"Methods for Quantifying Discriminatory Effects on Protected Classes in Insurance"

Professional Actuarial Topics Property/Casualty
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 The CAS paper "Methods for Quantifying Discriminatory Effects on Protected Classes in Insurance" by Mosley and Wenman is a ground-breaking work.

 I'm sure many actuaries have been working through the authors' examples to understand them.

 Would someone kindly share the R-code they used to recreate Figure 3 (Bias detection metrics for GLM with area) and Figure 4 (GLM average predictions by area)? 

 I have loaded datasets fremotor1freq0304a, b and c, and library(fairmodels).  At the moment I am stuck on the reweighting.

 Thank you.
1 Like
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Hi. I find this online community helpful in people sharing their expertise. I am surprised to have received no offers of assistance. Is this because many people have tried to recreate the examples and were unsuccessful, or is this because I am the only one who has tried?

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I haven’t had time to try it out.

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Hi.

Please see my original post, above, from September. I am trying to use R to recreate figures 3 and 4 in “Methods for Quantifying Discriminatory Effects on Protected Classes in Insurance” by Mosley and Wenman. Has anyone successfully done so, and if so would you be willing to share the R code? Or am I the only one who has tried to do this?

Thank you.