{"id":"W2062901128","doi":"10.1016/j.insmatheco.2014.04.006","title":"Optimal reinsurance with regulatory initial capital and default risk","year":2014,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":53,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Reinsurance; Actuarial science; Counterparty; Solvency; Indemnity; Credit risk; Capital requirement; Business; Capital (architecture); Default risk; Economics; Finance; Microeconomics","routes":{"ca_aff":true,"ca_fund":true,"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":[0.0006979618,0.0002944145,0.0006297075,0.0001370519,0.0002672438,0.0001695908,0.0001797412,0.0001264465,0.00001777044],"category_scores_gemma":[0.00008038673,0.0003062012,0.00006607491,0.00009173065,0.0002376123,0.0003710197,0.00008795558,0.0002048446,0.0000931535],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000420078,"about_ca_system_score_gemma":0.00001246521,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001274888,"about_ca_topic_score_gemma":0.00008117349,"domain_scores_codex":[0.9983294,0.00001088193,0.0006851199,0.0005491638,0.0000374654,0.000387953],"domain_scores_gemma":[0.9987503,0.00008570658,0.0005641172,0.0004453874,0.00003402555,0.0001204243],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00008293398,0.0001359073,0.1339687,0.000251591,0.0001191719,0.000005500066,0.002107783,0.0021128,0.000004906994,0.8448197,0.00008341935,0.01630752],"study_design_scores_gemma":[0.004405934,0.000685013,0.661582,0.0001916169,0.00004944107,0.00009584875,0.0007993892,0.06271574,0.0001551911,0.2409401,0.02644969,0.001930057],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9769668,0.0008979419,0.008640484,0.0001166899,0.0002000474,0.0002628938,0.0001746968,0.00004708409,0.01269338],"genre_scores_gemma":[0.9845353,0.001977674,0.01296653,0.0001308696,0.0001551298,0.0000390558,0.000006602525,0.00005163058,0.000137257],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6038796,"threshold_uncertainty_score":0.999939,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01076389628116295,"score_gpt":0.1856138198097733,"score_spread":0.1748499235286104,"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."}}