{"id":"W2138388875","doi":"10.1093/imanum/drq044","title":"Analysis of a penalty method for pricing a guaranteed minimum withdrawal benefit (GMWB)","year":2011,"lang":"en","type":"article","venue":"IMA Journal of Numerical Analysis","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":43,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"","keywords":"Mathematics; Mathematical optimization; Penalty method; Applied mathematics; Mathematical economics","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":[0.004693603,0.0007949118,0.001046582,0.0006556226,0.0005711867,0.001298719,0.001541398,0.001744686,0.00589194],"category_scores_gemma":[0.01290389,0.0005048648,0.0007523184,0.0004839768,0.00200498,0.002393814,0.001815877,0.00258935,0.0004387299],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009679556,"about_ca_system_score_gemma":0.002054815,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001368988,"about_ca_topic_score_gemma":0.0007540603,"domain_scores_codex":[0.9982138,0.0009677153,0.00005446751,0.0001290055,0.0005226859,0.000112345],"domain_scores_gemma":[0.9950676,0.00347416,0.0003281157,0.0002421793,0.0005676808,0.0003201987],"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":[0.0001969011,0.00009200571,0.0005056761,0.0002144785,0.00004579264,0.0002136758,0.0001255733,0.4801153,0.004873974,0.4784198,0.002320838,0.032876],"study_design_scores_gemma":[0.00001613431,0.00003396198,0.00006279001,0.00001403998,0.000003461958,0.00003326681,0.000005908819,0.9706725,0.0002616909,0.02801645,0.0008701602,0.00000957345],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.007977268,0.000257161,0.9873208,0.0004336015,0.00006562969,0.00005657649,0.00001596999,0.00004530779,0.003827608],"genre_scores_gemma":[0.5409335,0.0007527017,0.4392077,0.0004139425,0.0002191344,0.000442611,0.0001256286,0.0002719666,0.01763285],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00589194,"threshold_uncertainty_score":0.02482241,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03809010528706715,"score_gpt":0.2648615273466871,"score_spread":0.2267714220596199,"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."}}