{"id":"W4388771460","doi":"10.1017/asb.2023.35","title":"Optimal performance of a tontine overlay subject to withdrawal constraints","year":2023,"lang":"en","type":"article","venue":"Astin Bulletin","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Portfolio; Efficient frontier; Economics; Overlay; Econometrics; Fraction (chemistry); Mathematical optimization; Bond; Parametric statistics; Constant (computer programming); Time horizon; Computer science; Mathematics; Statistics; Finance","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":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.001600163,0.0001579416,0.000253664,0.0002247424,0.0003006081,0.00004881111,0.0003978946,0.00007036515,0.001447468],"category_scores_gemma":[0.000271469,0.0001645421,0.0001049878,0.001013479,0.0005361064,0.000050305,0.0001416774,0.0001311933,0.001069241],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003749348,"about_ca_system_score_gemma":0.00008148887,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001169206,"about_ca_topic_score_gemma":0.0002852067,"domain_scores_codex":[0.9979211,0.0001418696,0.0003430798,0.0003362819,0.0006756502,0.0005820058],"domain_scores_gemma":[0.9992003,0.0001342773,0.0001264015,0.0002607164,0.0001377257,0.0001405917],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0003108454,0.0002460726,0.7257347,0.0001988947,0.0001796102,0.00009319512,0.0134344,0.00327966,0.0005801225,0.01272486,0.2013698,0.04184784],"study_design_scores_gemma":[0.0005898805,0.0002399629,0.6124215,0.0001222982,0.00003028347,0.000001724758,0.002798218,0.0001621031,0.0004541701,0.00002673661,0.3827715,0.000381608],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9287348,0.00002081068,0.00007744779,0.002664746,0.0004047617,0.0004637809,0.00002131499,0.000199086,0.06741327],"genre_scores_gemma":[0.9934101,0.00006268988,0.001777213,0.0002273665,0.000185905,0.0000457991,0.000007695734,0.00001893184,0.004264331],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1814017,"threshold_uncertainty_score":0.9997085,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0127422891814654,"score_gpt":0.2751665223722004,"score_spread":0.2624242331907349,"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."}}