{"meta":{"query_hash":"b576b93fe3b6","filters":{"venue":"European Actuarial Journal"},"cohort_total":28,"direct_labels_cover":0,"predictions_cover":28,"exported":28,"export_cap":100000,"truncated":false,"label_status":"direct model label, unvalidated","prediction_status":"machine_predicted_unvalidated (Codex and Gemma teacher distillation)","score_status":"score_only:v0-immature-baseline","snapshot":{"source":"OpenAlex, pinned release, all 482 partitions","release":"2026-06-24","frame_built":"2026-07-12"},"permalink":"https://metacan.xera.ac/q/b576b93fe3b6","api":"https://metacan.xera.ac/api/v1/cohort?venue=European+Actuarial+Journal"},"results":[{"id":"W1506933802","doi":"10.1007/s13385-015-0108-5","title":"Generalised linear models for aggregate claims: to Tweedie or not?","year":2015,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":38,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Estimator; Econometrics; Poisson distribution; Generalized linear model; Statistics; Exponential family; Distribution (mathematics); Aggregate (composite); Applied mathematics; Mathematical analysis","score_opus":0.4440229904240374,"score_gpt":0.42276805595561623,"score_spread":0.021254934468421194,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1506933802","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03199222,0.012593374,0.88383967,0.054162007,0.004242905,0.000098656885,0.0016677026,0.0011107806,0.010292679],"genre_scores_gemma":[0.71689194,0.02583627,0.1658735,0.0074086757,0.00996529,0.00053474895,0.0036680785,0.0010590554,0.06876242],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9955201,0.0030189517,0.00022112878,0.0004780622,0.00047801362,0.0002837184],"domain_scores_gemma":[0.957106,0.032882355,0.0030480586,0.003422269,0.0024892965,0.0010519583],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.012035321,0.0010376222,0.001959355,0.0014646058,0.0005968448,0.005931232,0.0038320504,0.0044738115,0.013093841],"category_scores_gemma":[0.08351837,0.0007292041,0.0012641732,0.002407703,0.0021924013,0.010806148,0.002564336,0.007996637,0.004275985],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0004436523,0.00012025844,0.0047231806,0.0008466037,0.00047240546,0.00054753,0.0008777231,0.15109885,0.0004647317,0.4504337,0.08416654,0.30580482],"study_design_scores_gemma":[0.00005541343,0.000068476525,0.0009638617,0.00021800492,0.00007048781,0.000116347706,0.00017358041,0.30939928,0.00012893966,0.67427576,0.014451486,0.00007842678],"about_ca_topic_score_codex":0.0045743156,"about_ca_topic_score_gemma":0.005036118,"teacher_disagreement_score":0.013093841,"about_ca_system_score_codex":0.0011110678,"about_ca_system_score_gemma":0.0009153983,"threshold_uncertainty_score":0.063649654},"labels":[],"label_agreement":null},{"id":"W1626940079","doi":"10.1007/s13385-015-0118-3","title":"Pricing a guaranteed annuity option under correlated and regime-switching risk factors","year":2015,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Markov chain; Valuation (finance); Affine transformation; Valuation of options; Benchmark (surveying); Markov chain Monte Carlo; Endowment; Mathematical optimization; Mathematics; Econometrics; Economics; Monte Carlo method; Actuarial science; Finance; Statistics","score_opus":0.04429559092529729,"score_gpt":0.2271237407532589,"score_spread":0.18282814982796158,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1626940079","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.63788575,0.000558477,0.35427222,0.0010690233,0.00013610836,0.000033543023,0.000094790135,0.0001798166,0.0057702768],"genre_scores_gemma":[0.99273235,0.000101167796,0.0048154187,0.000021752057,0.000038563558,0.000007857274,0.000027367729,0.000016771122,0.0022386473],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991448,0.00034317293,0.00003782865,0.00012518773,0.0001983388,0.00015067509],"domain_scores_gemma":[0.9954657,0.0028209696,0.0005244971,0.00035577378,0.00034085545,0.0004922808],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003121661,0.00060831214,0.0012578148,0.0004958147,0.00038966048,0.0027090567,0.0013952506,0.002641609,0.002627667],"category_scores_gemma":[0.012638176,0.00057181116,0.0010802308,0.0005511304,0.0015777496,0.0027302098,0.0011610768,0.0022847957,0.00020026382],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0006705125,0.00016214483,0.003908445,0.00008664547,0.00015855515,0.0011207066,0.00018253273,0.6175125,0.0071900683,0.35271135,0.0011665146,0.015130001],"study_design_scores_gemma":[0.000024571047,0.00006231162,0.0005729923,0.0000059155827,0.000017479919,0.000100151396,0.000012607831,0.965131,0.00033401157,0.033582233,0.00013826284,0.000018488621],"about_ca_topic_score_codex":0.0011623534,"about_ca_topic_score_gemma":0.00080039393,"teacher_disagreement_score":0.003121661,"about_ca_system_score_codex":0.0009491777,"about_ca_system_score_gemma":0.0008821301,"threshold_uncertainty_score":0.016509116},"labels":[],"label_agreement":null},{"id":"W1967667988","doi":"10.1007/s13385-012-0054-4","title":"Bivariate compound renewal sums with discounted claims","year":2012,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"","keywords":"Bivariate analysis; Joint probability distribution; Mathematics; Moment (physics); Univariate; Lemma (botany); Distribution (mathematics); Applied mathematics; Econometrics; Statistics; Mathematical analysis; Multivariate statistics","score_opus":0.1345330489718989,"score_gpt":0.361275996733187,"score_spread":0.2267429477612881,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1967667988","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15178816,0.0019415466,0.8333433,0.0011943472,0.00030965172,0.00008145335,0.000319614,0.00030663985,0.010715279],"genre_scores_gemma":[0.93599874,0.002041386,0.03496625,0.00016694733,0.0005249307,0.00013556577,0.00035069382,0.00014526368,0.025670147],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978235,0.0008192894,0.00016499529,0.00030880613,0.0005796154,0.00030382376],"domain_scores_gemma":[0.9845595,0.010889414,0.0015884875,0.0009386039,0.001123351,0.0009006972],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007571112,0.001586508,0.0026180283,0.002674382,0.0007912702,0.0044282097,0.0022940626,0.002688819,0.007498339],"category_scores_gemma":[0.024156874,0.0013491015,0.0020355307,0.0026189499,0.0032293273,0.007148939,0.0031511679,0.0030839222,0.001073085],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00016984211,0.000079455574,0.0018596898,0.00012590516,0.00008969566,0.00061396696,0.00016085542,0.2034868,0.001042711,0.77840793,0.0013102189,0.01265302],"study_design_scores_gemma":[0.000022879394,0.000047597023,0.0005516754,0.00003565182,0.000072183335,0.00032482427,0.000042241598,0.7140345,0.00065806846,0.28333637,0.0008278553,0.000046106095],"about_ca_topic_score_codex":0.0012526326,"about_ca_topic_score_gemma":0.0008648971,"teacher_disagreement_score":0.007571112,"about_ca_system_score_codex":0.0013908505,"about_ca_system_score_gemma":0.0011633077,"threshold_uncertainty_score":0.040040374},"labels":[],"label_agreement":null},{"id":"W1974608922","doi":"10.1007/s13385-013-0079-3","title":"Bivariate lower and upper orthant value-at-risk","year":2013,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":13,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Trois-Rivières; Concordia University; Université Laval; Actua","funders":"Natural Sciences and Engineering Research Council of Canada; Faculty of Arts and Sciences; Concordia University","keywords":"Orthant; Bivariate analysis; Mathematics; Upper and lower bounds; Copula (linguistics); Convexity; Value at risk; Econometrics; Multivariate statistics; Statistics; Risk management; Applied mathematics; Economics; Mathematical analysis","score_opus":0.047857248955324394,"score_gpt":0.2984663396280037,"score_spread":0.2506090906726793,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1974608922","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15583381,0.0030129757,0.8007268,0.0025212327,0.0002235341,0.00008611361,0.0027157646,0.00067495846,0.034204826],"genre_scores_gemma":[0.94911695,0.0027497858,0.029464098,0.0002708585,0.00034223465,0.00012305734,0.0011933253,0.0001889707,0.016550714],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9973266,0.0011559764,0.0001235008,0.00041448424,0.0004778222,0.00050153956],"domain_scores_gemma":[0.9724381,0.020710068,0.0020772691,0.0018685949,0.0016705913,0.0012354692],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0069409874,0.0012289662,0.0022905935,0.0028722985,0.00040306788,0.0049262326,0.0014562662,0.0014880926,0.01592714],"category_scores_gemma":[0.047010407,0.0005080308,0.0011448021,0.002161897,0.0019510662,0.0038006266,0.0022328715,0.0030803327,0.0019327253],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00044087472,0.0001981614,0.01793118,0.00034033685,0.00018278758,0.00047320855,0.00038290583,0.2415159,0.0013459293,0.6618463,0.0067595183,0.06858283],"study_design_scores_gemma":[0.000021219761,0.00013478824,0.008939555,0.00017855842,0.00014679371,0.00066682615,0.00017392065,0.5764028,0.0012658759,0.40773672,0.0042304276,0.00010253679],"about_ca_topic_score_codex":0.001891943,"about_ca_topic_score_gemma":0.0013860296,"teacher_disagreement_score":0.01592714,"about_ca_system_score_codex":0.0009479604,"about_ca_system_score_gemma":0.0010207541,"threshold_uncertainty_score":0.053281605},"labels":[],"label_agreement":null},{"id":"W1985683555","doi":"10.1007/s13385-012-0057-1","title":"Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality","year":2012,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo; Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Valuation (finance); Equity (law); Actuarial science; Econometrics; Economics; Replicating portfolio; Financial economics; Portfolio; Finance","score_opus":0.10007366647664193,"score_gpt":0.38622666322661725,"score_spread":0.2861529967499753,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1985683555","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93896973,0.000688802,0.056818407,0.00025492554,0.00008356435,0.00007273392,0.00042901328,0.00009571749,0.0025870788],"genre_scores_gemma":[0.99379,0.00011390119,0.0050692055,0.000017080005,0.000017287866,0.0000144404485,0.00025045374,0.00001630681,0.0007113626],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99883634,0.00061350147,0.00007861158,0.0001708052,0.00021897088,0.00008178739],"domain_scores_gemma":[0.9771639,0.01940913,0.00090342236,0.0009583107,0.0010729736,0.0004922873],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.011834297,0.00086163974,0.000966072,0.0010349182,0.0002357844,0.0019968734,0.00130222,0.0016732925,0.0022747666],"category_scores_gemma":[0.026388695,0.00036014736,0.0007542968,0.0007957447,0.00091102684,0.0020438556,0.0012798577,0.0009972954,0.00012428436],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.001123837,0.00013247327,0.011187709,0.000091543654,0.00015693215,0.00013593385,0.00011268398,0.9568156,0.00065920607,0.012589378,0.0003030158,0.01669171],"study_design_scores_gemma":[0.000035187924,0.00025243877,0.0034346487,0.000016481903,0.000058837657,0.000036474823,0.000028559796,0.99250185,0.00047608832,0.0030117284,0.00013228694,0.000015396248],"about_ca_topic_score_codex":0.00300904,"about_ca_topic_score_gemma":0.0013629029,"teacher_disagreement_score":0.011834297,"about_ca_system_score_codex":0.00085948926,"about_ca_system_score_gemma":0.00091852964,"threshold_uncertainty_score":0.06258649},"labels":[],"label_agreement":null},{"id":"W1992132077","doi":"10.1007/s13385-014-0098-8","title":"Sustainable retirement spending: the Czech case","year":2014,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Cytodiagnostics (Canada)","funders":"Grantová Agentura České Republiky","keywords":"Economics; Czech; Rate of return; Econometrics; Asset allocation; Pension; Longevity risk; Investment (military); Asset (computer security); Portfolio; Volatility (finance); Investment strategy; Retirement planning; Geometric Brownian motion; Actuarial science; Financial economics; Microeconomics; Finance; Computer science","score_opus":0.023009923611213415,"score_gpt":0.2919752190649144,"score_spread":0.268965295453701,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1992132077","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9288423,0.0011886377,0.00083810923,0.0059102545,0.00008571081,0.000038007798,0.00046333636,0.000020559904,0.06261301],"genre_scores_gemma":[0.9977621,0.00022370096,0.00007845517,0.00012334259,0.000013606343,0.000007636966,0.00003793218,0.0000034755203,0.0017498187],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9985177,0.00018252472,0.0000720603,0.00010247178,0.00018617368,0.0009391831],"domain_scores_gemma":[0.9987424,0.00018256839,0.00023704441,0.00014324697,0.00017013562,0.0005246327],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00167859,0.00024462107,0.0004797454,0.0012632122,0.0025680622,0.0038111485,0.00086634327,0.0015606328,0.0034018443],"category_scores_gemma":[0.0035181905,0.00023893025,0.0008871868,0.0014984602,0.0020512012,0.0012607024,0.0035744214,0.001695202,0.00018791582],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0012082482,0.0005433823,0.14440769,0.00022581824,0.0003607297,0.008612932,0.002523841,0.02317486,0.0011700909,0.7601293,0.01390666,0.04373652],"study_design_scores_gemma":[0.00091904873,0.000690952,0.558335,0.000990754,0.00095184566,0.011865766,0.022263965,0.033025246,0.0017825343,0.22377546,0.14487687,0.0005225143],"about_ca_topic_score_codex":0.07533667,"about_ca_topic_score_gemma":0.101195596,"teacher_disagreement_score":0.07533667,"about_ca_system_score_codex":0.0043871286,"about_ca_system_score_gemma":0.005276504,"threshold_uncertainty_score":0.1497963},"labels":[],"label_agreement":null},{"id":"W2010128671","doi":"10.1007/s13385-012-0053-5","title":"Lévy systems and the time value of ruin for Markov additive processes","year":2012,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":8,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Montréal","funders":"Division of Mathematical Sciences; Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematical finance; Value (mathematics); Markov chain; Mathematics; Econometrics; Economics; Mathematical economics; Statistics; Financial economics","score_opus":0.05983014512147748,"score_gpt":0.323457844779362,"score_spread":0.2636276996578845,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2010128671","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.43853962,0.004565257,0.52501166,0.0061491043,0.00030656983,0.00008902074,0.00022518501,0.00024484686,0.024868807],"genre_scores_gemma":[0.98324627,0.0010140596,0.007810414,0.00014973522,0.00018914267,0.000056459627,0.00007919886,0.00004668408,0.007407926],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99818796,0.0009480391,0.0000773408,0.00019861218,0.00028190334,0.00030612462],"domain_scores_gemma":[0.98035526,0.014851613,0.0016800954,0.0005237191,0.0010052832,0.0015839491],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0071778097,0.0011946379,0.001991339,0.0025947986,0.0013851395,0.0048623616,0.002285298,0.0037558402,0.005457455],"category_scores_gemma":[0.030141177,0.0008800053,0.0010570267,0.0012980694,0.005963423,0.0066659222,0.0026859,0.0030925602,0.0002822062],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000616701,0.000036151996,0.0005719632,0.000048752372,0.000035306115,0.00012732252,0.00018524275,0.04910301,0.0006038506,0.9463757,0.00059548,0.0022555513],"study_design_scores_gemma":[0.000026495209,0.000037265625,0.00045868533,0.000031346706,0.000018903555,0.0000683281,0.000073540206,0.33932656,0.00017876961,0.6592832,0.00045972105,0.00003716019],"about_ca_topic_score_codex":0.002841576,"about_ca_topic_score_gemma":0.0018505396,"teacher_disagreement_score":0.0071778097,"about_ca_system_score_codex":0.0029544905,"about_ca_system_score_gemma":0.00196233,"threshold_uncertainty_score":0.03796035},"labels":[],"label_agreement":null},{"id":"W2064144443","doi":"10.1007/s13385-013-0064-x","title":"On the analysis of a class of loss models incorporating time dependence","year":2013,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":11,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Aggregate (composite); Econometrics; Portfolio; Erlang (programming language); Discrete time and continuous time; Inflation (cosmology); Cox process; Mathematical finance; Class (philosophy); Mathematical economics; Point process; Poisson distribution; Mathematics; Economics; Computer science; Poisson process; Statistics; Financial economics","score_opus":0.09255160189592598,"score_gpt":0.3112701539532951,"score_spread":0.21871855205736912,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2064144443","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027814055,0.0025880255,0.95967144,0.0017804167,0.0001557311,0.000056753215,0.00014737407,0.000121684134,0.0076645054],"genre_scores_gemma":[0.7950918,0.01063079,0.1538047,0.0014270974,0.0022285525,0.0003853815,0.0009897525,0.0005591062,0.034882925],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9982222,0.00091958017,0.00006992159,0.00022361148,0.00035001058,0.00021470142],"domain_scores_gemma":[0.98107487,0.015947599,0.001034671,0.0005874436,0.00084245484,0.0005129802],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007498133,0.0022348675,0.0025288477,0.0018926186,0.0009984162,0.0030559914,0.0030171704,0.0038281495,0.0033572007],"category_scores_gemma":[0.022401169,0.0010365972,0.0028717238,0.0017659401,0.0026186286,0.004297278,0.0026026864,0.0048705223,0.00052404933],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005728791,0.00012748338,0.00084813545,0.0001456953,0.00013317273,0.00021778708,0.00015074079,0.64005184,0.0007811083,0.3431241,0.0030259897,0.011336649],"study_design_scores_gemma":[0.0000067581404,0.000018278017,0.000119956785,0.000017901886,0.000019672403,0.000041978,0.000009231831,0.92243224,0.00006139796,0.07672587,0.0005353009,0.000011397279],"about_ca_topic_score_codex":0.005438463,"about_ca_topic_score_gemma":0.00340097,"teacher_disagreement_score":0.007498133,"about_ca_system_score_codex":0.0016621313,"about_ca_system_score_gemma":0.001689006,"threshold_uncertainty_score":0.039654374},"labels":[],"label_agreement":null},{"id":"W2087072222","doi":"10.1007/s13385-013-0080-x","title":"A compound renewal model for medical malpractice insurance","year":2013,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"","keywords":"Actuarial science; Payment; Copula (linguistics); Erlang (programming language); Mathematical finance; Medical malpractice; Generalized Pareto distribution; Econometrics; Joint probability distribution; Economics; Computer science; Mathematics; Malpractice; Statistics; Extreme value theory; Finance","score_opus":0.03601018826184118,"score_gpt":0.23547015674053498,"score_spread":0.1994599684786938,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2087072222","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.35688868,0.0061120153,0.56815004,0.013336241,0.000845228,0.00020791189,0.0024361925,0.00073354295,0.05129015],"genre_scores_gemma":[0.9196592,0.0014882998,0.012089671,0.00033905427,0.0003571146,0.00011737763,0.00067742926,0.00011692158,0.06515501],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99901485,0.00033348383,0.000054075666,0.00019643336,0.00012280053,0.00027840852],"domain_scores_gemma":[0.99570614,0.0028066742,0.00044144277,0.00016048706,0.00037302065,0.0005122657],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029983646,0.0011777882,0.003574853,0.0014993894,0.0011340318,0.004152949,0.0039416756,0.0072893845,0.01368384],"category_scores_gemma":[0.0085247215,0.0015600265,0.0019315638,0.001690268,0.0023237583,0.0041330378,0.0018160354,0.00425589,0.0012325124],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00015600784,0.00011679357,0.0014308994,0.0000891724,0.000074139025,0.000506427,0.00016114175,0.7862821,0.0006717199,0.20217009,0.0031156505,0.0052257953],"study_design_scores_gemma":[0.000047320736,0.000029737705,0.000250225,0.000011228464,0.000029449104,0.000067685185,0.000026558226,0.96898,0.00004598325,0.029851586,0.00064005994,0.000020142887],"about_ca_topic_score_codex":0.020700714,"about_ca_topic_score_gemma":0.010303398,"teacher_disagreement_score":0.020700714,"about_ca_system_score_codex":0.002794693,"about_ca_system_score_gemma":0.0027933829,"threshold_uncertainty_score":0.045776963},"labels":[],"label_agreement":null},{"id":"W2090087647","doi":"10.1007/s13385-014-0097-9","title":"Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models","year":2014,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Agricultural Economics and Policy","field":"Agricultural and Biological Sciences","cited_by":18,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal","funders":"","keywords":"Farm income; Revenue; Economics; Mathematical finance; Econometrics; Net income; Skew; Business; Public economics; Actuarial science; Finance; Computer science; Microeconomics","score_opus":0.029598559718210248,"score_gpt":0.21554820419452922,"score_spread":0.18594964447631898,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2090087647","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16479269,0.0005739947,0.82228607,0.0009324489,0.00019081487,0.00015340275,0.00044883706,0.0012432908,0.009378355],"genre_scores_gemma":[0.8665094,0.00016175034,0.13010454,0.00015962399,0.000049393962,0.00013733977,0.00047031895,0.00021549225,0.002192144],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9967097,0.002490123,0.00009840102,0.00023727189,0.00030820002,0.00015632558],"domain_scores_gemma":[0.98850656,0.0089785615,0.00039256428,0.00076549896,0.0011744777,0.00018233871],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009852972,0.0007543773,0.0011319844,0.0009258994,0.00038686398,0.0018690305,0.0014861206,0.0012444734,0.004583666],"category_scores_gemma":[0.020293912,0.00034306754,0.00094483554,0.0007645947,0.00060534256,0.0013437445,0.002166537,0.0010920339,0.00051771716],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0005283747,0.000084549785,0.0020184503,0.000097261094,0.00013407868,0.000049192644,0.000054199143,0.9059907,0.00032606625,0.027720958,0.0012398975,0.061756212],"study_design_scores_gemma":[0.000030027682,0.00006568081,0.00025620835,0.000014161973,0.000021660826,0.000007922041,0.00001854865,0.99247,0.00028953963,0.006368214,0.00045201968,0.000005965806],"about_ca_topic_score_codex":0.005053281,"about_ca_topic_score_gemma":0.003136967,"teacher_disagreement_score":0.009852972,"about_ca_system_score_codex":0.00088011427,"about_ca_system_score_gemma":0.0016426273,"threshold_uncertainty_score":0.05210811},"labels":[],"label_agreement":null},{"id":"W2460748582","doi":"10.1007/s13385-016-0134-y","title":"Rank-based methods for modeling dependence between loss triangles","year":2016,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":16,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Université Laval; McGill University","funders":"Fonds de recherche du Québec – Nature et technologies; Canada Excellence Research Chairs, Government of Canada; Canadian Statistical Sciences Institute; Natural Sciences and Engineering Research Council of Canada; Mitacs; Canada Research Chairs","keywords":"Copula (linguistics); Econometrics; Portfolio; Inference; Multivariate statistics; Model selection; Computer science; Mathematics; Economics; Statistics; Finance; Artificial intelligence","score_opus":0.07999562808320786,"score_gpt":0.39591600048852155,"score_spread":0.3159203724053137,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2460748582","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004161189,0.000049343,0.99515486,0.000033613273,0.000004811526,0.000035249228,0.000065629836,0.00015122433,0.0003441822],"genre_scores_gemma":[0.29933247,0.00035566196,0.694173,0.000093672905,0.000093326846,0.0005313824,0.00077149516,0.000247371,0.004401573],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99481565,0.003499497,0.00020363757,0.00046578262,0.00079887616,0.00021655658],"domain_scores_gemma":[0.9659114,0.026245201,0.0029038198,0.0025725767,0.0020623512,0.00030461256],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.011011676,0.0011638524,0.0009900404,0.0023357049,0.00058812066,0.0013668109,0.0023567954,0.0011556746,0.0043508825],"category_scores_gemma":[0.038852263,0.00074661255,0.0013361088,0.0019163087,0.0012284588,0.0020226624,0.0018586825,0.002278745,0.0010581209],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008537767,0.00011846497,0.0056285807,0.00011963893,0.0001497989,0.0001916827,0.0003359066,0.6833772,0.0010339642,0.19143325,0.0017184186,0.11580777],"study_design_scores_gemma":[0.00000527476,0.000025634208,0.00037524267,0.00000875703,0.0000075786716,0.000023010462,0.000017068363,0.97368026,0.00017152245,0.025016686,0.0006562842,0.0000127645],"about_ca_topic_score_codex":0.006828882,"about_ca_topic_score_gemma":0.0064689578,"teacher_disagreement_score":0.011011676,"about_ca_system_score_codex":0.00092497724,"about_ca_system_score_gemma":0.0016104087,"threshold_uncertainty_score":0.058236003},"labels":[],"label_agreement":null},{"id":"W2640093533","doi":"10.1007/s13385-017-0155-1","title":"A compound trend renewal model for medical/professional liabilities","year":2017,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Mathematical Approximation and Integration","field":"Mathematics","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"","keywords":"Mathematical finance; Actuarial science; Business; Computer science; Economics; Finance","score_opus":0.10955657712407701,"score_gpt":0.3806433145263944,"score_spread":0.27108673740231737,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2640093533","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17519423,0.0021094813,0.78461784,0.0058348808,0.0004933572,0.00014150985,0.00095334003,0.00037482777,0.030280614],"genre_scores_gemma":[0.8978639,0.0013974048,0.025908308,0.00033543055,0.00030617093,0.0001395666,0.0004681378,0.00011199689,0.073469],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992823,0.00021743514,0.000039234237,0.00014992605,0.00014260072,0.00016861591],"domain_scores_gemma":[0.99813277,0.00087025634,0.00027430762,0.00009895351,0.00034416647,0.00027971412],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028055855,0.0008864593,0.0017764922,0.0013127527,0.0007716112,0.0029235205,0.0028390992,0.0034725268,0.009561747],"category_scores_gemma":[0.0059970827,0.0007259211,0.0013818607,0.0014418735,0.0017840009,0.0035229847,0.0014326907,0.0028181926,0.00093461206],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000106108055,0.00007683199,0.0013378427,0.00008852404,0.00005004104,0.00038636205,0.00015742575,0.51411366,0.0010452603,0.46894246,0.003232188,0.010463336],"study_design_scores_gemma":[0.000019901569,0.00002710679,0.00019693087,0.000011857212,0.000025283229,0.00008427244,0.000023617496,0.9412531,0.00009762648,0.05713784,0.0011069599,0.000015374575],"about_ca_topic_score_codex":0.009085385,"about_ca_topic_score_gemma":0.004596509,"teacher_disagreement_score":0.009561747,"about_ca_system_score_codex":0.0023249215,"about_ca_system_score_gemma":0.0022940745,"threshold_uncertainty_score":0.03198725},"labels":[],"label_agreement":null},{"id":"W2767505677","doi":"10.1007/s13385-017-0161-3","title":"Quantile hedging pension payoffs: an analysis of investment incentives","year":2017,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Hedge; Economics; Context (archaeology); Quantile; Asset (computer security); Bond; Portfolio; Asset allocation; Investment strategy; Hedge fund; Stochastic game; Market neutral; Sharpe ratio; Econometrics; Actuarial science; Financial economics; Microeconomics; Finance; Computer science","score_opus":0.04702255601729736,"score_gpt":0.35238535721760184,"score_spread":0.30536280120030446,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2767505677","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.68098056,0.0024313615,0.29614773,0.0032808906,0.000152625,0.00018548679,0.00055975205,0.00030356768,0.015958022],"genre_scores_gemma":[0.9849726,0.0005462671,0.0070922715,0.00009848447,0.00007104348,0.000040964012,0.00012307553,0.00003859496,0.007016653],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9984896,0.0007485936,0.00005452446,0.00018452987,0.00020148123,0.00032115038],"domain_scores_gemma":[0.9822635,0.0143285375,0.0013619732,0.00068738847,0.00058814744,0.00077050994],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009936302,0.00074138294,0.0019726183,0.001063135,0.0004455101,0.0028018395,0.0020330553,0.0026578053,0.008056864],"category_scores_gemma":[0.032123826,0.000842056,0.000948179,0.0010410537,0.0015586858,0.0025904742,0.0016623235,0.0027490454,0.00030003427],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00038635204,0.0002760862,0.013740082,0.00015145865,0.0001652273,0.00041047687,0.00043521012,0.56375223,0.0016645232,0.3761273,0.003407562,0.03948346],"study_design_scores_gemma":[0.0000452324,0.00013061245,0.0072233006,0.000035418332,0.00006083615,0.00008305813,0.000096819706,0.9042519,0.0002352767,0.08692968,0.00087066094,0.00003726305],"about_ca_topic_score_codex":0.0037722816,"about_ca_topic_score_gemma":0.0027686635,"teacher_disagreement_score":0.009936302,"about_ca_system_score_codex":0.0018723309,"about_ca_system_score_gemma":0.0015508145,"threshold_uncertainty_score":0.052548826},"labels":[],"label_agreement":null},{"id":"W3022626006","doi":"10.1007/s13385-020-00229-y","title":"Life expectancy improvement for multiple cure distributions","year":2020,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Statistical Methods and Inference","field":"Mathematics","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Laurentian University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Life expectancy; Certainty; Expectancy theory; Set (abstract data type); Actuarial science; Econometrics; Gerontology; Medicine; Demography; Statistics; Psychology; Computer science; Economics; Mathematics; Sociology; Social psychology; Population","score_opus":0.14614678828657118,"score_gpt":0.3540732478848639,"score_spread":0.2079264595982927,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3022626006","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11094204,0.0017467883,0.87750655,0.0027713585,0.00013966205,0.00020894936,0.0007187414,0.00046237302,0.0055035236],"genre_scores_gemma":[0.9138837,0.0011929448,0.076990075,0.0005209521,0.00025468928,0.000376411,0.0007151705,0.000107808686,0.005958195],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9957087,0.0025252246,0.000108645836,0.0008401026,0.00046562517,0.00035164377],"domain_scores_gemma":[0.9596597,0.034126718,0.0025827358,0.0022289464,0.00088358455,0.000518271],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.02460891,0.00086701795,0.0017194804,0.0015488039,0.0005469548,0.0014637469,0.0019658399,0.0016248417,0.0049589123],"category_scores_gemma":[0.058622614,0.0005159203,0.0019228095,0.0010311445,0.001720051,0.003465964,0.0023593642,0.0034947742,0.0006398183],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0005183259,0.00021975646,0.013109087,0.00022740792,0.0002700729,0.00029424787,0.00050515914,0.72145355,0.00057001464,0.18018492,0.0039668907,0.07868063],"study_design_scores_gemma":[0.000045502777,0.00018216704,0.002627997,0.00005680735,0.00007977644,0.00013329915,0.000061418476,0.90331084,0.00020680734,0.09164118,0.0016221066,0.00003201175],"about_ca_topic_score_codex":0.0033645637,"about_ca_topic_score_gemma":0.0032499107,"teacher_disagreement_score":0.02460891,"about_ca_system_score_codex":0.002358581,"about_ca_system_score_gemma":0.0012793599,"threshold_uncertainty_score":0.1301459},"labels":[],"label_agreement":null},{"id":"W3121299065","doi":"10.1007/s13385-012-0047-3","title":"A subordinated Markov model for stochastic mortality","year":2012,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":21,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto; Western University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Valuation (finance); Queueing theory; Econometrics; Stochastic modelling; Markov chain; Mathematics; Applied probability; Markov process; Mathematical finance; Computer science; Actuarial science; Mathematical economics; Applied mathematics; Statistics; Economics; Finance","score_opus":0.05514871508794552,"score_gpt":0.3388253726754683,"score_spread":0.2836766575875228,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121299065","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13317339,0.001268753,0.84610325,0.0033993472,0.0003205957,0.00012833046,0.0014107812,0.0004303965,0.0137650715],"genre_scores_gemma":[0.9204557,0.0015163587,0.040424008,0.00057338603,0.0005678124,0.00036637342,0.0010680887,0.00017040386,0.03485786],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99759763,0.0011486828,0.00012512878,0.00040558973,0.00033593478,0.00038699096],"domain_scores_gemma":[0.9911514,0.0061057406,0.00073990977,0.0004436663,0.00070161093,0.000857736],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006271587,0.001375929,0.0040285424,0.002018741,0.0012469753,0.0032877503,0.0052892384,0.0036975949,0.0100261],"category_scores_gemma":[0.013030275,0.0016039335,0.0021130121,0.0017539291,0.0033821673,0.0044265976,0.0037004873,0.0039859978,0.0011359552],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010949895,0.00007479802,0.0012770327,0.00008130143,0.000062066305,0.00024055081,0.00029193205,0.38915923,0.00050135073,0.60309416,0.0016412686,0.003466756],"study_design_scores_gemma":[0.000033696007,0.000027636177,0.00022142314,0.0000132922305,0.000021365728,0.000038918064,0.00002060381,0.91787636,0.000038397622,0.08114773,0.0005413629,0.000019169509],"about_ca_topic_score_codex":0.018720383,"about_ca_topic_score_gemma":0.010913573,"teacher_disagreement_score":0.018720383,"about_ca_system_score_codex":0.0036332961,"about_ca_system_score_gemma":0.003215584,"threshold_uncertainty_score":0.037222862},"labels":[],"label_agreement":null},{"id":"W3122195949","doi":"10.1007/s13385-013-0068-6","title":"Optimal risk transfers in insurance groups","year":2013,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":50,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary","funders":"","keywords":"Reinsurance; Actuarial science; Capital requirement; Valuation (finance); Expected shortfall; Economic capital; Credit risk; Economics; Risk-adjusted return on capital; Capital (architecture); Cost of capital; Capital adequacy ratio; Microeconomics; Business; Risk management; Incentive; Finance; Financial capital; Capital formation","score_opus":0.0147074168407221,"score_gpt":0.18505207678606933,"score_spread":0.17034465994534723,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122195949","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7998566,0.00044610308,0.16830435,0.0036304325,0.00012854183,0.00018568191,0.00016344825,0.000254366,0.027030444],"genre_scores_gemma":[0.98433256,0.00014099709,0.0071415906,0.0001154313,0.00006668016,0.00006937039,0.000058809466,0.000029799434,0.00804477],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987207,0.00059676345,0.000050779447,0.00011932709,0.0001434068,0.00036888703],"domain_scores_gemma":[0.99273336,0.004270466,0.0008065189,0.00047832105,0.00041932528,0.0012920606],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003721088,0.0007553721,0.0014288315,0.0014302452,0.0009775548,0.0024987545,0.0014611989,0.002086841,0.008519782],"category_scores_gemma":[0.01572602,0.00060018763,0.0006402926,0.0007990797,0.0019860354,0.0040594395,0.002603235,0.0016236021,0.0006781129],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0011407761,0.0007624353,0.003713503,0.00011417795,0.000089444264,0.0003109146,0.0007080927,0.21740568,0.0020359713,0.7175422,0.007482834,0.04869404],"study_design_scores_gemma":[0.0002568691,0.0001968301,0.0013730809,0.00003698211,0.000039140807,0.000062691404,0.0004304857,0.27602708,0.0006110959,0.7196633,0.0012835655,0.000018809305],"about_ca_topic_score_codex":0.0014694576,"about_ca_topic_score_gemma":0.00097107544,"teacher_disagreement_score":0.008519782,"about_ca_system_score_codex":0.0017812838,"about_ca_system_score_gemma":0.001364115,"threshold_uncertainty_score":0.028501451},"labels":[],"label_agreement":null},{"id":"W3135671680","doi":"10.1007/s13385-021-00269-y","title":"Correlated age-specific mortality model: an application to annuity portfolio management","year":2021,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"Natural Sciences and Engineering Research Council of Canada; Ministry of Science and Technology, Taiwan","keywords":"Annuity; Mathematical finance; Actuarial science; Portfolio; Business; Economics; Life annuity; Financial economics; Finance","score_opus":0.0365821483177496,"score_gpt":0.3247013997200056,"score_spread":0.288119251402256,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3135671680","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27009505,0.00081826665,0.7182223,0.0013378859,0.00020136028,0.00016943175,0.0016564401,0.00065843726,0.006840878],"genre_scores_gemma":[0.9187907,0.0007811581,0.06530502,0.00026459867,0.00017296513,0.0002577613,0.0012140145,0.00013388622,0.013079904],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99933785,0.00032297216,0.000033654593,0.00013353639,0.000088802095,0.00008315957],"domain_scores_gemma":[0.996102,0.0024642413,0.00036918966,0.00021297015,0.00060649245,0.00024513324],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038254634,0.00079656363,0.0019584284,0.00079131656,0.00066714117,0.0015471072,0.0027010643,0.0024166876,0.0050656744],"category_scores_gemma":[0.007993585,0.0007870278,0.0012427612,0.0015903815,0.0006910787,0.001039008,0.0011702295,0.0022691037,0.0006758071],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004488131,0.000051184696,0.0025750112,0.000014866504,0.00005950079,0.00007419498,0.00002613319,0.9830815,0.00008934043,0.008939208,0.00058521447,0.0044589923],"study_design_scores_gemma":[0.000010310723,0.000008311394,0.00030520707,0.0000024917304,0.000012410897,0.000010795698,0.000003913804,0.99795216,0.000024540228,0.0015501814,0.000115226394,0.0000045041293],"about_ca_topic_score_codex":0.033957742,"about_ca_topic_score_gemma":0.02252499,"teacher_disagreement_score":0.033957742,"about_ca_system_score_codex":0.001326355,"about_ca_system_score_gemma":0.0030084976,"threshold_uncertainty_score":0.0675202},"labels":[],"label_agreement":null},{"id":"W3156662266","doi":"10.1007/s13385-022-00319-z","title":"A public micro pension programme in Brazil: heterogeneity among states and setting up of a benefit age adjustment","year":2022,"lang":"en","type":"preprint","venue":"European Actuarial Journal","topic":"Income, Poverty, and Inequality","field":"Social Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"Fundação para a Ciência e a Tecnologia; Ministério da Ciência, Tecnologia e Ensino Superior","keywords":"Pension; Per capita; Wage; Population; Quarter (Canadian coin); Per capita income; Demographic economics; Cluster (spacecraft); Economics; Geography; Business; Labour economics; Demography; Finance; Computer science; Sociology","score_opus":0.06563090547247702,"score_gpt":0.319654202288688,"score_spread":0.254023296816211,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3156662266","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.996082,0.00021252278,0.0003270939,0.00086167693,0.0000056503604,0.00004003961,0.00035506013,0.0000073360466,0.0021086216],"genre_scores_gemma":[0.9995011,0.000036386115,0.000104459694,0.00002379306,0.000002047083,0.000011097836,0.00008108923,0.0000012074105,0.00023886903],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9986676,0.00044937612,0.00006137035,0.00016056607,0.00013472274,0.0005264191],"domain_scores_gemma":[0.99641883,0.0013758913,0.0009059914,0.00032158685,0.00038283574,0.0005949306],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019242688,0.00010508359,0.00039727782,0.00079796574,0.00077994406,0.00094248797,0.000767582,0.0004840488,0.0020788952],"category_scores_gemma":[0.00817586,0.00015857193,0.00039713798,0.0011218527,0.0005692502,0.0006663272,0.0014879502,0.00057699054,0.00008312313],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00023911001,0.0003782319,0.9338999,0.00010043265,0.00025115357,0.00035003992,0.005097585,0.0022901108,0.001387533,0.016436957,0.0010081987,0.038560823],"study_design_scores_gemma":[0.000018447234,0.00011080127,0.988882,0.00005942303,0.000098367374,0.000084976324,0.002950705,0.002681248,0.0002721118,0.0022095006,0.0026227112,0.000009682538],"about_ca_topic_score_codex":0.10019417,"about_ca_topic_score_gemma":0.1572447,"teacher_disagreement_score":0.10019417,"about_ca_system_score_codex":0.0023697477,"about_ca_system_score_gemma":0.0035470594,"threshold_uncertainty_score":0.19922191},"labels":[],"label_agreement":null},{"id":"W3189373754","doi":"10.1007/s13385-021-00289-8","title":"Bounds on Spearman’s rho when at least one random variable is discrete","year":2021,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Trois-Rivières","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Spearman's rank correlation coefficient; Random variable; Statistics; Bounded function; Combinatorics; Discrete mathematics; Mathematical analysis","score_opus":0.04617342467895569,"score_gpt":0.21822840050494569,"score_spread":0.17205497582599,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3189373754","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023627449,0.012193003,0.92121005,0.011836333,0.0008300953,0.00012729462,0.0009566655,0.001081307,0.028137762],"genre_scores_gemma":[0.73375416,0.014048573,0.22090596,0.0042980406,0.005352116,0.001183905,0.0019972103,0.0010231017,0.017436948],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9489663,0.027733557,0.0019732288,0.0068516685,0.009841847,0.004633421],"domain_scores_gemma":[0.5497033,0.38383082,0.012871474,0.03581395,0.012169302,0.0056110783],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.045223963,0.004683796,0.006780391,0.008071316,0.003476218,0.009912242,0.008470672,0.008022335,0.008880697],"category_scores_gemma":[0.25166714,0.0031495597,0.004208678,0.0070080617,0.01687086,0.022627197,0.0145023735,0.016519064,0.0032003697],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00023724727,0.000097009346,0.0028972111,0.00043790197,0.0002874969,0.00047556843,0.0005534597,0.05288474,0.0008443576,0.89856255,0.01105269,0.031669665],"study_design_scores_gemma":[0.000034087338,0.000072384355,0.0013454484,0.00029644484,0.00008952581,0.0003806665,0.00011137088,0.2120753,0.00081297854,0.7787045,0.0059555206,0.000121688354],"about_ca_topic_score_codex":0.004104763,"about_ca_topic_score_gemma":0.00309627,"teacher_disagreement_score":0.045223963,"about_ca_system_score_codex":0.004796808,"about_ca_system_score_gemma":0.005241347,"threshold_uncertainty_score":0.23917007},"labels":[],"label_agreement":null},{"id":"W4383879235","doi":"10.1007/s13385-023-00355-3","title":"Individual claims reserving using activation patterns","year":2023,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Access Control and Trust","field":"Social Sciences","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval; Université du Québec à Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematical finance; Computer science; Economics; Financial economics","score_opus":0.10898579682431271,"score_gpt":0.35222265896253757,"score_spread":0.24323686213822487,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4383879235","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94106,0.00027311326,0.0468498,0.0007710385,0.000059089056,0.0001016314,0.0011531195,0.00047234446,0.009259865],"genre_scores_gemma":[0.9933268,0.000049014514,0.005185471,0.000015795897,0.00002350574,0.000014827612,0.00027057482,0.000024241184,0.0010897424],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9981968,0.000584597,0.00020225717,0.00041604298,0.0003307145,0.00026967045],"domain_scores_gemma":[0.9780633,0.015258624,0.0021107283,0.0020524196,0.0017764725,0.0007386185],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00414028,0.00039570284,0.0006303906,0.0025645492,0.00041788904,0.002656951,0.00087323453,0.0006937046,0.0074224714],"category_scores_gemma":[0.021939002,0.00024294939,0.00080460677,0.0017402373,0.0003217431,0.0022257979,0.00064505945,0.00093686907,0.0011185],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0032560083,0.00084509735,0.57772976,0.0001547734,0.0005191545,0.0004632629,0.0006544228,0.10464959,0.0041774097,0.01600532,0.004274478,0.28727072],"study_design_scores_gemma":[0.000101030484,0.0005091542,0.10336963,0.000061332685,0.00040496764,0.00056390435,0.0007694934,0.8468297,0.005232735,0.039561354,0.0025156273,0.00008107551],"about_ca_topic_score_codex":0.0025014887,"about_ca_topic_score_gemma":0.0034045663,"teacher_disagreement_score":0.0074224714,"about_ca_system_score_codex":0.0005975099,"about_ca_system_score_gemma":0.0008054237,"threshold_uncertainty_score":0.02483064},"labels":[],"label_agreement":null},{"id":"W4388493367","doi":"10.1007/s13385-023-00370-4","title":"A new approximation of annuity prices for age–period–cohort models","year":2023,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"Natural Sciences and Engineering Research Council of Canada; Simon Fraser University","keywords":"Log-normal distribution; Autoregressive model; Mathematics; Econometrics; Mathematical finance; Life annuity; Applied mathematics; Economics; Statistics; Financial economics","score_opus":0.0504834881384066,"score_gpt":0.31848149985306246,"score_spread":0.26799801171465587,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388493367","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0058981446,0.0005710313,0.98936087,0.0004585166,0.00022823375,0.00004977898,0.00017685312,0.0001436912,0.003112774],"genre_scores_gemma":[0.41446793,0.004198331,0.5276278,0.0012804101,0.0015549373,0.00072071573,0.001936144,0.0009120951,0.04730159],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982091,0.0008894937,0.000083766645,0.0002118497,0.00039842524,0.00020742611],"domain_scores_gemma":[0.9903206,0.0066643013,0.0005239914,0.0008075171,0.0011783608,0.00050518505],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009026633,0.0011419854,0.002157846,0.0017383405,0.000828916,0.0028407048,0.004624008,0.0028247328,0.007986887],"category_scores_gemma":[0.029935611,0.001144101,0.0026311572,0.0021020751,0.0012248661,0.0034386104,0.0020947014,0.004268038,0.0022156455],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000071456794,0.00006933219,0.0017960494,0.0001043449,0.00013452076,0.00032443742,0.00013050243,0.8599763,0.000586017,0.11094569,0.0049489886,0.020912243],"study_design_scores_gemma":[0.000009163994,0.0000069036905,0.0001236349,0.0000140808415,0.000015217021,0.00005683651,0.000008647004,0.98474336,0.00004222921,0.013794715,0.0011767138,0.0000086091695],"about_ca_topic_score_codex":0.014690466,"about_ca_topic_score_gemma":0.009428568,"teacher_disagreement_score":0.014690466,"about_ca_system_score_codex":0.0017098173,"about_ca_system_score_gemma":0.0026611052,"threshold_uncertainty_score":0.047737956},"labels":[],"label_agreement":null},{"id":"W4389805192","doi":"10.1007/s13385-023-00375-z","title":"Publisher Correction: A new approximation of annuity prices for age–period–cohort models","year":2023,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Annuity; Mathematical finance; Economics; Period (music); Actuarial science; Econometrics; Cohort; Life annuity; Financial economics; Mathematics; Statistics; Finance; Philosophy","score_opus":0.053894599268005175,"score_gpt":0.310918211576084,"score_spread":0.25702361230807885,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389805192","genre_codex":"editorial","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0027030956,0.0034572673,0.14981245,0.043645374,0.7523552,0.00012923965,0.010804177,0.003571431,0.033521727],"genre_scores_gemma":[0.08491413,0.0054070326,0.11155288,0.015175885,0.11037136,0.00042252397,0.009946957,0.007316427,0.6548928],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9970561,0.0007476572,0.00035842482,0.00049118814,0.0011868896,0.00015967316],"domain_scores_gemma":[0.9693257,0.008785115,0.0009430371,0.0053541604,0.014870718,0.0007212744],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0046288106,0.0013686925,0.001211749,0.0032064358,0.0013262099,0.0031334339,0.0038054015,0.0030982855,0.11649632],"category_scores_gemma":[0.081162125,0.0007997047,0.0020598322,0.0037183524,0.00089271006,0.0029766567,0.0015285638,0.0061874427,0.05859517],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006646195,0.000012614793,0.00039471436,0.00013877815,0.00005106824,0.00032401827,0.000043060896,0.0028110929,0.0001465447,0.020473959,0.9477832,0.027754497],"study_design_scores_gemma":[0.00010159682,0.00003891257,0.001958385,0.0003097934,0.00014928881,0.0014002923,0.00007002626,0.040163532,0.0011310733,0.0507954,0.9037753,0.00010647245],"about_ca_topic_score_codex":0.012094054,"about_ca_topic_score_gemma":0.0120133925,"teacher_disagreement_score":0.11649632,"about_ca_system_score_codex":0.001997471,"about_ca_system_score_gemma":0.0024355275,"threshold_uncertainty_score":0.389719},"labels":[],"label_agreement":null},{"id":"W4391032270","doi":"10.1007/s13385-023-00373-1","title":"Evaluation of participating endowment life insurance policies in a stochastic environment","year":2024,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Actuarial science; Endowment policy; Endowment; Life insurance; Dividend; Economics; Stochastic modelling; Insurance policy; Finance","score_opus":0.07369921651465267,"score_gpt":0.3495630185620292,"score_spread":0.27586380204737654,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391032270","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9867705,0.000097996744,0.010618493,0.0002514604,0.000018373627,0.000079728554,0.00018415018,0.00004178416,0.0019375555],"genre_scores_gemma":[0.99797374,0.000028896151,0.0014846785,0.0000098668115,0.0000039830334,0.000017472032,0.00008113777,0.000004377787,0.00039593125],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9971233,0.0018072786,0.00009806685,0.00022411598,0.00031521346,0.00043198475],"domain_scores_gemma":[0.97700787,0.018857455,0.0012088189,0.00051077333,0.0011481862,0.0012669122],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008118083,0.00086130644,0.0012484096,0.00085627224,0.00047382203,0.0020777963,0.0011805103,0.0016270912,0.0026276119],"category_scores_gemma":[0.018904956,0.00036800257,0.0006953259,0.00065530493,0.0010889771,0.0014198729,0.0013271411,0.0010272445,0.000100517886],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0011160658,0.00033852732,0.005015148,0.000036808433,0.000056426063,0.000089373345,0.000029758756,0.9858861,0.00054138515,0.003824272,0.00015053035,0.0029156771],"study_design_scores_gemma":[0.000088174784,0.00062645617,0.0019837664,0.000006471749,0.000043497344,0.000014071605,0.00008270475,0.9950122,0.0005474683,0.0014950252,0.00009005427,0.000010005477],"about_ca_topic_score_codex":0.009940674,"about_ca_topic_score_gemma":0.0042119403,"teacher_disagreement_score":0.009940674,"about_ca_system_score_codex":0.0024770894,"about_ca_system_score_gemma":0.0027889302,"threshold_uncertainty_score":0.042932987},"labels":[],"label_agreement":null},{"id":"W4400450355","doi":"10.1007/s13385-024-00390-8","title":"Measuring and mitigating biases in motor insurance pricing","year":2024,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Health Systems, Economic Evaluations, Quality of Life","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal","funders":"National Research Council Canada; SCOR Corporate Foundation for Science","keywords":"Mathematical finance; Actuarial science; Financial services; Business; Economics; Financial economics; Finance","score_opus":0.40758425331288517,"score_gpt":0.38917233184472705,"score_spread":0.01841192146815812,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400450355","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9295945,0.0014800469,0.05794604,0.002273945,0.00020112949,0.00009353479,0.0003946067,0.00017672325,0.007839362],"genre_scores_gemma":[0.9922151,0.00013925976,0.0068150666,0.00020733265,0.000105676845,0.000014033011,0.00012220605,0.000023768507,0.00035762327],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.96981347,0.019203624,0.0017810034,0.0021649771,0.006023781,0.0010131297],"domain_scores_gemma":[0.61436605,0.31254435,0.03704683,0.020693257,0.014361441,0.0009880551],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.04901566,0.00042727674,0.0005881125,0.0015506315,0.0005569641,0.0037148672,0.0011605119,0.0015385111,0.0013312047],"category_scores_gemma":[0.36907452,0.00037932125,0.00042254414,0.0022442995,0.0009873605,0.0026999637,0.001525615,0.0014347886,0.0003054823],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00077093364,0.00026758853,0.822107,0.0001745961,0.0005917668,0.00021647633,0.0018875675,0.025218552,0.0019518215,0.03437957,0.00400854,0.10842563],"study_design_scores_gemma":[0.00014664464,0.0003844954,0.6268007,0.00035381236,0.0008109279,0.0005287004,0.0014690494,0.22747321,0.014279027,0.11704077,0.010538004,0.00017469874],"about_ca_topic_score_codex":0.006854868,"about_ca_topic_score_gemma":0.0059954375,"teacher_disagreement_score":0.04901566,"about_ca_system_score_codex":0.0014793483,"about_ca_system_score_gemma":0.0016251287,"threshold_uncertainty_score":0.2592227},"labels":[],"label_agreement":null},{"id":"W4401952439","doi":"10.1007/s13385-024-00395-3","title":"Claim reserving via inverse probability weighting: a micro-level Chain-Ladder method","year":2024,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Weighting; Inverse; Chain (unit); Inverse probability weighting; Mathematical finance; Mathematics; Computer science; Statistics; Econometrics; Economics; Financial economics; Physics; Propensity score matching","score_opus":0.23357622894068789,"score_gpt":0.3979109185888492,"score_spread":0.1643346896481613,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4401952439","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0059448085,0.00006859043,0.9922247,0.00009850364,0.000017544093,0.000041099956,0.000030157278,0.000113644914,0.0014609862],"genre_scores_gemma":[0.3710102,0.00039460565,0.6145831,0.00016290552,0.00013127303,0.0002864225,0.00022850081,0.00019355511,0.013009469],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99813193,0.0007992745,0.00009563377,0.00025509708,0.0005236024,0.00019435748],"domain_scores_gemma":[0.9935703,0.0039715753,0.0003971272,0.0010284779,0.00065541116,0.00037700575],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0046569267,0.00059788505,0.0016685638,0.0015021705,0.0006384672,0.0017784804,0.0025042219,0.0020167017,0.014341492],"category_scores_gemma":[0.008736225,0.00091454794,0.0012786163,0.0020086102,0.0011702529,0.003273785,0.0022620964,0.002409305,0.0018358154],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00028851835,0.00035748442,0.0019327645,0.00019573022,0.00013091134,0.00019375527,0.00016065757,0.657114,0.0037087868,0.15227032,0.0029445603,0.18070257],"study_design_scores_gemma":[0.000013723545,0.000022673952,0.00009205907,0.000009275105,0.000011299711,0.00001713509,0.0000057613956,0.97749513,0.00024796664,0.021669809,0.0004084674,0.0000066850184],"about_ca_topic_score_codex":0.002585959,"about_ca_topic_score_gemma":0.0029031176,"teacher_disagreement_score":0.014341492,"about_ca_system_score_codex":0.0008372475,"about_ca_system_score_gemma":0.0018789021,"threshold_uncertainty_score":0.04797709},"labels":[],"label_agreement":null},{"id":"W4406981415","doi":"10.1007/s13385-025-00407-w","title":"Fast estimation of the Renshaw-Haberman model and its variants","year":2025,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Estimation; Econometrics; Statistics; Mathematics; Economics; Management","score_opus":0.016099487427901207,"score_gpt":0.2874528873385753,"score_spread":0.27135339991067414,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406981415","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02073749,0.00025857022,0.97795105,0.00017798916,0.000018645589,0.000039795428,0.00006488466,0.0001545288,0.00059693574],"genre_scores_gemma":[0.37757185,0.0008602881,0.6150493,0.00014362029,0.00007659302,0.0004014964,0.0005162031,0.00021680517,0.0051638857],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99663204,0.0023645808,0.000098948345,0.00041691877,0.00033498817,0.00015249375],"domain_scores_gemma":[0.9934529,0.005145648,0.0004381221,0.00041488637,0.00044700407,0.00010156441],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0097984895,0.0009294429,0.001326345,0.0014390135,0.00060710247,0.0011856249,0.0022105826,0.001492882,0.0028431695],"category_scores_gemma":[0.015991976,0.0008486806,0.0012371376,0.0014919597,0.0010839428,0.001999493,0.0022745002,0.002394028,0.0006413791],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012304024,0.0000737961,0.0050894744,0.00011220275,0.00013696814,0.00014217709,0.00016720663,0.85416776,0.0011600088,0.06734185,0.001247625,0.07023787],"study_design_scores_gemma":[0.00000764166,0.00001867762,0.00062183675,0.000013972652,0.000011606758,0.000027817445,0.000014673407,0.9856172,0.00035883984,0.01269627,0.0005929721,0.000018481298],"about_ca_topic_score_codex":0.013153727,"about_ca_topic_score_gemma":0.01087518,"teacher_disagreement_score":0.013153727,"about_ca_system_score_codex":0.0008563738,"about_ca_system_score_gemma":0.0018281466,"threshold_uncertainty_score":0.05181992},"labels":[],"label_agreement":null},{"id":"W4410156588","doi":"10.1007/s13385-026-00457-8","title":"Modeling Transition and Physical Risks in Pension Plan Investment Strategies: A Multivariate Normal Regime Switching Approach","year":2025,"lang":"en","type":"preprint","venue":"European Actuarial Journal","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Multivariate statistics; Pension; Investment (military); Transition (genetics); Pension plan; Plan (archaeology); Economics; Actuarial science; Investment portfolio; Business; Econometrics; Financial economics; Finance; Portfolio; Mathematics; Political science; Statistics; Geography; Chemistry","score_opus":0.06844062419436,"score_gpt":0.33154030661819206,"score_spread":0.2630996824238321,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410156588","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.57424444,0.00061794865,0.4183891,0.0017092662,0.00009697876,0.00006737186,0.00058030675,0.00025682175,0.004037673],"genre_scores_gemma":[0.98492914,0.0003490708,0.0077384566,0.00007602939,0.00007417198,0.000065615604,0.00022656337,0.000043082804,0.006497838],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99915445,0.0003982809,0.000030683666,0.00017463957,0.00007060357,0.00017132086],"domain_scores_gemma":[0.9931717,0.0055298833,0.0005716708,0.00020580582,0.00021233554,0.0003087084],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038678218,0.0008072678,0.0015877972,0.001222967,0.00047216847,0.0019749985,0.0017834643,0.0024536347,0.0038960513],"category_scores_gemma":[0.011520784,0.00096588285,0.0017270114,0.0009483299,0.0015297768,0.0021026975,0.0015709334,0.002504322,0.00031901832],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007673915,0.00005773966,0.004158491,0.000019065812,0.00008105911,0.000062478386,0.00008494743,0.9718444,0.00019419401,0.019095084,0.00030879313,0.004017176],"study_design_scores_gemma":[0.0000049082123,0.00000835994,0.0004746538,0.0000025036204,0.00000992755,0.0000052003475,0.000010910053,0.99373615,0.00001899123,0.0056738285,0.000048922608,0.000005663349],"about_ca_topic_score_codex":0.01964315,"about_ca_topic_score_gemma":0.009796492,"teacher_disagreement_score":0.01964315,"about_ca_system_score_codex":0.0013064065,"about_ca_system_score_gemma":0.0009770725,"threshold_uncertainty_score":0.039057672},"labels":[],"label_agreement":null},{"id":"W4412928849","doi":"10.1007/s13385-025-00428-5","title":"From point to probabilistic gradient boosting for claim frequency and severity prediction","year":2025,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":9,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Gradient boosting; Boosting (machine learning); Mathematical finance; Probabilistic logic; Artificial intelligence; Point (geometry); Mathematics; Computer science; Pattern recognition (psychology); Econometrics; Machine learning; Random forest; Economics; Financial economics","score_opus":0.07069668849353687,"score_gpt":0.3447146741924296,"score_spread":0.27401798569889274,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4412928849","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.053591482,0.0019941828,0.93894005,0.00075582264,0.00017089983,0.00011343028,0.00046106515,0.0010501642,0.002922816],"genre_scores_gemma":[0.78625834,0.0010973779,0.20752561,0.00043937264,0.0003012803,0.00020487417,0.0011529631,0.0002061723,0.0028141271],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998295,0.0008840586,0.000057627632,0.00023581831,0.00040526292,0.00012232961],"domain_scores_gemma":[0.9962908,0.0024903668,0.000261887,0.0004607302,0.0003559422,0.00014025772],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005548951,0.0008620511,0.0015237682,0.0012672613,0.00040940917,0.0013320969,0.0016070626,0.0011822202,0.0025609538],"category_scores_gemma":[0.014288529,0.00038300068,0.0009969358,0.0013034542,0.00091072446,0.001689126,0.0013616825,0.0019302774,0.0010235591],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00045749542,0.000098783355,0.007255525,0.00022201047,0.00018832299,0.00010353561,0.00008836745,0.7882024,0.0009188135,0.03816636,0.008372242,0.15592615],"study_design_scores_gemma":[0.000023206358,0.00008033854,0.0010088731,0.000033901084,0.00002411545,0.00006603687,0.000011889057,0.95574516,0.00043789862,0.040642954,0.001912399,0.000013253086],"about_ca_topic_score_codex":0.0020218175,"about_ca_topic_score_gemma":0.0015886954,"teacher_disagreement_score":0.005548951,"about_ca_system_score_codex":0.00062452955,"about_ca_system_score_gemma":0.0008988416,"threshold_uncertainty_score":0.029346049},"labels":[],"label_agreement":null}]}