{"id":"W4411279664","doi":"10.1080/01966324.2025.2509009","title":"A Direct Approach in the Pricing Analysis and Risk Role Matching of a Guaranteed Annuity Option Under Correlated Risks","year":2025,"lang":"en","type":"article","venue":"American Journal of Mathematical and Management Sciences","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Annuity; Actuarial science; Valuation of options; Matching (statistics); Econometrics; Economics; Risk analysis (engineering); Life annuity; Mathematics; Business; 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004049048,0.001211458,0.001195143,0.00134286,0.0006730395,0.00222317,0.001874633,0.002211724,0.004464356],"category_scores_gemma":[0.01295142,0.0006699401,0.002347834,0.001326686,0.001988417,0.003422488,0.002429892,0.003978651,0.0004050682],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00118293,"about_ca_system_score_gemma":0.001592126,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001481432,"about_ca_topic_score_gemma":0.0009149928,"domain_scores_codex":[0.9979197,0.001165002,0.00007184689,0.0002898258,0.0004431192,0.000110448],"domain_scores_gemma":[0.9960659,0.002427832,0.0004693279,0.000361867,0.0004614352,0.0002136215],"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":[0.00004276253,0.0001385826,0.001699519,0.0001603636,0.00009344384,0.0003542725,0.0002001196,0.2263226,0.003008469,0.7431913,0.001297823,0.02349082],"study_design_scores_gemma":[0.00000797445,0.00004820031,0.0002931292,0.00002217888,0.00002415799,0.0001217532,0.00002212165,0.901615,0.0004560581,0.09617532,0.001189683,0.00002435673],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.009867711,0.0003937784,0.9864682,0.0002883816,0.00007649218,0.00004028176,0.00002621262,0.00002126148,0.002817635],"genre_scores_gemma":[0.6826008,0.002332283,0.3003871,0.0003495569,0.000752233,0.0002894209,0.000130927,0.0001116509,0.01304617],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004464356,"threshold_uncertainty_score":0.02141368,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0201268490675444,"score_gpt":0.2609798554820412,"score_spread":0.2408530064144968,"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."}}