{"id":"W2808398587","doi":"10.1017/asb.2018.9","title":"DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS","year":2018,"lang":"en","type":"article","venue":"Astin Bulletin","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Hedge; Bond; Valuation (finance); Liability; Actuarial science; Economics; Cash flow; Pension; Coupon; Econometrics; Business; 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":[0.001977412,0.0007028807,0.0006572094,0.0006937138,0.0002957343,0.001697338,0.0009075038,0.0009218485,0.002061112],"category_scores_gemma":[0.00499289,0.0003062568,0.0005511509,0.0003737516,0.000575617,0.001391027,0.0008790088,0.0007519574,0.0001154221],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001133783,"about_ca_system_score_gemma":0.0005492106,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004446652,"about_ca_topic_score_gemma":0.00189878,"domain_scores_codex":[0.9996076,0.0001277113,0.00002786512,0.00008049984,0.00008973455,0.00006654174],"domain_scores_gemma":[0.9987422,0.0006669348,0.0002806266,0.0001087624,0.0001033117,0.00009818373],"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":[0.0002004568,0.00008823568,0.004452297,0.00003061433,0.0000730132,0.0002217927,0.0001303429,0.9417145,0.001662081,0.02727219,0.0004392171,0.02371527],"study_design_scores_gemma":[0.00002329227,0.0001439283,0.001190218,0.000009422036,0.00002359195,0.00004060509,0.00005328218,0.9858437,0.0005366631,0.011734,0.0003873972,0.00001385137],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8723313,0.0004916529,0.1194567,0.000483884,0.0000370387,0.00008369931,0.0001436578,0.0001027908,0.006869338],"genre_scores_gemma":[0.9939573,0.0000761597,0.004316182,0.00001362435,0.000005633459,0.00001135513,0.00004316447,0.00000380731,0.001572728],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004446652,"threshold_uncertainty_score":0.01045769,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01776024830162108,"score_gpt":0.3072038602809579,"score_spread":0.2894436119793368,"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."}}