{"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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","sts","research_integrity","insufficient_payload"],"consensus_categories":["metaepi_narrow"],"category_scores_codex":[0.002506877,0.001926723,0.002486473,0.004219602,0.00170682,0.0001342037,0.004245305,0.002000579,0.001199153],"category_scores_gemma":[0.0005573535,0.001998801,0.00205419,0.002242634,0.002078044,0.0006221148,0.00163263,0.001577537,0.0001744133],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003255489,"about_ca_system_score_gemma":0.002418366,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007634752,"about_ca_topic_score_gemma":0.001143235,"domain_scores_codex":[0.9897684,0.001501181,0.001504516,0.002475151,0.001574293,0.003176473],"domain_scores_gemma":[0.9889894,0.002203091,0.003175776,0.003122429,0.001610331,0.0008989734],"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":[0.02179646,0.005633235,0.0002078384,0.005896867,0.01373869,0.00006837786,0.03912041,0.01972545,0.02935339,0.5344193,0.3255259,0.004514095],"study_design_scores_gemma":[0.02661903,0.00231391,0.0001471947,0.002234844,0.009365278,0.0001351734,0.01088951,0.6304915,0.0002202716,0.01220261,0.3006395,0.00474118],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.002620394,0.002154743,0.919253,0.001144548,0.0005113375,0.01749297,0.0234275,0.001088504,0.03230701],"genre_scores_gemma":[0.5338208,0.0006573037,0.08877688,0.000661701,0.001747572,0.0007800939,0.005366812,0.00526172,0.3629271],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.8304761,"threshold_uncertainty_score":0.9997139,"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."}}