{"id":"W4394813672","doi":"10.3390/jrfm17040158","title":"A Discrete Risk-Theory Approach to Manage Equity-Linked Policies in an Incomplete Market","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Actuarial science; Equity (law); Hedge; Arbitrage; Martingale (probability theory); Business; Risk management; Economics; Hedge fund; Incomplete markets; Financial economics; Finance; Microeconomics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007339189,0.0002651658,0.0004576562,0.001270115,0.0004958917,0.0005159822,0.0006787099,0.0001038484,0.00003013002],"category_scores_gemma":[0.000154379,0.0002359745,0.000225082,0.0012887,0.000267716,0.0005903287,0.000449182,0.0005212906,0.00001101816],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001889681,"about_ca_system_score_gemma":0.00004443135,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001649037,"about_ca_topic_score_gemma":0.002118897,"domain_scores_codex":[0.9965726,0.0007870735,0.00075405,0.0004228342,0.0008465516,0.0006169542],"domain_scores_gemma":[0.9988947,0.0001393247,0.0003247395,0.0002979782,0.0000817906,0.0002614492],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"observational","study_design_scores_codex":[0.0004282604,0.0003494155,0.05113927,0.0003564848,0.0001790362,0.0003593021,0.04265554,0.0003962485,0.00000192488,0.4084871,0.002913041,0.4927344],"study_design_scores_gemma":[0.0005464011,0.000184064,0.6482128,0.0001984793,0.0002799228,0.000002938337,0.007399094,0.0002925392,4.393438e-7,0.07064414,0.271895,0.0003442445],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7781395,0.002913422,0.08053332,0.0007617939,0.001903124,0.001619768,0.00009633665,0.0001286196,0.1339042],"genre_scores_gemma":[0.9862322,0.007680706,0.004331848,0.0003210175,0.000659921,0.00003344868,0.000002364527,0.00002798384,0.0007104841],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5970735,"threshold_uncertainty_score":0.9622759,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01805835347558196,"score_gpt":0.3082631903718312,"score_spread":0.2902048368962493,"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."}}