index does not give a strictly consistent scoring rule in general. Therefore, maximizing the Gini index may lead to wrong decisions. The main issue is that the Gini index…
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…