{"id":"W1780116807","doi":"10.3233/rda-130099","title":"Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling","year":2014,"lang":"en","type":"article","venue":"Risk and Decision Analysis","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Alberta","funders":"","keywords":"Valuation (finance); Interest rate; Actuarial science; Economics; Financial economics; Business; 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":[],"consensus_categories":[],"category_scores_codex":[0.002815443,0.0001244016,0.00038089,0.0004628947,0.0004488601,0.0001107627,0.0001342491,0.00006174484,0.00001436895],"category_scores_gemma":[0.0007183766,0.000109128,0.000146234,0.0009953376,0.0001889636,0.0001145727,0.00005427556,0.00009283475,0.000003389539],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002186994,"about_ca_system_score_gemma":0.00001611312,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001449808,"about_ca_topic_score_gemma":0.002054862,"domain_scores_codex":[0.9982992,0.00023286,0.0004371943,0.0003521909,0.0004700362,0.0002084485],"domain_scores_gemma":[0.9986636,0.0005264829,0.0002699631,0.0002356724,0.0002271081,0.00007717602],"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":[0.00006640264,0.000084296,0.1338319,0.00001126856,0.0002361529,7.532651e-7,0.002497786,0.622721,0.00001763704,0.008498165,0.00001468297,0.23202],"study_design_scores_gemma":[0.0003434769,0.00002219374,0.1648403,0.00004187389,0.0004185163,9.180646e-8,0.0008787783,0.8226326,0.000004358942,0.01059851,0.0001018391,0.0001175451],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5874384,0.0006727637,0.4114873,0.00002689586,0.00005829646,0.0001035912,0.000006167845,0.00001337757,0.0001932245],"genre_scores_gemma":[0.9964709,0.001703346,0.001729865,0.00002905573,0.00003731078,0.00000694336,0.000003186564,0.000005968378,0.00001344374],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4097574,"threshold_uncertainty_score":0.4450113,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03142649339236644,"score_gpt":0.3219380355503289,"score_spread":0.2905115421579625,"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."}}