Causal-aware generative imputation for automated underwriting

Qian LI, Tri Dung DUONG, Zhichao WANG, Shaowu LIU, Dingxian WANG, Guandong XU

Research output: Chapter in Book/Report/Conference proceedingChapters

7 Citations (Scopus)


Underwriting is an important process in insurance and is concerned with accepting individuals into insurance policy with tolerable claim risk. Underwriting is a tedious and labor intensive process relying on underwriters' domain knowledge and experience, thus is labor intensive and prone to error. Machine learning models are recently applied to automate the underwriting process and thus to ease the burden on the underwriters as well as improve underwriting accuracy. However, observational data used for underwriting modelling is high dimensional, sparse and incomplete, due to the dynamic evolving nature (e.g., upgrade) of business information systems. Simply applying traditional supervised learning methods e.g., logistic regression or Gradient boosting on such highly incomplete data usually leads to the unsatisfactory underwriting result, thus requiring practical data imputation for training quality improvement. In this paper, rather than choosing off-the-shelf solutions tackling the complex data missing problem, we propose an innovative Generative Adversarial Nets (GAN) framework that can capture the missing pattern from a causal perspective. Specifically, we design a structural causal model to learn the causal relations underlying the missing pattern of data. Then, we devise a Causality-aware Generative network (CaGen) using the learned causal relationship prior to generating missing values, and correct the imputed values via the adversarial learning. We also show that CaGen significantly improves the underwriting prediction in real-world insurance applications. Copyright © 2021 Association for Computing Machinery.

Original languageEnglish
Title of host publicationProceedings of the 30th ACM International Conference on Information & Knowledge Management
Place of PublicationNew York
PublisherAssociation for Computing Machinery
ISBN (Electronic)9781450384469
Publication statusPublished - Oct 2021


Li, Q., Duong, T. D., Wang, Z., Liu, S., Wang, D., & Xu, G. (2021). Causal-aware generative imputation for automated underwriting. In Proceedings of the 30th ACM International Conference on Information & Knowledge Management (pp. 3916-3924). Association for Computing Machinery.


  • Data imputation
  • Automated underwriting
  • Causal-awareness
  • GANs


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