{"id":"W1965418053","doi":"10.1108/15265940710732350","title":"On the surplus prior to ruin in the perturbed classical risk process","year":2007,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Ruin theory; Mathematics; Brownian motion; First-hitting-time model; Joint probability distribution; Mathematical economics; Type (biology); Risk model; Applied mathematics; Random variable; Argument (complex analysis); Marginal distribution; Econometrics; Statistics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003994839,0.0005310339,0.0009761727,0.001126595,0.0004865384,0.002112077,0.001455497,0.001295416,0.005756449],"category_scores_gemma":[0.01925398,0.0004286397,0.0007773112,0.0006321402,0.003939632,0.005194476,0.001597478,0.002109297,0.0003826133],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002036855,"about_ca_system_score_gemma":0.001005635,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00261093,"about_ca_topic_score_gemma":0.001111356,"domain_scores_codex":[0.9990023,0.0003625238,0.00003978002,0.0002199284,0.0002267262,0.0001487495],"domain_scores_gemma":[0.9931924,0.004470661,0.0009135338,0.0004570371,0.000569442,0.0003969073],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001008055,0.00004940661,0.001614101,0.0000579,0.00002391233,0.0003628734,0.0001890107,0.08354495,0.001472172,0.9042927,0.0007117083,0.007580493],"study_design_scores_gemma":[0.00002460753,0.0000707315,0.00178783,0.00003772368,0.00002827503,0.0002091061,0.0001193322,0.4295864,0.0007235697,0.5665481,0.0008189187,0.00004554782],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3361568,0.001011107,0.6424476,0.002542839,0.000126915,0.0000746806,0.0002726981,0.0002091128,0.01715828],"genre_scores_gemma":[0.9793073,0.000520408,0.01359904,0.0001397869,0.00009393954,0.0000417515,0.00008166576,0.0000587945,0.006157355],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005756449,"threshold_uncertainty_score":0.02112699,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06567979412222792,"score_gpt":0.3710585307542377,"score_spread":0.3053787366320098,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}