{"id":"W1493538317","doi":"10.1111/j.1539-6975.2012.01469.x","title":"Mortality Portfolio Risk Management","year":2012,"lang":"en","type":"article","venue":"Journal of Risk & Insurance","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":47,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of New Brunswick; University of Manitoba","funders":"","keywords":"CVAR; Downside risk; Portfolio; Actuarial science; Diversification (marketing strategy); Risk management; Variance (accounting); Economics; Life insurance; Econometrics; Expected shortfall; Business; Financial economics; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.007540571,0.0002929427,0.0005382047,0.0003875623,0.0007967649,0.0001324436,0.000860519,0.0001404743,0.0002372649],"category_scores_gemma":[0.0003196767,0.0002649561,0.0005525601,0.0009390073,0.0004162241,0.001254922,0.0001047977,0.000700958,0.0001065051],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002762124,"about_ca_system_score_gemma":0.00007177203,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002285138,"about_ca_topic_score_gemma":0.0006566626,"domain_scores_codex":[0.9950148,0.0008922658,0.001100087,0.0002648008,0.001795229,0.0009328487],"domain_scores_gemma":[0.9963944,0.0001613533,0.002049484,0.0005526988,0.0003840977,0.0004579486],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00004904197,0.0003601727,0.9442075,0.0000292608,0.0004216205,0.00005403603,0.002901238,0.0001099275,0.000001883657,0.0161634,0.004353641,0.03134827],"study_design_scores_gemma":[0.0005613792,0.00003512856,0.8241982,0.00004978415,0.0002564639,0.000006501639,0.001913323,0.000003563857,0.00001524253,0.003919128,0.1687825,0.0002588244],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9248902,0.004542269,0.000944893,0.00009926338,0.003495376,0.0003752666,0.00006152933,0.00006618411,0.06552502],"genre_scores_gemma":[0.9660448,0.02941904,0.002515149,0.0001536514,0.001535878,0.00001146986,0.000001508116,0.00002996568,0.0002884973],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1644288,"threshold_uncertainty_score":0.9999803,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01812124316482306,"score_gpt":0.3095832903799358,"score_spread":0.2914620472151127,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}