{"id":"W1759628964","doi":"","title":"Pricing Survivor Forwards and Swaps in Incomplete Markets Using Simulation Techniques","year":2012,"lang":"en","type":"article","venue":"CBS Research Portal (Copenhagen Business School)","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Center for Interuniversity Research and Analysis on Organizations; Université de Montréal; HEC Montréal","funders":"","keywords":"Financial economics; Economics; Computer science; Business","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":[0.003666026,0.0007148999,0.001023667,0.0008321468,0.000408924,0.001624003,0.001125622,0.001587641,0.002949483],"category_scores_gemma":[0.01353852,0.0005876743,0.00120598,0.000772794,0.001212349,0.003211045,0.00109055,0.001329626,0.0001600106],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00100412,"about_ca_system_score_gemma":0.0008990398,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003664631,"about_ca_topic_score_gemma":0.003457581,"domain_scores_codex":[0.9990093,0.0006369669,0.0000529883,0.0000625059,0.0001837568,0.00005445683],"domain_scores_gemma":[0.9941373,0.004530028,0.0006439794,0.0002974652,0.0002339757,0.0001572371],"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":[0.00002768582,0.00001895069,0.000636103,0.00002079267,0.00003494375,0.00005303299,0.00004068488,0.9117412,0.0002980363,0.08330718,0.0001540086,0.003667469],"study_design_scores_gemma":[0.00001008563,0.00001199733,0.00008703877,0.000004896554,0.000004933217,0.000009553301,0.000006161725,0.9703667,0.00009800462,0.0291604,0.0002342756,0.000005906496],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1252215,0.0005816788,0.8680543,0.0007062503,0.00005155288,0.00005745591,0.0001050386,0.0001268114,0.005095397],"genre_scores_gemma":[0.8687796,0.001056501,0.126043,0.00007867698,0.00007607657,0.0001334661,0.0001613071,0.00005461898,0.003616758],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003666026,"threshold_uncertainty_score":0.01938802,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.13176570609689,"score_gpt":0.4433441262572521,"score_spread":0.3115784201603621,"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."}}