{"id":"W2088762864","doi":"10.1016/s0167-6687(01)00072-5","title":"Valuation of segregated funds: shout options with maturity extensions","year":2001,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":50,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Valuation (finance); Maturity (psychological); Embedded option; Actuarial science; Complementarity (molecular biology); Business; Economics; 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004368247,0.001197807,0.001361989,0.001102508,0.0005636326,0.004233237,0.001616947,0.00324561,0.001919749],"category_scores_gemma":[0.01402552,0.000624467,0.001063365,0.001133388,0.002491676,0.009329525,0.002137553,0.002359077,0.0001610831],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00113603,"about_ca_system_score_gemma":0.000683674,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004936742,"about_ca_topic_score_gemma":0.0004117943,"domain_scores_codex":[0.9990533,0.0005658157,0.00004159005,0.0001126209,0.0001348168,0.00009191612],"domain_scores_gemma":[0.9955091,0.002240561,0.0007013407,0.0003816887,0.0004273046,0.0007398485],"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":[0.0002507507,0.0000688475,0.0007552083,0.00005230474,0.00006115364,0.0002647417,0.0001691909,0.1006373,0.001891213,0.8871368,0.0004402025,0.008272265],"study_design_scores_gemma":[0.00005567255,0.00005302755,0.0002807071,0.00002664278,0.00002524673,0.00009861821,0.00006106433,0.5170442,0.0003966913,0.4813473,0.0005892945,0.00002151007],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5025296,0.002493414,0.4840827,0.001834065,0.0001246118,0.0000474808,0.00009597617,0.000073332,0.008718952],"genre_scores_gemma":[0.980154,0.0005446548,0.01531238,0.00007488657,0.0001267137,0.000027459,0.00005501013,0.00002081876,0.003684082],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004368247,"threshold_uncertainty_score":0.02310175,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04986308086290592,"score_gpt":0.2295121825885987,"score_spread":0.1796491017256928,"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."}}