{"id":"W156480326","doi":"10.1007/978-1-4899-7442-6_6","title":"Hedging Costs for Variable Annuities Under Regime-Switching","year":2014,"lang":"en","type":"book-chapter","venue":"International series in management science/operations research/International series in operations research & management science","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Variable (mathematics); Economics; Actuarial science; Econometrics; Financial economics; Mathematics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004178312,0.0007535927,0.001278324,0.0007326751,0.0004414826,0.003037115,0.002287097,0.002343118,0.007555153],"category_scores_gemma":[0.01642029,0.0006516665,0.001254893,0.000931253,0.001120144,0.004828317,0.001340424,0.003328989,0.000304568],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001650691,"about_ca_system_score_gemma":0.0008804859,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001123633,"about_ca_topic_score_gemma":0.0008069912,"domain_scores_codex":[0.9991077,0.0002300356,0.0000670228,0.0001510057,0.0002450153,0.0001992492],"domain_scores_gemma":[0.992331,0.005676818,0.000584778,0.0006652414,0.0003873274,0.0003549118],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0004154086,0.0001310968,0.003107172,0.0001741117,0.0001453046,0.0004043805,0.0002152541,0.5293623,0.002513089,0.4075111,0.004031016,0.05198971],"study_design_scores_gemma":[0.00003103574,0.00008541648,0.002620294,0.00005607425,0.00006184225,0.0001512713,0.00008401222,0.7928399,0.0005779265,0.2022779,0.001176118,0.0000381252],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"methods","genre_scores_codex":[0.5845876,0.006330741,0.3628724,0.003444208,0.0006777044,0.0001167137,0.0005271946,0.0002716359,0.04117176],"genre_scores_gemma":[0.9811748,0.001102745,0.007052233,0.00008572169,0.0001837717,0.00003546124,0.0001946032,0.00005339501,0.01011729],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.007555153,"threshold_uncertainty_score":0.02527452,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07514635917777152,"score_gpt":0.3671966091503678,"score_spread":0.2920502499725963,"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."}}