{"id":"W4387195915","doi":"10.2139/ssrn.4580817","title":"On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach","year":2023,"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 Waterloo; University of Toronto","funders":"","keywords":"Longevity; Longevity risk; Actuarial science; Risk analysis (engineering); Econometrics; Reliability engineering; Economics; Business; Computer science; Engineering; Medicine; Gerontology","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":[0.006430886,0.000169385,0.0002249938,0.0002537985,0.000668009,0.00006637346,0.0002769704,0.00007993299,0.00001172242],"category_scores_gemma":[0.00007070751,0.0001630858,0.0001425535,0.0006886253,0.0002768089,0.0002987504,0.00008385879,0.000726453,0.00001084814],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006056977,"about_ca_system_score_gemma":0.0002234011,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009899557,"about_ca_topic_score_gemma":0.001619251,"domain_scores_codex":[0.9963595,0.0004459727,0.0003864104,0.0003414001,0.001014845,0.001451893],"domain_scores_gemma":[0.9991001,0.00008507315,0.0003751726,0.0002354968,0.000105768,0.00009841463],"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":[0.0001463807,0.0003309385,0.1801249,0.00008708085,0.001414492,0.00001166827,0.00523972,0.01662741,0.000002146927,0.7730013,0.0000733245,0.02294067],"study_design_scores_gemma":[0.0009710075,0.0003800471,0.4788154,0.00004987038,0.0003242717,0.000001818818,0.02196897,0.005201277,0.000003202721,0.4917466,0.0002744567,0.0002630962],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9745791,0.0005164021,0.007723193,0.00007442768,0.0002168008,0.0006498898,0.00001693593,0.00008957163,0.01613371],"genre_scores_gemma":[0.9870705,0.01229703,0.0000665679,0.00001362854,0.0001408207,0.00002079256,0.000008322803,0.00001615213,0.0003661686],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2986905,"threshold_uncertainty_score":0.6650444,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02607554283118415,"score_gpt":0.3190548444085338,"score_spread":0.2929793015773497,"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."}}