{"id":"W2063336570","doi":"10.1239/aap/1183667614","title":"On the time value of absolute ruin with debit interest","year":2007,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":75,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Ruin theory; Mathematics; Laplace transform; First-hitting-time model; Constant (computer programming); Absolute (philosophy); Optional stopping theorem; Function (biology); Exponential function; Mathematical economics; Applied mathematics; Mathematical analysis; Statistics; Martingale (probability theory); Risk model","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":[],"consensus_categories":[],"category_scores_codex":[0.01102113,0.0002250101,0.0004456255,0.0001339765,0.0001183155,0.00004215971,0.00123887,0.0001078205,0.0002114455],"category_scores_gemma":[0.001837487,0.0001135404,0.00009260018,0.00102551,0.0009549438,0.0002528664,0.0001959287,0.0003840296,0.0001671632],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001147473,"about_ca_system_score_gemma":0.0000798535,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002364603,"about_ca_topic_score_gemma":0.0008971581,"domain_scores_codex":[0.9965402,0.0002148191,0.00103482,0.000785178,0.0009953309,0.0004295868],"domain_scores_gemma":[0.9912238,0.006728517,0.0003599262,0.001451031,0.0001473437,0.00008944727],"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":[0.001626615,0.000602284,0.004810298,0.00003526669,0.00001279249,0.000003352508,0.00069221,0.01700047,0.0006117763,0.8860554,0.0001052729,0.08844424],"study_design_scores_gemma":[0.0003572587,0.0001634602,0.009435756,0.00003703062,0.000004715292,0.000001862687,0.0001074727,0.001184674,0.003527311,0.9826941,0.002322576,0.000163728],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9179084,0.0001773864,0.01937477,0.0006389596,0.00009928189,0.001187115,0.00001330372,0.00004361493,0.06055713],"genre_scores_gemma":[0.9907347,0.00001456166,0.008812346,0.0002498215,0.00002152459,0.00004982972,0.000001028259,0.00001058596,0.0001055918],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.09663874,"threshold_uncertainty_score":0.4630043,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05919211915494461,"score_gpt":0.3430385379161576,"score_spread":0.283846418761213,"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."}}