2 papers
q-fin.ST2026
Discrimination-insensitive pricing
Kathleen Miao, Silvana Pesenti
Rendering fair prices for financial, credit, and insurance products is of ethical and regulatory interest. In many jurisdictions, discriminatory covariates, such as gender and ethn…
stat.ME2025
Robust Elicitable Functionals
Kathleen E. Miao, Silvana M. Pesenti
Elicitable functionals and (strictly) consistent scoring functions are of interest due to their utility of determining (uniquely) optimal forecasts, and thus the ability to effecti…