{"id":"W7017413999","doi":"","title":"On basis risk in mortality CAT bonds","year":2015,"lang":"en","type":"dissertation","venue":"Mspace (University of Manitoba)","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Manitoba","funders":"","keywords":"Population; Basis (linear algebra); Mortality rate; Bond; Hedge; Basis risk; Basis point","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":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.001557722,0.0002861053,0.0005204792,0.0006642265,0.0005133817,0.00004365175,0.0008112587,0.0004388787,0.00004800019],"category_scores_gemma":[0.0001409788,0.000398538,0.000240979,0.0008527018,0.0002938613,0.0002779807,0.00007391145,0.0004115544,0.00009875527],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005974433,"about_ca_system_score_gemma":0.0002975007,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.2210303,"about_ca_topic_score_gemma":0.9863794,"domain_scores_codex":[0.997014,0.0005073966,0.0001955513,0.000559992,0.001268012,0.0004550348],"domain_scores_gemma":[0.99834,0.00008858954,0.0005599814,0.0005503036,0.0002935355,0.0001675925],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002927491,0.00049031,0.9268149,0.0002657103,0.0003204202,0.0001572263,0.01552765,0.0002020075,0.000006180346,0.01602249,0.03512013,0.004780301],"study_design_scores_gemma":[0.0004925922,0.00007201943,0.8570435,0.0001146898,0.0002103822,5.497335e-8,0.1243079,0.00004152771,0.00000412082,0.00391231,0.01344015,0.0003607649],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8263111,0.00009785142,0.000008336778,0.0002249869,0.0006871666,0.0005055774,0.00008763833,0.0000752232,0.1720022],"genre_scores_gemma":[0.9941527,0.001090198,0.0001739833,0.0000284556,0.00009469645,0.000001719092,0.0002634608,0.0000267929,0.004167944],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7653491,"threshold_uncertainty_score":0.9998466,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02304004212303828,"score_gpt":0.2732327873701039,"score_spread":0.2501927452470656,"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."}}