{"id":"W2150174913","doi":"10.1016/j.insmatheco.2008.04.003","title":"The effect of modelling parameters on the value of GMWB guarantees","year":2008,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":112,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Asset (computer security); Arbitrage; Value (mathematics); Economics; Range (aeronautics); Jump; Jump diffusion; Econometrics; Actuarial science; Performance fee; Microeconomics; Computer science; Finance; Mathematics; Statistics; Incentive","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":[0.01212592,0.0008948356,0.0009668635,0.0007151953,0.0005970889,0.003676739,0.001325033,0.003508098,0.003588593],"category_scores_gemma":[0.1395601,0.0007559572,0.0006560467,0.0006422281,0.001892686,0.005441865,0.001268824,0.003733463,0.0002802479],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001367932,"about_ca_system_score_gemma":0.0007437982,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001917682,"about_ca_topic_score_gemma":0.0009573779,"domain_scores_codex":[0.9969416,0.001943287,0.0001341549,0.0002773217,0.0003534707,0.000350165],"domain_scores_gemma":[0.8116353,0.1714686,0.006789587,0.006882509,0.002057797,0.001166401],"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":[0.0009797183,0.0001320744,0.005826713,0.0001051015,0.00007598303,0.0002563427,0.0001005848,0.9454683,0.00357036,0.03470796,0.0006190525,0.008157806],"study_design_scores_gemma":[0.00007819392,0.0001661068,0.003281181,0.00005219525,0.00008207378,0.0001801536,0.0001159488,0.9450204,0.004494473,0.04610798,0.0003558237,0.00006541933],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.943145,0.0009792543,0.04563696,0.00219779,0.00009417992,0.0000325107,0.0002926792,0.0003032281,0.007318258],"genre_scores_gemma":[0.9980745,0.00008193353,0.001426146,0.00002983059,0.00001022754,0.000004604195,0.00003706774,0.00003930157,0.0002964024],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01212592,"threshold_uncertainty_score":0.06412876,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03006018441522417,"score_gpt":0.2006653691959634,"score_spread":0.1706051847807392,"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."}}