{"id":"W3122996412","doi":"10.48550/arxiv.1811.09932","title":"The implied longevity curve: How long does the market think you are\\n going to live?","year":2018,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"York University","funders":"","keywords":"Longevity; Life expectancy; Implied volatility; Economics; Longevity risk; Yield curve; Life annuity; Volatility (finance); Actuarial science; Econometrics; Financial economics; Demography; Interest rate; Population; Medicine; Finance; Pension; Gerontology","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":[0.002770731,0.0003237657,0.000393685,0.00100492,0.0002445495,0.002023278,0.0006623783,0.001126557,0.009840615],"category_scores_gemma":[0.03506604,0.0001619505,0.0004282709,0.0009724717,0.0005898252,0.003236529,0.0006189552,0.001402444,0.00166342],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006785991,"about_ca_system_score_gemma":0.0003727193,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002424073,"about_ca_topic_score_gemma":0.001540665,"domain_scores_codex":[0.9993035,0.0002011616,0.00004925683,0.0001623202,0.000216837,0.0000670518],"domain_scores_gemma":[0.9852741,0.007706962,0.00435347,0.0008633714,0.001330173,0.0004719236],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0008561632,0.0003602075,0.6601066,0.0002444122,0.0002890522,0.0005622416,0.001799933,0.04452936,0.00245029,0.06724802,0.0124424,0.2091114],"study_design_scores_gemma":[0.00007983637,0.0006731021,0.4795739,0.0002284459,0.0002027328,0.0007897675,0.002051543,0.3154346,0.002668732,0.173527,0.02448321,0.000287159],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9177386,0.001167229,0.04449677,0.00655127,0.000167469,0.00006049537,0.00479122,0.0001778942,0.02484901],"genre_scores_gemma":[0.991199,0.0004481774,0.002785587,0.0002431098,0.0001616925,0.0000394632,0.002230346,0.00002581478,0.002866887],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.009840615,"threshold_uncertainty_score":0.03292012,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04972280204316543,"score_gpt":0.2255743321813413,"score_spread":0.1758515301381759,"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."}}