{"id":"W2913933910","doi":"10.1111/jori.12276","title":"Correlated Trading by Life Insurers and Its Impact on Bond Prices","year":2019,"lang":"en","type":"article","venue":"Journal of Risk & Insurance","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Bond; Quarter (Canadian coin); Business; Monetary economics; Life insurance; Value (mathematics); Financial economics; Economics; Finance; Actuarial science","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.001581191,0.0001570381,0.0002960666,0.0007783956,0.0003603632,0.001547731,0.0003081667,0.0006190567,0.004391187],"category_scores_gemma":[0.01880353,0.0001411041,0.0003985351,0.0009141559,0.0004495298,0.0005721118,0.0005437047,0.001136524,0.0003262395],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006107421,"about_ca_system_score_gemma":0.0002933295,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006683781,"about_ca_topic_score_gemma":0.006991857,"domain_scores_codex":[0.9990312,0.0002856195,0.0001043047,0.0001472886,0.0002925127,0.0001390784],"domain_scores_gemma":[0.95468,0.0136892,0.02529825,0.001552214,0.001261736,0.003518615],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001261929,0.00008185489,0.9961774,0.000004179811,0.00007515525,0.0001259642,0.00006377978,0.0002902005,0.0002395437,0.0001831158,0.0001543313,0.002478212],"study_design_scores_gemma":[0.000004424393,0.00006506794,0.9975988,0.000004183521,0.00003264058,0.00009731677,0.0001001299,0.001604264,0.0001388589,0.0001750723,0.0001742684,0.000004986152],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.99801,0.0002034096,0.0001266435,0.0001964633,0.00000638849,0.000004486556,0.0002032785,0.000006364845,0.001242977],"genre_scores_gemma":[0.9996502,0.00004829766,0.00003089353,0.00001622124,0.00001280529,7.655472e-7,0.0001045948,0.000001170591,0.0001350308],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006683781,"threshold_uncertainty_score":0.01468998,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01017277467346075,"score_gpt":0.2179390381219581,"score_spread":0.2077662634484973,"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."}}