{"id":"W1978938524","doi":"10.1016/j.insmatheco.2011.08.013","title":"Second order regular variation and conditional tail expectation of multiple risks","year":2011,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":109,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Univariate; Mathematics; Multivariate statistics; Order (exchange); Function (biology); Variation (astronomy); Applied mathematics; Conditional expectation; Orders of approximation; Infinity; Statistics; Mathematical analysis; Economics; Physics","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":[0.006154987,0.001307179,0.0021538,0.002333092,0.0006193839,0.002831389,0.002449417,0.002386669,0.003623837],"category_scores_gemma":[0.02923014,0.001131444,0.001742316,0.001542485,0.003840144,0.006449731,0.002278002,0.003017799,0.0003993628],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001691843,"about_ca_system_score_gemma":0.001271191,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004124016,"about_ca_topic_score_gemma":0.002648447,"domain_scores_codex":[0.9985297,0.0005876228,0.00007234347,0.0002793851,0.0002968663,0.0002340103],"domain_scores_gemma":[0.9798201,0.01342791,0.002443798,0.001234377,0.001571213,0.00150268],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00009215304,0.00006694367,0.002529422,0.00008936106,0.0001063229,0.0003371979,0.0002436108,0.09757763,0.001577986,0.8900319,0.001242821,0.006104587],"study_design_scores_gemma":[0.00001365786,0.00002300689,0.001259863,0.00001629247,0.00002523496,0.0001586085,0.00003254178,0.4665516,0.000240648,0.531279,0.0003575226,0.000041992],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1998092,0.002200687,0.7876637,0.002301388,0.0001962551,0.00004335545,0.0002444228,0.0003772231,0.00716389],"genre_scores_gemma":[0.9597405,0.001496277,0.02422583,0.0003099605,0.0004570391,0.00007091409,0.0003218355,0.0002064233,0.01317118],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006154987,"threshold_uncertainty_score":0.03255105,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07458233090714832,"score_gpt":0.2216864372927234,"score_spread":0.1471041063855751,"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."}}