{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001013109,0.0001544504,0.0001804818,0.0000866724,0.0008727672,0.0001792674,0.0003412851,0.00008428086,0.0004794947],"category_scores_gemma":[0.0001482142,0.0001588955,0.00009289695,0.0002135101,0.0004956881,0.0000872599,0.00006569269,0.0001036514,0.0003548409],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000591735,"about_ca_system_score_gemma":0.00007660485,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001635851,"about_ca_topic_score_gemma":0.006110975,"domain_scores_codex":[0.9983563,0.000127823,0.000236169,0.0003735486,0.0003597922,0.0005463536],"domain_scores_gemma":[0.9992076,0.0001679071,0.0001204516,0.0002512949,0.0001709244,0.00008184717],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0003684493,0.0003981531,0.1514195,0.000384873,0.0002338335,0.00008784195,0.02864352,0.0003452695,0.001155392,0.3135657,0.4564734,0.04692409],"study_design_scores_gemma":[0.0005693345,0.0001405926,0.06569472,0.00009990663,0.00003678493,0.000001846575,0.01061811,0.0009849926,0.0000351089,0.005911106,0.9154866,0.000420881],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7846451,0.000258549,0.01718402,0.009712732,0.002602394,0.001586315,0.00007936348,0.0005334124,0.1833981],"genre_scores_gemma":[0.9922802,0.00006254219,0.004317601,0.0004651559,0.000419462,0.00005755284,0.0000135892,0.0000217551,0.002362171],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4590132,"threshold_uncertainty_score":0.6712708,"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."}}