{"id":"W4389047219","doi":"10.3390/risks11120206","title":"On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach","year":2023,"lang":"en","type":"article","venue":"Risks","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"TD Bank Group","funders":"","keywords":"Longevity risk; Solvency; Actuarial science; Risk management; Risk analysis (engineering); Context (archaeology); Economic capital; Capital requirement; Insolvency; Capital (architecture); Economics; Life insurance; Business; Computer science; Econometrics; Finance; Pension; Microeconomics; Geography","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":[0.002077927,0.000738771,0.001049075,0.001056295,0.0006639608,0.001458709,0.001614326,0.002254323,0.003119043],"category_scores_gemma":[0.007113268,0.0004568271,0.001033729,0.0008203943,0.001333082,0.001114223,0.001534024,0.001837086,0.0001797145],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001182769,"about_ca_system_score_gemma":0.001840396,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02618137,"about_ca_topic_score_gemma":0.01137906,"domain_scores_codex":[0.9994492,0.000332584,0.00002000076,0.00005463612,0.00006564029,0.00007789122],"domain_scores_gemma":[0.995474,0.003472735,0.0004592186,0.000106522,0.0002973087,0.0001901261],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00001133094,0.0000143043,0.0005958509,0.000007960388,0.000007631528,0.00002397976,0.00002117657,0.9900382,0.00005731578,0.008395091,0.00009360423,0.0007336332],"study_design_scores_gemma":[0.000003009622,0.000005443593,0.00005990896,0.00000383999,0.000002716492,0.000003193787,0.000009500305,0.9976925,0.00002043037,0.002108099,0.00008841821,0.000002921023],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.285079,0.001111949,0.6829227,0.003237421,0.0002083054,0.0001778008,0.0005354147,0.0002671968,0.02646023],"genre_scores_gemma":[0.9636305,0.0006228174,0.03001632,0.0002106927,0.00008140981,0.0001771073,0.000209351,0.00003527458,0.005016417],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.02618137,"threshold_uncertainty_score":0.05205798,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0954989682927925,"score_gpt":0.3819795888980014,"score_spread":0.286480620605209,"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."}}