{"id":"W1988552592","doi":"10.1002/asmb.1981","title":"Multivariate risk models under heavy‐tailed risks","year":2013,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":22,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"","keywords":"Copula (linguistics); Multivariate statistics; Mathematics; Risk model; Econometrics; Net (polyhedron); Ruin theory; Multivariate normal distribution; Statistics; Applied mathematics; Economics; Mathematical economics","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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.002008963,0.0004726712,0.0007828312,0.0004222158,0.0003917031,0.000458655,0.0008145589,0.00100626,0.0002705822],"category_scores_gemma":[0.0003865905,0.0003488787,0.00008108736,0.001320303,0.0004197788,0.001355882,0.0005050641,0.001391076,0.0001280211],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000855041,"about_ca_system_score_gemma":0.0001929623,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004180149,"about_ca_topic_score_gemma":0.00012206,"domain_scores_codex":[0.9954661,0.0001724675,0.001207708,0.001294542,0.001102786,0.0007564202],"domain_scores_gemma":[0.9967276,0.0009917917,0.0003904688,0.001068672,0.0004978763,0.0003236349],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00007991487,0.0001538667,0.0002705549,0.000007940938,0.00001615457,0.000001344665,0.0004827316,0.8796684,0.00004219003,0.09851747,0.0001792993,0.02058018],"study_design_scores_gemma":[0.0008634778,0.000009704467,0.007124359,0.0000262372,0.00001243011,0.000003368594,0.0004063427,0.4772978,0.000005539916,0.5139901,0.000007179933,0.0002533957],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.400665,0.0001218261,0.5953093,0.0005372639,0.0001588012,0.000699309,0.0000261283,0.00005370267,0.002428641],"genre_scores_gemma":[0.9955875,0.00003561735,0.003296052,0.0003223817,0.0001150371,0.0003561757,0.000006814391,0.00003905388,0.0002414204],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.5949225,"threshold_uncertainty_score":0.9998963,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1735913572905731,"score_gpt":0.3451613400150841,"score_spread":0.1715699827245111,"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."}}