A fair pricing model via adversarial learning

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 classification and “discrimination” is subtle. For this reason, there is a growing interest …