{"id":"W1982262392","doi":"10.1007/s11156-008-0100-0","title":"A bridge from ruin theory to credit risk","year":2008,"lang":"en","type":"article","venue":"Review of Quantitative Finance and Accounting","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo; University of Alberta","funders":"","keywords":"Credit risk; Credit valuation adjustment; Jump; Jump diffusion; Economics; Solvency; Econometrics; Credit crunch; Probability of default; Actuarial science; Monetary economics; Finance; Credit reference","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":[0.003791603,0.0005962938,0.001843035,0.001878072,0.001067941,0.003997452,0.001739478,0.003926319,0.004812759],"category_scores_gemma":[0.0113643,0.0004485956,0.0005549783,0.002165271,0.01040076,0.01174819,0.001922665,0.00813179,0.0007219734],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001805578,"about_ca_system_score_gemma":0.001446939,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009569237,"about_ca_topic_score_gemma":0.0005013905,"domain_scores_codex":[0.9984909,0.0006975074,0.00007478849,0.0001936524,0.0004460009,0.00009711579],"domain_scores_gemma":[0.9899094,0.007936954,0.0004677994,0.0007094538,0.0007332053,0.0002433065],"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":[0.000007672626,0.00001666767,0.0001255565,0.000105962,0.000007857573,0.00002162935,0.00007336721,0.001326323,0.00006356127,0.9780277,0.004132542,0.01609109],"study_design_scores_gemma":[0.000004649236,0.00001034783,0.0001361475,0.00009947797,0.000004323397,0.00002309717,0.00002562211,0.001586008,0.00003338513,0.9799795,0.0180906,0.000006729023],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"review","genre_gemma":"empirical","genre_scores_codex":[0.01761018,0.4834906,0.3100677,0.105598,0.004103737,0.00004089618,0.0001768744,0.000197603,0.0787145],"genre_scores_gemma":[0.5845028,0.3333953,0.03002596,0.01247512,0.02391784,0.0001158711,0.0001150772,0.0001673104,0.01528475],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004812759,"threshold_uncertainty_score":0.02005213,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05777426568516298,"score_gpt":0.2824881919649112,"score_spread":0.2247139262797482,"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."}}