{"id":"W1576306301","doi":"10.3233/rda-2012-0087","title":"Efficient hedging for equity-linked life insurance contracts with stochastic interest rate","year":2013,"lang":"en","type":"article","venue":"Risk and Decision Analysis","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Alberta","funders":"","keywords":"Life insurance; Equity (law); Valuation (finance); Interest rate; Actuarial science; Stochastic game; Economics; Insurance policy; Econometrics; Financial economics; Microeconomics; 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007705124,0.001355791,0.002332442,0.001039329,0.0006055777,0.002816324,0.001802308,0.002661227,0.002515833],"category_scores_gemma":[0.01556485,0.001306612,0.001488952,0.001116136,0.002106244,0.004215474,0.00252747,0.002369496,0.0001568474],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001658524,"about_ca_system_score_gemma":0.001380175,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001036882,"about_ca_topic_score_gemma":0.000608371,"domain_scores_codex":[0.997399,0.001614049,0.0001116782,0.0002861988,0.0003801494,0.0002090373],"domain_scores_gemma":[0.9929548,0.005273429,0.0007685053,0.0002599528,0.0002687777,0.0004745346],"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":[0.0002031925,0.0001667094,0.001653818,0.000158666,0.0001437043,0.000328418,0.000213154,0.7518978,0.00202951,0.2254811,0.0005089617,0.01721504],"study_design_scores_gemma":[0.00003578662,0.00007362697,0.0002769552,0.00001589861,0.00002236338,0.00005574493,0.00002318353,0.9393535,0.0002670698,0.05955498,0.0003048507,0.00001599823],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1484578,0.001404493,0.8463017,0.0005473582,0.00004614066,0.00009018117,0.00008322381,0.0000523391,0.003016655],"genre_scores_gemma":[0.9449745,0.0009416103,0.0482657,0.00008556629,0.00008746121,0.0001040958,0.0001824648,0.00004594803,0.005312645],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007705124,"threshold_uncertainty_score":0.04074907,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03863906529136878,"score_gpt":0.3419434431389947,"score_spread":0.3033043778476259,"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."}}