{"id":"W2910533161","doi":"10.1017/s1357321718000235","title":"Assessing basis risk for longevity transactions – phase 2 presented by Dr Jackie Li and Dr Chong It Tan, IFoA Longevity Basis Risk Working Group ‐ Abstract of the London Discussion","year":2018,"lang":"en","type":"article","venue":"British Actuarial Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"The Institute and Faculty of Actuaries; University of Waterloo; Macquarie University","keywords":"Longevity; Swap (finance); Actuarial science; Annals; Longevity risk; Economics; Gerontology; Demography; Psychology; Sociology; Medicine; History; Finance; Classics","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.03873687,0.0005346941,0.0006860563,0.001197391,0.0009557998,0.002820726,0.001146244,0.002105735,0.02991126],"category_scores_gemma":[0.080681,0.0003610992,0.0009283662,0.0008529352,0.0006700372,0.001955078,0.003959965,0.004544985,0.009576367],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002124834,"about_ca_system_score_gemma":0.005450637,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002898025,"about_ca_topic_score_gemma":0.003233921,"domain_scores_codex":[0.9917277,0.004887468,0.0005407473,0.0005369205,0.001932948,0.0003742766],"domain_scores_gemma":[0.9666469,0.01454796,0.002682235,0.001802052,0.01041931,0.003901565],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.001173846,0.0001260637,0.01357685,0.0005726761,0.0001216505,0.0002395599,0.001164393,0.0007782365,0.0004566005,0.003993356,0.7559794,0.2218173],"study_design_scores_gemma":[0.0003456405,0.0008322079,0.01322032,0.002788197,0.0001087206,0.0005418524,0.00207853,0.00180559,0.001840912,0.008997811,0.96735,0.00009023247],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"commentary","genre_gemma":"empirical","genre_scores_codex":[0.04389017,0.03644301,0.02758564,0.7867568,0.0390346,0.004304958,0.0119387,0.0003252267,0.04972082],"genre_scores_gemma":[0.3696195,0.05987078,0.05703238,0.1457152,0.08682805,0.01019619,0.02258671,0.001600781,0.2465504],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.03873687,"threshold_uncertainty_score":0.2048626,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02823447938829391,"score_gpt":0.3316416413203712,"score_spread":0.3034071619320773,"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."}}