25 février 2022
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Arthur Charpentier, « A fair pricing model via adversarial learning », Freakonometrics, ID : 10.58079/oviz
with Vincent Grari, Sylvain Lamprier and Marcin Detyniecki we recently uploaded a paper a fair pricing model via adversarial learning on ArXiv At the core of insurance business lies classification between risky and non-risky insureds, actuarial fairness meaning that risky insureds should contribute more and pay a higher premium than non-risky or less-risky ones. Actuaries, therefore, use econometric or machine learning techniques to classify, but the distinction between a fair actuarial clas...