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Record W1669495541 · doi:10.1090/s0094-9000-05-00634-4

On the pricing of equity-linked life insurance contracts in Gaussian financial environment

2005· article· en· W1669495541 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueTheory of Probability and Mathematical Statistics · 2005
Typearticle
Languageen
FieldEnvironmental Science
TopicAnalysis of environmental and stochastic processes
Canadian institutionsUniversity of Alberta
FundersSocial Sciences and Humanities Research Council of CanadaNatural Sciences and Engineering Research Council of Canada
KeywordsMartingale (probability theory)MathematicsGaussianEquity (law)EconometricsMartingale pricingStock (firearms)Stochastic volatilityLife insuranceEconomicsActuarial scienceFinancial economicsLocal martingaleVolatility (finance)Applied mathematics

Abstract

fetched live from OpenAlex

The paper deals with the problem of pricing an equity-linked insurance contract based on stock prices. The stock prices are supposed to follow a stochastic exponent model with respect to a given Gaussian martingale. The model gives a possibility to obtain unified formulas for “mean–variance” hedging and the corresponding premium for both natural cases: Black–Scholes and Gaussian discrete time models.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.209
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.020
GPT teacher head0.240
Teacher spread0.219 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it