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Record W1800701668 · doi:10.1017/cbo9780511807336.012

Pensions and Retirement [Canadian Content]

2012· book-chapter· en· W1800701668 on OpenAlexaffabout
Narat Charupat, Huaxiong Huang, Moshe A. Milevsky

Bibliographic record

VenueCambridge University Press eBooks · 2012
Typebook-chapter
Languageen
FieldSocial Sciences
TopicRetirement, Disability, and Employment
Canadian institutionsYork University
Fundersnot available
KeywordsContent (measure theory)EconomicsMathematics

Abstract

fetched live from OpenAlex

Learning Objectives In this chapter, you will learn about longevity risk or the risk from not knowing the exact length of life. You will see the impact of this risk on the standard of living and on retirement planning. You then look at financial contracts that can provide lifelong income, and thus can be used to hedge longevity risk. Finally, you learn how the risk is dealt with in the consumption-smoothing framework. Longevity Risk In most of our analyses so far in this book, we assumed that the age at death D is known with certainty. We know exactly how long a person will spend in his or her retirement. This assumption has facilitated many calculations and made concepts easier to understand. Unfortunately, it is also quite unrealistic. In real life, that length of time varies widely. If you peruse, for example, the obituary section of a newspaper on a given day, you will likely see a wide distribution of ages at death. Figure 12.1 shows the distribution of the number of years after age sixty-five that Canadians (both sexes combined) spent prior to their deaths. The data are from Statistics Canada as of 2007 (the latest year available). The average remaining lifetime is 16.86 years. In other word, the average age at death is 81.86 years old. However, as you can see the distribution is quite dispersed, with a standard deviation of 8.43 years.

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.372
Threshold uncertainty score0.749

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.006
Science and technology studies0.0040.001
Scholarly communication0.0030.002
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.1340.031

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 head0.273
GPT teacher head0.316
Teacher spread0.043 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreOther

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

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Citations0
Published2012
Admission routes2
Has abstractyes

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Same venueCambridge University Press eBooksSame topicRetirement, Disability, and EmploymentFrench-language works237,207