{"id":"W4221032302","doi":"10.2139/ssrn.4036480","title":"Collective Longevity Swap: a Novel Longevity Risk Transfer Solution and Its Economic Pricing","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Guelph","funders":"","keywords":"Longevity; Swap (finance); Transfer pricing; Longevity risk; Economics; Financial economics; Finance; Medicine","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":[0.001536364,0.0006170945,0.001037494,0.0006480844,0.0008166361,0.001891199,0.001633958,0.002876379,0.008833291],"category_scores_gemma":[0.004594252,0.0002436478,0.0007971745,0.0007790464,0.001179387,0.002412679,0.002435995,0.001878458,0.0007199802],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005482846,"about_ca_system_score_gemma":0.0008465472,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003166974,"about_ca_topic_score_gemma":0.0002562162,"domain_scores_codex":[0.9993858,0.0002156251,0.00002262077,0.0001042971,0.0001818426,0.00008984196],"domain_scores_gemma":[0.9990074,0.0003708206,0.00009448538,0.0001690477,0.0001788071,0.0001795035],"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":[0.0004242688,0.0004165627,0.001092939,0.0001588359,0.0001019006,0.0005446472,0.0003026869,0.2027217,0.0080452,0.6182829,0.01626226,0.151646],"study_design_scores_gemma":[0.00005880447,0.0001585835,0.0002499844,0.00001765533,0.00003465,0.0003070814,0.00004182036,0.830987,0.0006901367,0.1636789,0.003749751,0.00002569695],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1013884,0.0006813988,0.8696151,0.002349429,0.0005906995,0.0001194557,0.00008782258,0.0004559267,0.02471176],"genre_scores_gemma":[0.9181356,0.000373095,0.05809046,0.0002614507,0.0004554704,0.0001112572,0.00005922017,0.00009435367,0.02241929],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008833291,"threshold_uncertainty_score":0.02955031,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01342237571980277,"score_gpt":0.2583646521726177,"score_spread":0.244942276452815,"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."}}