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arXiv research

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1 result for “discrimination-insensitive”

Discrimination-insensitive pricingq-fin.ST

Proposes a fair pricing framework insensitive to protected covariates.

problem Ensuring fair prices for financial products without using discriminatory covariates.

method Develops a discrimination-insensitive pricing framework using optimization and KL divergence.

result Proves existence and uniqueness of discrimination-insensitive pricing measures.

fair pricing discrimination-insensitive KL divergence optimization protected covariates

2026-03-17abs ↗pdf ↗