2 papers
q-fin.RM2025
Fairness-Aware Insurance Pricing: A Multi-Objective Optimization Approach
Tim J. Boonen, Xinyue Fan, Zixiao Quan
Machine learning improves predictive accuracy in insurance pricing but exacerbates trade-offs between competing fairness criteria across different discrimination measures, challeng…
q-fin.RM2025
Monopoly Pricing of Weather Index Insurance
Tim J. Boonen, Wenyuan Li, Zixiao Quan
This study models the monopoly pricing of weather index insurance as a Bowley-type sequential game involving a profit-maximizing insurer (leader) and a farmer (follower). The farme…