{"id":"W3044436207","doi":"10.1016/j.ejor.2020.07.028","title":"Indifference pricing of insurance-linked securities in a multi-period model","year":2020,"lang":"en","type":"article","venue":"European Journal of Operational Research","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"Université de Lausanne; Australian Research Council; University of New South Wales; Australian Government; Universität Ulm; University of Waterloo; Society of Actuaries","keywords":"Economics; Reinsurance; Actuarial science; Payment; Interim; Financial market; Finance","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002709389,0.0000857004,0.000306296,0.000377679,0.0000876473,0.00006886196,0.0003979101,0.00002245507,0.00005980214],"category_scores_gemma":[0.0006037831,0.00008740956,0.00007500078,0.0004149412,0.00009136592,0.0003325349,0.0001042916,0.0004926207,0.00007475859],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006020332,"about_ca_system_score_gemma":0.00009885199,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001639101,"about_ca_topic_score_gemma":0.000005012669,"domain_scores_codex":[0.998323,0.0001375546,0.0009486331,0.0001718973,0.0002000922,0.0002188541],"domain_scores_gemma":[0.9992232,0.00004585886,0.0002647603,0.0001002336,0.0002883344,0.00007761084],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.000934886,0.0009457594,0.4621773,0.0004426461,0.0001419276,0.0006369597,0.08993872,0.06719483,0.003150904,0.3628133,0.001888422,0.009734376],"study_design_scores_gemma":[0.002767701,0.0006242302,0.8921457,0.0002287861,0.000001816772,0.000008369805,0.0008674125,0.09677768,0.0002067781,0.004176075,0.001949969,0.000245488],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.978864,0.001277693,0.0125216,0.001286757,0.00006621287,0.0001475126,0.00004622758,0.000002980638,0.005787004],"genre_scores_gemma":[0.9957427,0.000652661,0.003163301,0.000173435,0.0001091832,0.000002426109,0.000002244635,0.00001622243,0.0001377758],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4299684,"threshold_uncertainty_score":0.3564459,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2084031395515512,"score_gpt":0.3234232447472296,"score_spread":0.1150201051956784,"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."}}