{"id":"W2976244068","doi":"10.1016/j.insmatheco.2019.09.005","title":"Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan","year":2019,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":26,"is_retracted":false,"has_abstract":false,"ca_institutions":"Actua; Simon Fraser University","funders":"Natural Sciences and Engineering Research Council of Canada; China Scholarship Council","keywords":"Pension; Pension plan; Investment strategy; Stochastic control; Actuarial science; Economics; Asset (computer security); Investment (military); Microeconomics; Time horizon; Plan (archaeology); Optimal control; Finance; Computer science; Mathematical optimization; Mathematics","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":[0.0007872793,0.0001613685,0.0002778523,0.00007587259,0.0003521004,0.0004097812,0.0001699139,0.00004898645,0.00001473234],"category_scores_gemma":[0.0000238687,0.0001646319,0.00005899758,0.00004142561,0.0001432001,0.0004199203,0.00008792525,0.00007674202,0.00001358915],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004149781,"about_ca_system_score_gemma":0.00003039295,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003204164,"about_ca_topic_score_gemma":0.0003994819,"domain_scores_codex":[0.9989377,0.00001824579,0.000311879,0.0003277357,0.00009734182,0.0003070854],"domain_scores_gemma":[0.9993123,0.00008892435,0.0002467625,0.0002279586,0.0000366928,0.00008732505],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00007446992,0.0002409924,0.456268,0.0009134819,0.0003520226,0.000003313888,0.0194311,0.002655379,0.00004527672,0.5129829,0.00026943,0.00676359],"study_design_scores_gemma":[0.006489688,0.0005709379,0.299817,0.0005544876,0.00031774,0.00001276094,0.07358675,0.1061754,0.0002238536,0.4648654,0.04502354,0.002362437],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9889582,0.0002088341,0.0004345288,0.00007326469,0.000280732,0.0009571533,0.00006664702,0.00003826744,0.008982414],"genre_scores_gemma":[0.9877673,0.002808717,0.00903652,0.00009204043,0.00007191065,0.00006014331,0.000007720149,0.00002000605,0.0001356159],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1564511,"threshold_uncertainty_score":0.6713493,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02792031214634864,"score_gpt":0.263350230117294,"score_spread":0.2354299179709453,"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."}}