{"id":"W7029028141","doi":"","title":"Indifference Valuation for Guaranteed Annuity Options Using the Explicit Solution for a Class of Stochastic Optimal Control Problems","year":2011,"lang":"en","type":"other","venue":"Università Politecnica delle Marche (Università Politecnica delle Marche)","topic":"","field":"","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Optimal control; Class (philosophy); Valuation (finance); Stochastic control; Annuity; Control (management); Optimization problem","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002019868,0.0006877551,0.0009393794,0.0006969884,0.0004602269,0.001955407,0.001126599,0.00130849,0.005639333],"category_scores_gemma":[0.007013472,0.0004662603,0.001164629,0.000736716,0.001035853,0.002257039,0.001789094,0.00258621,0.0004569303],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001128677,"about_ca_system_score_gemma":0.00137037,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001373998,"about_ca_topic_score_gemma":0.001735023,"domain_scores_codex":[0.9993795,0.0002777743,0.00002605252,0.00006544901,0.0001914926,0.00005974035],"domain_scores_gemma":[0.9986199,0.000872481,0.0001093932,0.0001361788,0.0001394066,0.0001226242],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00007957671,0.00009086455,0.0003400688,0.00007870154,0.00003016154,0.00009846449,0.0001060038,0.1743462,0.001001846,0.7750416,0.002974749,0.04581183],"study_design_scores_gemma":[0.00002531768,0.00002618927,0.0001186845,0.00002058528,0.000008798178,0.00004414167,0.00001470203,0.7085482,0.0003829776,0.2885702,0.002230717,0.0000094639],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02956219,0.0007381402,0.9493166,0.0005338227,0.00007751627,0.0000548575,0.00005883263,0.00007243698,0.01958574],"genre_scores_gemma":[0.7363467,0.001316961,0.2383652,0.00009835848,0.0001501416,0.0001630325,0.0002113685,0.0001394196,0.02320888],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005639333,"threshold_uncertainty_score":0.01886547,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07496276093411103,"score_gpt":0.2830107103011282,"score_spread":0.2080479493670171,"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."}}