{"id":"W3178583316","doi":"10.3390/math9141629","title":"Mortality/Longevity Risk-Minimization with or without Securitization","year":2021,"lang":"en","type":"article","venue":"MDPI (MDPI AG)","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada; Agentschap voor Innovatie door Wetenschap en Technologie","keywords":"Securitization; Longevity risk; Martingale (probability theory); Longevity; Actuarial science; Econometrics; Bond; Mathematics; Economics; Statistics; Finance; Medicine","routes":{"ca_aff":true,"ca_fund":true,"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":[0.002249586,0.001051601,0.000930524,0.0004779124,0.0003271898,0.001231223,0.001011343,0.001275139,0.001781011],"category_scores_gemma":[0.004917129,0.0003910866,0.0009817764,0.0002666682,0.001455603,0.002305566,0.001612171,0.001362261,0.0001869122],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009423399,"about_ca_system_score_gemma":0.00106203,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006382652,"about_ca_topic_score_gemma":0.0002696992,"domain_scores_codex":[0.999315,0.0002684421,0.00003323537,0.0001577261,0.0001241568,0.0001014247],"domain_scores_gemma":[0.9986744,0.0005788871,0.0003070488,0.0001342773,0.0001077833,0.0001976664],"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":[0.0001662011,0.0001364283,0.001963993,0.0002017971,0.0001109197,0.0002807147,0.0002686496,0.1792791,0.007624696,0.776745,0.001048557,0.03217399],"study_design_scores_gemma":[0.0000392511,0.0002793059,0.001590854,0.00007739514,0.00006428569,0.0002063904,0.00009119542,0.5917991,0.003647653,0.3996778,0.00248854,0.00003814708],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.333768,0.001278718,0.6492853,0.001224391,0.00006655173,0.00007687243,0.0001164306,0.00008709633,0.01409655],"genre_scores_gemma":[0.9440543,0.0007337,0.0432176,0.0001217888,0.0001114696,0.00008349081,0.00009834244,0.00006085537,0.01151847],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002249586,"threshold_uncertainty_score":0.01189709,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0258648201438433,"score_gpt":0.3175541860442148,"score_spread":0.2916893659003715,"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."}}