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Record W4289242702 · doi:10.48550/arxiv.1811.11326

Swimming with Wealthy Sharks: Longevity, Volatility and the Value of\n Risk Pooling

2018· preprint· W4289242702 on OpenAlexaff
Moshe A. Milevsky

Bibliographic record

VenuearXiv (Cornell University) · 2018
Typepreprint
Language
FieldSocial Sciences
TopicInsurance, Mortality, Demography, Risk Management
Canadian institutionsYork University
Fundersnot available
KeywordsLongevityLongevity riskLife expectancyAnnuityLife annuityPoolingEconomicsVolatility (finance)Actuarial scienceCentenarianValue (mathematics)Demographic economicsPensionFinancial economicsDemographyFinanceGerontologyMedicineSociology

Abstract

fetched live from OpenAlex

Who {\\em values} life annuities more? Is it the healthy retiree who expects\nto live long and might become a centenarian, or is the unhealthy retiree with a\nshort life expectancy more likely to appreciate the pooling of longevity risk?\nWhat if the unhealthy retiree is pooled with someone who is much healthier and\nthus forced to pay an implicit loading? To answer these and related questions\nthis paper examines the empirical conditions under which retirees benefit (or\nmay not) from longevity risk pooling by linking the {\\em economics} of annuity\nequivalent wealth (AEW) to {\\em actuarially} models of aging. I focus attention\non the {\\em Compensation Law of Mortality} which implies that individuals with\nhigher relative mortality (e.g. lower income) age more slowly and experience\ngreater longevity uncertainty. Ergo, they place higher utility value on the\nannuity. The impetus for this research today is the increasing evidence on the\ngrowing disparity in longevity expectations between rich and poor.\n

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)0.001
metaresearch head score (Gemma)0.010
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.006
Threshold uncertainty score0.020

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.010
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0010.002
Scholarly communication0.0020.002
Open science0.0000.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0060.000

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 head0.036
GPT teacher head0.204
Teacher spread0.168 · 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 designSimulation or modeling
Domainnot available
GenreEmpirical

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".

Quick stats

Citations0
Published2018
Admission routes1
Has abstractyes

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