{"id":"W2025996078","doi":"10.1155/2010/726389","title":"Pricing Equity‐Indexed Annuities under Stochastic Interest Rates Using Copulas","year":2010,"lang":"en","type":"article","venue":"Journal of Probability and Statistics","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada; Society of Actuaries","keywords":"Martingale (probability theory); Interest rate; Econometrics; Equity (law); Copula (linguistics); Actuarial science; Martingale pricing; Economics; Mathematics; Local martingale; Statistics; Finance","routes":{"ca_aff":true,"ca_fund":true,"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":[0.002674764,0.0001331571,0.0002910229,0.0001303601,0.0004860323,0.0002509036,0.0002373853,0.00009220919,0.00007909312],"category_scores_gemma":[0.001247312,0.000118922,0.00006581821,0.0001779085,0.0008864363,0.0003128633,0.0001023212,0.0004579368,0.000001294541],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001026728,"about_ca_system_score_gemma":0.0002505898,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005153375,"about_ca_topic_score_gemma":0.007782641,"domain_scores_codex":[0.9982472,0.000230289,0.0005699671,0.000157625,0.0004848676,0.0003100543],"domain_scores_gemma":[0.9983879,0.0004552189,0.0004501783,0.0001424283,0.0004038205,0.0001604038],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00009325551,0.000286424,0.0507546,0.0002569087,0.0001135233,0.00002424653,0.009250946,0.001361128,0.0002976281,0.9205913,0.0003444364,0.0166256],"study_design_scores_gemma":[0.0006464857,0.0002337756,0.1219508,0.0001280299,0.0001986135,0.00002409664,0.008036942,0.002322933,0.00003134007,0.8647733,0.001308464,0.0003452436],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7814032,0.0000795706,0.2164014,0.0002418182,0.001047651,0.0002488617,0.00003769946,0.00001385621,0.0005259764],"genre_scores_gemma":[0.9419039,0.00005926156,0.05767518,0.00007180175,0.0002379934,0.000001356009,0.000001244607,0.000008789571,0.00004048257],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1605007,"threshold_uncertainty_score":0.48495,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09613789199123993,"score_gpt":0.3906623734816069,"score_spread":0.2945244814903669,"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."}}