{"id":"W2054127758","doi":"10.1016/j.insmatheco.2015.03.018","title":"Mortality modelling with regime-switching for the valuation of a guaranteed annuity option","year":2015,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":19,"is_retracted":false,"has_abstract":false,"ca_institutions":"Western University","funders":"","keywords":"Annuity; Actuarial science; Valuation (finance); Life annuity; Economics; Valuation of options; Business; Econometrics; Finance; Pension","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":[0.002844101,0.0001124982,0.0002342031,0.00004783507,0.0003065169,0.00009914745,0.0001862095,0.00005467549,9.618939e-7],"category_scores_gemma":[0.00005348696,0.00008642504,0.00006337428,0.0001008214,0.0001775759,0.0002419585,0.00002585495,0.00006483253,0.000001020623],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005017623,"about_ca_system_score_gemma":0.00007392898,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009554893,"about_ca_topic_score_gemma":0.001270404,"domain_scores_codex":[0.9990512,0.00003680097,0.0003612567,0.0001832241,0.0001751641,0.0001923979],"domain_scores_gemma":[0.998971,0.0001666201,0.0003698432,0.0002626759,0.0001779569,0.00005184941],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00009739311,0.0001823291,0.05752492,0.0002953399,0.0002390687,4.094167e-7,0.04593619,0.1537102,0.000008166664,0.7349577,0.00003518565,0.007013118],"study_design_scores_gemma":[0.0009652654,0.0000803008,0.01126603,0.00009339281,0.0001290089,0.000001343891,0.01306927,0.6933289,0.00003393418,0.2789301,0.001831393,0.0002710409],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7715178,0.0001321269,0.2259403,0.0001656078,0.0001242877,0.0006533123,0.00001935642,0.00001966255,0.001427537],"genre_scores_gemma":[0.9830672,0.0004194178,0.01629585,0.00004132328,0.00008069444,0.00005836555,0.000002303754,0.00001294896,0.00002192203],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5396187,"threshold_uncertainty_score":0.3524311,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1300792946984122,"score_gpt":0.3148422075839104,"score_spread":0.1847629128854982,"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."}}