{"id":"W3124431941","doi":"10.1017/s1474747218000069","title":"Robust hedging in incomplete markets","year":2018,"lang":"en","type":"article","venue":"Journal of Pensions Economics and Finance","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"Global Risk Institute in Financial Services","funders":"","keywords":"Robustness (evolution); Pension; Hedge fund; Equity (law); Economics; Incomplete markets; Hedge; Investment strategy; Pension fund; Actuarial science; Econometrics; Finance; Microeconomics; Market liquidity","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001334457,0.00006918205,0.0001984965,0.0001844206,0.0002892859,0.00006027073,0.0001721188,0.00004315485,0.0000286688],"category_scores_gemma":[0.00006049294,0.00006998667,0.00006000045,0.0001386454,0.0002778007,0.000259977,0.0000563637,0.0001238601,0.000007839477],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006214673,"about_ca_system_score_gemma":0.00007645004,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002769478,"about_ca_topic_score_gemma":0.003768614,"domain_scores_codex":[0.9991849,0.00006031837,0.0003668018,0.0001206207,0.00006804003,0.000199292],"domain_scores_gemma":[0.9993985,0.00005435321,0.0003030688,0.0001064964,0.00009278704,0.00004476479],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002133135,0.0002757562,0.5025811,0.0000271014,0.00009091699,0.0001458314,0.0087455,0.002407876,0.00003615143,0.3823175,0.01076673,0.09239221],"study_design_scores_gemma":[0.0004642117,0.00006038377,0.7265416,0.00006933886,0.0000102895,0.00001096433,0.0007591487,0.002039082,0.000005175505,0.009246695,0.2606465,0.0001465949],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9861509,0.0003094064,0.00009310419,0.001447192,0.0006189339,0.00007725633,0.000002456523,0.000002949841,0.01129776],"genre_scores_gemma":[0.9864092,0.01046338,0.002440724,0.0002191763,0.0003020951,9.203156e-7,1.662603e-7,0.00000563467,0.0001586458],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3730709,"threshold_uncertainty_score":0.2853974,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03292686327766851,"score_gpt":0.2664464560446941,"score_spread":0.2335195927670256,"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."}}