Cover Image

Discrimination-free Insurance Pricing with Privatized Sensitive Attributes

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Zhang, Tianhe, Liu, Suhan, Shi, Peng
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Computers and Society Risk Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Is TabPFN the Silver Bullet for Insurance Pricing?
by: Deprez, Bruno, et al.
Published: (2026)

Fairness-Aware Insurance Pricing: A Multi-Objective Optimization Approach
by: Boonen, Tim J., et al.
Published: (2025)

Tab-TRM: Tiny Recursive Model for Insurance Pricing on Tabular Data
by: Padayachy, Kishan, et al.
Published: (2026)

Algorithmic Insurance
by: Bertsimas, Dimitris, et al.
Published: (2021)

Marginal Fairness: Fair Decision-Making under Risk Measures
by: Huang, Fei, et al.
Published: (2025)

An Enhanced Focal Loss Function to Mitigate Class Imbalance in Auto Insurance Fraud Detection with Explainable AI
by: Boabang, Francis, et al.
Published: (2025)

A transformer-based model for default prediction in mid-cap corporate markets
by: Korangi, Kamesh, et al.
Published: (2021)

Insuring Uninsurable Risks from AI: Government as Insurer of Last Resort
by: Trout, Cristian
Published: (2024)

Deep Learning for Cross-Border Transaction Anomaly Detection in Anti-Money Laundering Systems
by: Yu, Qian, et al.
Published: (2024)

Robust Insurance Pricing and Liquidity Management
by: Pang, Shunzhi
Published: (2025)

Monopoly Pricing of Weather Index Insurance
by: Boonen, Tim J., et al.
Published: (2025)

Robust Investment-Driven Insurance Pricing and Liquidity Management
by: Chen, Bingzheng, et al.
Published: (2026)

Robust Investment-Driven Insurance Pricing under Correlation Ambiguity
by: Pang, Shunzhi
Published: (2026)

Privacy-Enhancing Collaborative Information Sharing through Federated Learning -- A Case of the Insurance Industry
by: Dong, Panyi, et al.
Published: (2024)

Incorporating data drift to perform survival analysis on credit risk
by: Peng, Jianwei, et al.
Published: (2026)

Streamlining Compliance And Risk Management with Regtech Solutions
by: Bagwe, Chintamani
Published: (2025)

Advanced Applications of Generative AI in Actuarial Science: Case Studies Beyond ChatGPT
by: Hatzesberger, Simon, et al.
Published: (2025)

Transfer Learning for Loan Recovery Prediction under Distribution Shifts with Heterogeneous Feature Spaces
by: Gerling, Christopher, et al.
Published: (2026)

Empirical Asset Pricing via Ensemble Gaussian Process Regression
by: Filipović, Damir, et al.
Published: (2022)

Sensitivity Analysis of Ruin of an Insurance Company in Ghana
by: Pabifio, Daniel Tawiah
Published: (2024)

Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment
by: Liu, Bingyao, et al.
Published: (2024)

KACDP: A Highly Interpretable Credit Default Prediction Model
by: Liu, Kun, et al.
Published: (2024)

Robust Bayesian Dynamic Programming for On-policy Risk-sensitive Reinforcement Learning
by: Han, Shanyu, et al.
Published: (2025)

Entity-Specific Cyber Risk Assessment using InsurTech Empowered Risk Factors
by: Guo, Jiayi, et al.
Published: (2025)

Could Large Language Models work as Post-hoc Explainability Tools in Credit Risk Models?
by: Geng, Wenxi, et al.
Published: (2026)

Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance
by: Zhang, Qingkai, et al.
Published: (2025)

Leveraging Convolutional Neural Network-Transformer Synergy for Predictive Modeling in Risk-Based Applications
by: Wang, Yuhan, et al.
Published: (2024)

A Novel approach to portfolio construction
by: Di Matteo, T., et al.
Published: (2026)

Deep Hedging of Green PPAs in Electricity Markets
by: Biegler-König, Richard, et al.
Published: (2025)

Fast Deep Hedging with Second-Order Optimization
by: Mueller, Konrad, et al.
Published: (2024)

Advancing Anomaly Detection: Non-Semantic Financial Data Encoding with LLMs
by: Bakumenko, Alexander, et al.
Published: (2024)

Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning
by: Taylor, Robert
Published: (2024)

DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions
by: Moreno-Pino, Fernando, et al.
Published: (2022)

Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
by: François, Pascal, et al.
Published: (2024)

Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering
by: Schmitt, Marc
Published: (2024)

Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models
by: Sun, Wenying, et al.
Published: (2024)

Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning
by: Wang, Daixin, et al.
Published: (2024)

Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method
by: Wang, Yanlong, et al.
Published: (2025)

Combining Intra-Risk and Contagion Risk for Enterprise Bankruptcy Prediction Using Graph Neural Networks
by: Zhao, Yu, et al.
Published: (2022)

Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions
by: Zhang, Jinghan, et al.
Published: (2024)