{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006179637,0.001339192,0.002488758,0.001070536,0.0004668935,0.00295764,0.001772098,0.002669613,0.001646522],"category_scores_gemma":[0.01229991,0.001243198,0.001630549,0.001069639,0.002283956,0.003348361,0.001699682,0.002142185,0.0001176075],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001574613,"about_ca_system_score_gemma":0.00144485,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002737115,"about_ca_topic_score_gemma":0.00128894,"domain_scores_codex":[0.9974405,0.001708471,0.0001130552,0.0002735752,0.0003022563,0.0001620952],"domain_scores_gemma":[0.9948042,0.003641914,0.0007480395,0.0002360908,0.0003072232,0.0002624401],"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":[0.00004496464,0.0000681562,0.0009672444,0.00007236105,0.00008024731,0.0001148728,0.00009750188,0.7854255,0.0005580917,0.2047206,0.0003489077,0.007501686],"study_design_scores_gemma":[0.00001040005,0.00001735557,0.0001329061,0.000009408141,0.00001282956,0.00002060528,0.000008595801,0.9637724,0.00007657358,0.03573442,0.0001968583,0.000007670195],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.06605539,0.001698426,0.9277,0.0008142462,0.00005810704,0.00005504644,0.00008689273,0.00004390179,0.003487897],"genre_scores_gemma":[0.9348707,0.001451964,0.05848306,0.0001065812,0.0001697171,0.00009208911,0.0001445027,0.00003596521,0.00464539],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006179637,"threshold_uncertainty_score":0.03268141,"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."}}