We are excited to share a new paper on “Discrimination-Free Insurance Pricing” written by Mathias Lindholm, Andreas Tsanakas, Mario Wüthrich and a small contribution from myself. In this paper, we present a general method for removing direct and indirect discrimination from the types of models in common use in the insurance sector (GLMs) as well as more advanced machine learning methods.
One of my favorite plots from the paper shows a comparison of prices produced using a neural net with our method applied to the results.
We would like to hear your feedback and the paper can be downloaded here:
The call for abstracts is open for the first Insurance Data Science Conference
– Africa at the Sandton Convention Centre, 20 April 2020, which is jointly
organized by the Actuarial Society of South Africa, QED Actuaries and
Consultants and the University of the Witwatersrand. The invited keynote
speakers are Mario Wüthrich (RiskLab, ETH
Zürich) and Marjorie Ngwenya (ALU School of Insurance, past President
of the Institute and Faculty of Actuaries).
We are inviting abstracts in the areas of insurance
analytics, machine learning, artificial intelligence, and actuarial science.
Please send your abstract by 29 February 2020 to: email@example.com
Your submission should include:
affiliation of the speaker
Email address of
Title of the
Abstract of 10 to
20 lines and not more than 5 references
Note: The international version
of this conference has been held in European cities for the past 7 years and
returns to London in 2020. For more information, please visit: https://www.insurancedatascience.org/