{"id":"W3188499304","doi":"10.2139/ssrn.3113718","title":"Long-Term Risk with Stochastic Interest Rates","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université Laval","funders":"","keywords":"Term (time); Interest rate; Actuarial science; Econometrics; Economics; Monetary economics; Physics","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":[0.006069523,0.001438109,0.00155522,0.001289522,0.0005508226,0.004677501,0.001972195,0.004424283,0.004636671],"category_scores_gemma":[0.03317686,0.001039729,0.001253856,0.001476068,0.002343469,0.007697618,0.002432607,0.002865841,0.001014092],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001093073,"about_ca_system_score_gemma":0.0009445614,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001602093,"about_ca_topic_score_gemma":0.0007949997,"domain_scores_codex":[0.9973838,0.001287358,0.0001899202,0.0004405504,0.0004765753,0.0002218774],"domain_scores_gemma":[0.980426,0.01445338,0.002718269,0.0007687385,0.000984535,0.0006490381],"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":[0.0001419442,0.00008975661,0.003446394,0.0001438275,0.0001284994,0.001057745,0.0002094944,0.229452,0.001041673,0.7534043,0.001906278,0.008978235],"study_design_scores_gemma":[0.00006206248,0.0000616843,0.001154835,0.00003339779,0.00006160229,0.0003721466,0.00005801355,0.5782312,0.0002675975,0.4187099,0.000934915,0.00005260056],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2126122,0.004793315,0.7625215,0.006052982,0.000578272,0.0000741718,0.000365279,0.0003849265,0.0126174],"genre_scores_gemma":[0.9590279,0.003096381,0.01358804,0.0002709132,0.000773583,0.00009128061,0.0003643954,0.00009116351,0.02269618],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006069523,"threshold_uncertainty_score":0.03209913,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01750835052113603,"score_gpt":0.2358605261897569,"score_spread":0.2183521756686208,"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."}}