I’m totally lost here. It always look all shade of grey, no matter what light is used etc.
Can somebody share example scene ? I find it is just impossible at all.
What material settings you are using and also what’s the color behind the hair and the color being reflected by hair?
Here is a sample scene with White Shiny preset with a bit of tweaks and Domelight:
Scene: https://drive.google.com/a/chaosgroup.com/file/d/1A-8XKbeM-n2fVVNLYQ2l4ypre-RvxtuK/view?usp=sharing
And the hair is looking white, right ? 
Much whiter than in your examples actually
Well, we figured out, that thers not much we can do. Only 50bounces and enabled caustics
It seems you are correct, I can’t make the material fully white. Higher values I could get are around 0.9, changing lighting or exposure helps to some extend but doesn’t affect the entire hair, some areas are affected too much while others doesn’t change much.
It’s a bit outdated thread but today I was lucky to catch our HairMtl developer and to play a bit with the two hair-materials in V-Ray, the regular VRayHairMtl and its successor VRayHairNextMtl.
It turns out there is a way to make both them whiter than the examples above. VRayHairMtl has multiplier parameter which can force the material to become even more brighter and for VRayHairNextMtl it’s necessary to set the Melanin to 0 and to increase the bounces in the scene. Here is a sample render and the scene:
https://drive.google.com/a/chaosgrou…ew?usp=sharing
Let me know if you have any questions.
Wow…great image - never considered it would be like this. And 10 minutes of research reveals an index of 1.55. I am enlightened 
The transparency is less obvious on darker hair, that image is of grey/white hairs. White hair is literally just hair that more transparent than darker hairs because of the lack of melanin. If you want to learn more, you can read this paper which the VRayHairNextMtl is based on