{"id":"W3125352985","doi":"","title":"Securitization of Mortality Risks in Life Annuities","year":2007,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":24,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Manitoba","funders":"","keywords":"Securitization; Annuity; Life annuity; Actuarial science; Bond; Life insurance; Business; Economics; 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":[0.002722045,0.0003448448,0.0005049572,0.0007395172,0.0003208227,0.002235277,0.0006390151,0.0008875474,0.004765714],"category_scores_gemma":[0.01309429,0.0002581063,0.0004389035,0.001136209,0.001061759,0.003023925,0.001064192,0.001659736,0.0004786945],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009714553,"about_ca_system_score_gemma":0.000535391,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004602019,"about_ca_topic_score_gemma":0.0004136653,"domain_scores_codex":[0.9991228,0.000421399,0.00006531629,0.00009705518,0.0002210629,0.0000723685],"domain_scores_gemma":[0.9951615,0.001970913,0.001540406,0.0005988903,0.0005366202,0.000191777],"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":[0.0001104557,0.00006647823,0.02184548,0.0001341081,0.00007010741,0.0003398257,0.0003875901,0.0691006,0.003336299,0.8616208,0.001770844,0.04121744],"study_design_scores_gemma":[0.00003534065,0.0002639849,0.02663833,0.0001669286,0.00006432474,0.0007599156,0.000347856,0.382688,0.00405069,0.5728713,0.01206959,0.00004383463],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6232238,0.003570735,0.3322618,0.002683383,0.000256872,0.0001205288,0.0008991752,0.0002288127,0.03675491],"genre_scores_gemma":[0.9807591,0.001043978,0.01090882,0.00006410888,0.000112854,0.00004932346,0.0002788936,0.00002417466,0.006758726],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004765714,"threshold_uncertainty_score":0.01594293,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02777568390054657,"score_gpt":0.3448710888812238,"score_spread":0.3170954049806772,"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."}}