Universitetsvägen 10
Stockholm, Stockholm SE-106 91
Sweden
Stockholm University
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
IFRS 17, Financial Performance, Valuation, Allocation
discrimination, indirect discrimination, proxy discrimination, fairness, protected information, discrimination-free, unawareness, group fairness, statistical parity, independence axiom, equalized odds, separation axiom, predictive parity, sufficiency axiom
indirect discrimination, proxy discrimination, discrimination-free insurance pricing, unawareness price, best-estimate price, protected information, discriminatory covariates, fairness, incomplete information, multi-task learning, multioutput network
Expectation-Maximization, neural networks, boosting, mixtures of distributions
discrimination, indirect discrimination, proxy discrimination, fairness, protected attributes, discrimination-free, unawareness, group fairness, demographic parity, statistical parity, independence axiom, equalized odds, separation axiom, predictive parity, sufficiency axiom, input pre-process
sequential neural networks, mortality forecasting, ensemble models, boosting, Lee-Carter model
mean squared error of prediction, reserving methods, prediction error, estimation error, ultimate claim amount, claims development result, chain ladder method
Local bias adjustment, duration-weighted probabilities, non-life pricing, automatic tariffication
gradient boosting machines, cyclic coordinate descent, multi-parameter exponential family, early stopping
Proportional frailty, pandemic mortality stress, selection effects, Gompertz-Makeham, COVID-19
Consistency, Duration, Exponential dispersion family, Generalised linear model, Over-dispersion, Deviance estimators, Pearson estimators
compound Poisson model, gamma claim sizes, Tweedie's distribution, exponential dispersion family, generalized linear models, neural network
claims reserving, general insurance, individual claims data, micro-level reserving, neural networks, IBNR claims, RBNS claims, chain-ladder method, over-dispersed Poisson model
discrimination, differentiation, insurance pricing, individual policy char- acteristics, discriminatory covariates, direct discrimination, indirect discrimination, neural networks, complex algorithmic models, causal inference, confounding
