{"id":"W3122812616","doi":"10.48550/arxiv.1307.2562","title":"Valuation Perspectives and Decompositions for Variable Annuities with GMWB riders","year":2013,"lang":"en","type":"preprint","venue":"Spectrum Research Repository (Concordia University)","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Concordia University","funders":"","keywords":"Valuation (finance); Actuarial science; Surrender; Payment; Embedded option; Annuity; Economics; Variable (mathematics); Valuation of options; Business; Asian option; Life annuity; Financial economics; Finance; Pension","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004492403,0.001377567,0.0007228161,0.002320712,0.00074654,0.004952115,0.001216442,0.001522769,0.005478513],"category_scores_gemma":[0.007154566,0.0007677849,0.002390381,0.001370205,0.003011392,0.006022819,0.00247682,0.003372052,0.0005714981],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002021394,"about_ca_system_score_gemma":0.0009040332,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001624556,"about_ca_topic_score_gemma":0.001402679,"domain_scores_codex":[0.9986115,0.0006344694,0.00009402886,0.0001854451,0.0002775341,0.0001970959],"domain_scores_gemma":[0.9980274,0.000780071,0.0003710809,0.0002510957,0.0002554498,0.0003149626],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00001337271,0.00002374541,0.0006290978,0.00002387976,0.00001185212,0.00008908169,0.0001517303,0.01027428,0.0005633676,0.9824702,0.0005111873,0.005238116],"study_design_scores_gemma":[0.000009033732,0.00002176026,0.0006159989,0.00004978233,0.00001281949,0.00008905309,0.0001583016,0.09696872,0.0002048114,0.8985073,0.00334543,0.00001697036],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.07534442,0.002537075,0.8923189,0.001082193,0.0001463043,0.0001075859,0.000203544,0.00004516259,0.02821484],"genre_scores_gemma":[0.7183992,0.003217891,0.2552231,0.0001882214,0.0004254442,0.0002417769,0.0005118598,0.0001028031,0.02168966],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005478513,"threshold_uncertainty_score":0.02375835,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04626889383328869,"score_gpt":0.2567376154848082,"score_spread":0.2104687216515195,"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."}}