This note investigates fairness in insurance pricing, focusing on two complementary notions: proxy discrimination and demographic parity.
This paper proposes a new approach to risk classification based on Generalized Gaussian Pro-cess Regression (GGPR).
The expansion of the cyber insurance market is constantly under the threat of an accumulation event that would simultaneously affect a large number of policyholders…
This paper proposes a new approach to risk classification based on Generalized Gaussian Pro-cess Regression (GGPR).
L’émergence du boosting dans le domaine du machine learning a rapidement gagné en popularité parmi les actuaires. Les distributions de Tweedie (dont la Poisson, la Gamma) et binomiale sont les plus couramment utilisées en assurance par exemple pour les modèles de tarification.
